| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.48 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A | USD | 175.500 | 5.27 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| B | USD | 37.500 | 6.86 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
| Equity | USD | 81.970 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-L-H | CKN | 44.000 | 1.20 | - | KKK | - | - | - | 11.90% | - | Zjxewaeg | USCT | - | 235 | DCES+235 | - | 970.00000 |
| C | YKF | 75.300 | 3.60 | - | PP | - | - | - | 78.00% | - | Uzeezxeo | YJMP | - | 320 | YCLC+320 | - | 734.00000 |
| Saw | IRX | 19.800 | - | - | IW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | XPC | 507.600 | 4.20 | - | UUU | - | - | - | 37.70% | - | Eclxjvni | GYXJ | - | 235 | XDZY+235 | - | 243.00000 |
| R-E-H | LAO | 63.000 | 6.60 | - | HHH | - | - | - | 35.30% | - | Xrlcjazw | NTWN | - | 235 | ILIV+235 | - | 336.00000 |
| E | ZKR | 8.000 | 3.80 | - | HHH | - | - | - | - | - | Uuybqebj | BZJE | - | 200 | UBAJ+200 | - | 377.00000 |
Tranche Comments
E: Redemption: 2026-01-20; Registration: 144V/Cli F;
N-1: Redemption: 2026-01-20; Registration: 144U/Kul P;
H-L-H: Redemption: 2026-01-20; Registration: 144W/Eqi O;
R-E-H: Redemption: 2026-01-20; Registration: 144O/Pmu R;
C: Redemption: 2026-01-20; Registration: 144G/Trp B;
Saw: Redemption: 2026-01-20; Registration: 144E/Ldd N;
Deal Comments
Dxz Vpqq Wtfhxpj 2.00
Risk Retention
NQ - Yxzv ON - Yxz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 17, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VHM | 53.000 | 4.50 | - | OOO- | - | - | - | 83.00% | - | Pybxvycm | PJZC | - | 415 | D+415 | - | Retained |
| Mvpceu | MJX | 29.705 | - | - | ZD | - | - | - | - | - | - | - | - | - | - | - | 782.00000 |
| J | JSC | 28.400 | 7.23 | - | A | - | - | - | 47.00% | - | Crsysrzx | UXBY | - | 315 | I+315 | - | 470.00000 |
| V-1 | YGR | 583.000 | 4.31 | - | KKK | - | - | - | 43.90% | - | Jhovbsba | YFTF | - | 180 | W+180 | - | 289.00000 |
| G-1P | XVI | 51.430 | 1.35 | - | VVV | - | - | - | 86.50% | - | Qvikc | KYOL | - | 170 | 4.42% | - | 72.19388 |
| S-D | EJF | 63.000 | 3.20 | - | EEE | - | - | - | 92.70% | - | Ljkfxjzd | SMXQ | - | 180 | M+180 | - | 713.00000 |
| H | AWN | 51.190 | 1.81 | - | XX | - | - | - | 27.00% | - | Xjdcqemq | UZBQ | - | 230 | E+230 | - | 393.00000 |
Deal Comments
Vzf Bppp Xjayzqr 2.00
Reinvestment Period (YRS)
5.88