| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OFG | 85.000 | - | XX | YZ | R | - | - | 97.00% | - | Evyorhnh | XBAS | - | 285 | JLXM+285 | - | - |
| D | ZRL | 33.000 | - | UG | WH | YY- | - | - | 4.46% | - | Xberjpeg | QLNY | - | 900 | NISE+845 | - | - |
| G-1 | HCT | 825.000 | - | Cxx | QZ | AW | - | - | 58.00% | - | Zpzoudee | ZIDB | - | 170 | KSJR+170 | - | - |
| P-1 | KQE | 73.000 | - | WY | IJ | QQQ- | - | - | 19.10% | - | Wjolhovp | UHCU | - | 500 | ZAKK+500 | - | - |
| Cuj | OMY | 53.580 | - | GT | FX | ZC | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2L | ZVP | 3.000 | - | YD | VH | ZZ | - | - | 17.00% | - | Dsmgd | CHWH | - | 225 | 6.077% | - | - |
| C-2 | HSE | 10.000 | - | QJ | JP | HH | - | - | 51.00% | - | Ulzmmzbr | XZCC | - | 240 | AOWY+240 | - | - |
| C-2 | BJT | 9.000 | - | WD | FF | TTT- | - | - | 21.80% | - | Vuomvkoo | CXAZ | - | 575 | VDLF+575 | - | - |
| Y | CWL | 1.000 | - | IH | DQ | H- | - | - | 5.48% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Redemption: 2026-03-22; Registration: 144T/Lhd I;
C-2: Redemption: 2026-03-22; Registration: 144D/Mtm E;
C-2L: Redemption: 2026-03-22; Registration: 144T/Fkn Y;
B: Redemption: 2026-03-22; Registration: 144W/Krc O;
P-1: Redemption: 2026-03-22; Registration: 144E/Tty Z;
C-2: Redemption: 2026-03-22; Registration: 144V/Bps O;
D: Redemption: 2026-03-22; Registration: 144L/Aqk R;
Y: Redemption: 2026-03-22; Registration: 144W/Kne K;
Cuj: Redemption: 2026-03-22; Registration: 144U/Nlz X;
Deal Comments
Zj-Eeeqj. Imt Etvv Ujwgmnx 2.00
Risk Retention
JR/RO - Gno
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 13, 2012