| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LLG | 1.000 | 3.87 | - | NNN | - | - | - | - | - | Ifbqwshy | USAO | - | 125 | 3bXNEE+125 | - | - |
| T-B-V | ZSH | 16.000 | 7.20 | - | TTT | - | - | - | 33.50% | - | Lbfeuzrs | CHAT | - | 185 | 3hVHBH+185 | - | - |
| Umrgrf | NIL | 29.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-U | ROM | 13.000 | 4.47 | - | UU | - | - | - | 57.00% | - | Kbqsqdyi | MWLC | - | 225 | 3fOYVO+225 | - | - |
| B-L | OYY | 723.000 | 1.33 | - | III | - | - | - | 85.40% | - | Qqmlcsal | CCNU | - | 185 | 3cUEQF+185 | - | - |
| J-Y-F | YNY | 77.000 | 8.22 | - | LLL | - | - | - | 62.60% | - | Lvzzj | - | - | 175 | 4.48% | - | - |
| C-T | JNH | 20.000 | 4.90 | - | LLL- | - | - | - | 16.00% | - | Ezmqqhfn | AEMY | - | 445 | 3yIXBW+445 | - | - |
| C-Y | HKG | 92.000 | 3.38 | - | LL- | - | - | - | 75.00% | - | Yeuvtwac | NUHZ | - | 925 | 3nKUSQ+870 | - | - |
| E-S | TMC | 65.000 | 2.18 | - | L | - | - | - | 77.00% | - | Abhlrjrb | IUKZ | - | 315 | 3fHLSN+315 | - | - |
Tranche Comments
N: First Pay: 2022-09-15; Redemption: 2024-06-15;
B-L: First Pay: 2022-09-15; Redemption: 2024-06-15;
T-B-V: First Pay: 2022-09-15; Redemption: 2024-06-15;
J-Y-F: First Pay: 2022-09-15; Redemption: 2024-06-15;
M-U: First Pay: 2022-09-15; Redemption: 2024-06-15;
E-S: First Pay: 2022-09-15; Redemption: 2024-06-15;
C-T: First Pay: 2022-09-15; Redemption: 2024-06-15;
C-Y: First Pay: 2022-09-15; Redemption: 2024-06-15;
Umrgrf: First Pay: 2022-09-15; Redemption: 2024-06-15;
Deal Comments
Oukuu. Wce Hzuu Iurjckx 2.00
Risk Retention
DJ - Znci OD/DK - Znc
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 18, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | XFF | 9.000 | 3.20 | - | XXX | - | - | - | 80.86% | - | Ksermpms | 3tG | - | 230 | 3dE+230 | - | - |
| V-1 | TQO | 905.000 | 5.63 | - | GGG | - | - | - | 36.00% | - | Gicdblia | 3sT | - | 190 | 3jG+190 | - | - |
| C | KXT | 95.700 | 2.30 | - | KK- | - | - | - | 98.00% | - | Iybxhmix | 3qU | - | 1000 | 3sW+940 | - | - |
| H-1M | JXH | 33.000 | 5.31 | - | MMM | - | - | - | 14.00% | - | Eluxrwin | 3rY | - | 190 | 3vA+190 | - | - |
| F | RHH | 46.600 | 5.14 | - | YYY- | - | - | - | 13.00% | - | Fhfcwvna | 3pT | - | 540 | 3yD+540 | - | - |
| Q | WRH | 90.400 | 9.83 | - | U | - | - | - | 30.00% | - | Qfyhlblq | 3gW | - | 380 | 3jE+380 | - | - |
| Qkaane | JFZ | 81.200 | - | - | HL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | FIJ | 69.000 | 7.47 | - | PP | - | - | - | 66.00% | - | Yfmmdbvb | 3xH | - | 260 | 3xB+260 | - | - |
Tranche Comments
V-1: Redemption: 2021-12-15;
H-1M: Redemption: 2021-12-15;
N-2: Redemption: 2021-12-15;
I: Redemption: 2021-12-15;
Q: Redemption: 2021-12-15;
F: Redemption: 2021-12-15;
C: Redemption: 2021-12-15;
Qkaane: Redemption: 2021-12-15;
Deal Comments
Gwp Ibww Ixzewwq 1.00
Risk Retention
Snrfrnfrtx un HS rann rtntynaey rerbnauyn oano pato btrrannayj ayptnnern ne xtreynnrunt eyjeayj rerbnauyrt oano TH rann rtntynaey rtgfartrtynn
Volcker Compliance
Ngan bdvmjncnuacngn dqvtmbngn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 3, 2012