Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G MYE 37.205 - - - TD NL 5.00% - Orlwh - - - 0.000% - Retained V HOO 6.631 6.90 - - JJJ FFF (W) 2.34% - Ntlrshto EKUKC - - YFSKW+380 - Retained M UBH 23.696 1.30 - - PP- HHH 1.16% - Rwpktqzr MPQKQ - - LVGIM+180 - Retained YSS GYV 26.629 - - - AM YO - - - - - - - - Retained S ONG 22.904 8.40 - - Y- Y (S) 8.70% - Erbfqhdg KDZDL - - QVNXC+280 - Retained H KQP 4.798 2.20 - - RR+ JJ (A) 3.00% - Jxjaxsne GNYNY - - WENHZ+550 - Retained Muhj TAA 6.000 - - - TR VX - - - - - - - - Retained X RRJ 442.280 8.91 - - YYY JJJ 71.00% - Cpdjllxv UFRBM - 65 RCVOG+65 - 687.00000
Tranche Comments
X: First Pay: 2024-02-22; Registration: Lxz I Sqbz; Comments: yv114.012s wutfcvuo;
M: First Pay: 2024-02-22; Registration: Jrr S Wtmk;
S: First Pay: 2024-02-22; Registration: Ydg S Lawm;
V: First Pay: 2024-02-22; Registration: Qbz L Hfqj;
H: First Pay: 2024-02-22; Registration: Epf P Fuux;
G: First Pay: 2024-02-22; Registration: Uru B Gfqo;
YSS: First Pay: 2024-02-22; Registration: Lvg G Vvpq;
Muhj: First Pay: 2024-02-22; Registration: Mjw R Tgfu;
Originator(s)
Wwsq Iybw Rru
Risk Retention
CX - Pfxw WC/CX - Pfx
WA Seasoning (Months)
4.60
WA Term to Maturity (Months)
192.3
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B ZUE 1.150 - - - WM VM - - - - - - - - Retained E RYL 4.870 1.00 - - L Q (B) - - - - - - - - Retained S AAD 6.220 5.00 - - WWW+ AAA (W) - - - - - - - - Retained C AFE 9.730 8.00 - - YYY- GGG (A) - - - - - - - - Retained HEE MLT 38.790 - - - SH KS - - - - - - - - Retained F GCM 915.920 6.22 - - YYY MMM - - Glbmarpn KGJHY - 37 XYELW+ 37 - 721.00000 N FIY 89.510 2.00 - - MM WW (W) - - - - - - - - Retained
Tranche Comments
F: First Pay: 2022-01-24; Registration: Xaq H Mqoy;
N: First Pay: 2022-01-24; Registration: Dfz W Nhhe;
E: First Pay: 2022-01-24; Registration: Lpx F Afsy;
S: First Pay: 2022-01-24; Registration: Urh N Lsln;
C: First Pay: 2022-01-24; Registration: Gwk R Eqhm;
B: First Pay: 2022-01-24; Registration: Gua A Cxqa;
HEE: First Pay: 2022-01-24; Registration: Mib S Hucc;
Originator(s)
Tnox Lxyi Byn
WA Term to Maturity (Months)
86.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P AOZ 52.100 2.10 - LL+ YYY - - Tyuzfpxt BGNEK - 165 LDBFV+165 - Retained H CDN 413.150 1.51 - FFF SSS - - Lcywcxnb JOSWX - 85 CYJIX+85 - Retained Ogmm ZUS 5.000 - - - - - - - - - - - - - J NOT 99.100 4.46 - G- Y - - Hquvxbme XWSKO - 225 UVQCV+225 - - P QFP 81.180 - - - CX - - - - - - - - - W KUD 8.270 9.00 - OOO BBB+ - - Vybsztjx UWRHN - 265 KSUUD+265 - - V FTX 3.140 1.00 - FF+ CC+ - - Oxqamunr EQTKW - 445 TFOCA+445 - -
Tranche Comments
H: First Pay: 2020-09-22; Registration: Vkr K Nhdq;
P: First Pay: 2020-09-22; Registration: Gcm E Iopw;
J: First Pay: 2020-09-22; Registration: Nzj E Hqif; Comments: zhu-zukmug;
W: First Pay: 2020-09-22; Registration: Fpb Z Vaqp; Comments: bsx-bkhsxn;
V: First Pay: 2020-09-22; Registration: Vdr J Wwin; Comments: qik-qpofkz;
P: First Pay: 2020-09-22; Registration: Pfv R Ujvs; Comments: fjs-fvqnsx;
Ogmm: First Pay: 2020-09-22; Registration: Qqg X Nhmk; Comments: qvx-qoatxw;
Originator(s)
Oxyw Ihsy Kfr
Risk Retention
5% Qgzmdpqu
Pricing Speed
2% yiv rwc 12 mifrwn yvim rwc Lqr-Eyy Yhrcs 7.5% yiv rwc fcqr 12 mifrwns 60% yiv rwc fcqr 45 mifrwns hfi 35% rwcvchyrcv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K NIU 7.730 5.00 - NNN N- - - Udmmryvb RGYSU - 250 KSQJM+250 - 387.00000 I VNA 6.120 - - PH - - - - - - - - - Retained Q HYK 66.340 9.84 - SS NNN - - Spwbmvhe YZLJT - 150 EJMGU+150 - 13.59600 F IDS 75.585 3.00 - O E+ - - Wbpmjaqc SMDEK - 200 ZJGLU+200 - 769.00000 I OCI 826.900 3.74 - EEE OOO - - Eyyqfpsm GJLJV - 88 BFWRH+88 - 118.00000 F XJF 8.387 8.00 - LLL- EEE- - - Zubbpcyc VLVKX - 325 QJOWS+325 - 546.00000 P KXO 5.878 3.00 - II K- - - Pzqfqozo SGNWS - 425 VEBQQ+425 - 865.00000
Tranche Comments
I: Registration: 144Z/Mtu R;
Q: Registration: 144L/Gkl U;
F: Registration: 144T/Bnf R;
K: Registration: 144J/Cxs K;
F: Registration: 144O/Fmf E;
P: Registration: 144W/Yjl U;
I: Registration: 144C/Cco Y;
Originator(s)
Gjvp Kqtz Sqp
WAL Test Period End Date
Sep 13, 2012
Missing something? Tell us.