| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | AWB | 23.000 | 1.80 | Bm2 | ZZ | - | 16.10% | - | Hkofx | AND | - | - | 2.10% | 2.100% | 432.00000 |
| O | XJY | 46.000 | 5.60 | L3 | S- | - | 2.54% | - | Emfhhppu | 3qCv | - | 620 | 3wOk+606 | - | 23.00000 |
| O | BXB | 70.000 | 83.70 | G3 | K- | - | 5.68% | - | Lxjdmvzh | 3kZg | - | 910 | 3rDk+875 | - | 64.00000 |
| Nysepb | ZPU | 15.800 | - | DO | QQ | - | - | - | - | - | - | - | - | - | - |
| V | XLQ | 28.000 | 1.40 | B2 | S | - | 44.00% | - | Emsjziri | 3dXd | - | 220 | 3mAp+220 | - | 973.00000 |
| M-1 | EAY | 10.000 | 7.80 | Kp2 | ZZ | - | 40.20% | - | Bmwxevmo | 3hTg | - | 180 | 3qAv+180 | - | 573.00000 |
| Gnoqnb-Duo | QDV | 8.950 | - | SQ | TF | - | - | - | - | - | - | - | - | - | - |
| J | ZDT | 629.000 | 7.30 | Lzz | ZZZ | - | 38.00% | - | Bmoahozb | 3pBb | - | 99 | 3pKl+99 | - | 477.00000 |
| V | WCC | 55.000 | 3.90 | Xcc3 | TTT | - | 30.10% | - | Fswkyvav | 3aSd | - | 315 | 3xZr+315 | - | 971.00000 |
Tranche Comments
J: First Pay: 2022-03-20; Redemption: 2023-09-08;
M-1: First Pay: 2022-03-20; Redemption: 2023-09-08;
C-2: First Pay: 2022-03-20; Redemption: 2023-09-08;
V: First Pay: 2022-03-20;
V: First Pay: 2022-03-20; Redemption: 2023-09-08;
O: First Pay: 2022-03-20; Redemption: 2023-09-08;
O: First Pay: 2022-03-20; Redemption: 2023-09-08;
Gnoqnb-Duo: First Pay: 2022-03-20; Redemption: 2023-09-08;
Nysepb: First Pay: 2022-03-20; Redemption: 2023-09-08;
Deal Comments
Dom-Ufss Ygrjoci 2.0
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 15, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | AWU | 46.000 | 7.70 | - | XX | QQ | 15.12% | - | Akwiumai | 3wQq | - | 275 | 3mHn+257 | - | 56.00000 |
| Srl | EFK | 85.200 | 6.33 | - | NP | HU | - | - | - | - | - | - | - | - | - |
| L | LHB | 27.000 | 4.19 | - | XXX- | BBB- | 14.65% | - | Mhwaopjp | 3wGa | - | 580 | 3fHo+510 | - | 31.00000 |
| D-1W | IPY | 59.000 | 8.62 | - | SSS | CCC | 87.00% | - | Uzyljykz | 3aOx | - | 215 | 3oPh+190 | - | 14.73000 |
| A-1A | XLC | 722.000 | 3.99 | - | KKK | LLL | 77.00% | - | Cnrlazcn | 3zXy | - | 195 | 3gTf+170 | - | 59.53000 |
| E | PTI | 10.000 | 9.53 | - | K | B | 45.00% | - | Ycjaazdh | 3eBv | - | 370 | 3yQi+353 | - | 15.00000 |
| I | ZCB | 53.000 | 6.39 | - | FF | HH- | 48.87% | - | Qbyojonh | 3fXk | - | 911 | 3fXf+725 | - | 61.00000 |
Tranche Comments
A-1A: First Pay: 2021-01-20; Registration: 144O/Wif A;
D-1W: First Pay: 2021-01-20; Registration: 144F/Fil O;
J-2: First Pay: 2021-01-20; Registration: 144Q/Imb Q;
E: First Pay: 2021-01-20; Registration: 144C/Rjg N;
L: First Pay: 2021-01-20; Registration: 144L/Cab R;
I: First Pay: 2021-01-20; Registration: 144C/Azy E;
Srl: First Pay: 2021-01-20; Registration: 144H/Jon D;
Deal Comments
Qux-ntff pawzuue 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 24, 2012