| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | DYD | 17.200 | 7.50 | - | RR | UL | ZZ | 96.00% | - | Xcshsaue | 3jJw | - | 195 | 3xWy+195 | - | - |
| O-1 | XYX | 945.000 | 2.90 | - | XXX | FFF | GGG | 57.00% | - | Ddwhwjfd | 3kGc | - | 130 | 3xQi+130 | - | - |
| H | BSM | 55.000 | 4.90 | - | V | TY | Y | 63.00% | - | Qwsxqpbp | 3cDm | - | 220 | 3jRj+220 | - | - |
| Jvhvfo | FHM | 71.000 | - | - | QM | ZL | OJ | - | - | - | - | - | - | - | - | Retained |
| T-2P | VYK | 2.800 | 2.70 | - | HH | VN | VV | 89.00% | - | Atyzs | NMC | - | - | 5.05% | - | - |
| Z-1 | ZCD | 43.000 | 1.80 | - | JJJ | AY | OOO | 31.00% | - | Leuscshx | 3mNx | - | 320 | 3jCn+320 | - | - |
| K-2 | HPA | 5.000 | 6.70 | - | III- | HV | JJJ- | 77.00% | - | Lufbcitm | 3dOv | - | 460 | 3rBy+460 | - | - |
| B | CEM | 90.800 | 3.70 | - | CC- | RR- | LL- | 60.20% | - | Ppwfhdif | 3yIg | - | 615 | 3eIk+615 | - | - |
Tranche Comments
O-1: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144B/Cxf U;
H-2H: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144N/Vzl Z;
T-2P: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144W/Xkp Y;
H: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144N/Rav P;
Z-1: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144M/Iha U;
K-2: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144N/Quu Y;
B: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144Q/Xuo F;
Jvhvfo: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144D/Atv G;
Deal Comments
Smm Tkhh Bebcmif 1.5
Risk Retention
YMu Vkeorkrirt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 15, 2012