| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | NSC | 840.000 | - | - | UUU | XXX | 85.00% | - | Ujyzcidf | 3zLt | - | 130 | 3xOa+130 | - | 764.00000 |
| M | VXL | 80.000 | - | - | V | G | 84.00% | - | Ujlkpdll | 3aZh | - | 225 | 3gKc+225 | - | 444.00000 |
| F | BBD | 44.160 | - | - | RR- | MM- | 3.80% | - | Chuptzzl | 3eJe | - | 590 | 3tAh+590 | - | 161.00000 |
| A | GGX | 95.600 | - | - | M- | P- | 2.70% | - | Iwqamayk | 3yBg | - | 900 | 3hSh+841 | - | 89.90000 |
| Nhh Xpi | XXB | 49.500 | - | - | WW | DB | - | - | - | - | - | - | - | - | Retained |
| V | PWU | 87.200 | - | - | CCC- | UUU- | 54.00% | - | Pbolemjq | 3jAo | - | 335 | 3zHj+335 | - | 221.00000 |
| Zyu | VGI | 61.600 | - | - | ML | SO | - | - | - | - | - | - | - | - | Retained |
| U-2 | CWB | 15.000 | - | - | UU | DD | 42.00% | - | Cmomu | MYV | - | - | 4.950% | 4.950% | 534.00000 |
| N-2 | OYG | 8.147 | - | - | BBB | HHH | 37.46% | - | Lhzvaene | 3aJk | - | 160 | 3qUu+160 | - | 100.00000 |
| Q-1 | FBJ | 30.197 | - | - | TT | LL | 17.00% | - | Jvpmzwvl | 3oFq | - | 190 | 3pMy+190 | - | 395.00000 |
Tranche Comments
F-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Rqn K;
N-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144F/Flx P;
Q-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144K/Jhj S;
U-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Onx P;
M: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Lfp T;
V: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Ryi T;
F: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Xfb K;
A: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Ije Q;
Nhh Xpi: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Trg F;
Zyu: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Tzg V;
Deal Comments
Zmsmv. Ryz Qeff Ymkwyxp 2.00
Risk Retention
PQ/QQ - Hph
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 3, 2012