| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-T | AZN | 76.000 | 8.30 | - | TT- | - | - | - | 90.00% | - | Eewkssxw | 3fBXKN | - | 870 | 3hDVKS+827 | - | - |
| X-B | ZPT | 70.000 | 2.00 | - | HHH- | - | - | - | 30.00% | - | Yflpzmqv | 3eEENB | - | 490 | 3ePDLA+479 | - | - |
| Cmm | XMO | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-A | KSQ | 22.000 | 6.80 | - | QQ | - | - | - | 57.00% | - | Yfsrwtfa | 3eDCTI | - | 200 | 3gHWBV+200 | - | - |
| K-I | TFO | 51.000 | 8.60 | - | E | - | - | - | 39.00% | - | Alwjjuhw | 3jCXWL | - | 285 | 3wBMGW+285 | - | - |
| J-1-S | VTM | 622.000 | 8.00 | - | XXX | - | - | - | 22.00% | - | Fblyxxxb | 3fXMDX | - | 168 | 3pGPVY+168 | - | - |
| K-2-X | GRX | 16.000 | 1.80 | - | PPP | - | - | - | 50.00% | - | Pqxrmbhx | 3fDXMJ | - | 190 | 3tGTMP+190 | - | - |
Tranche Comments
J-1-S: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144E/Ylf S;
K-2-X: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144K/Zwv X;
K-A: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144I/Khr G;
K-I: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144P/Ayh K;
X-B: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144K/Yyv U;
J-T: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144W/Gjw O;
Cmm: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144V/Xde P;
Deal Comments
Xyyye. Aff-Tmll Yyqcffr 1.00
Risk Retention
TS- Brim DT/TC - Bri
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 24, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | GPU | 34.000 | 9.20 | - | JJJ | - | - | - | 33.00% | - | Ldxuzmaa | 3cIILB | - | 260 | 3lJUDW+260 | - | - |
| Q-1 | XCH | 29.000 | 4.30 | - | QQ | - | - | - | 23.00% | - | Apdfuquc | 3dPZXJ | - | 285 | 3rNMKW+285 | - | - |
| S-1 | ANO | 223.000 | 1.40 | - | SSS | - | - | - | 72.00% | - | Kcwowwkv | 3nQSXW | - | 220 | 3uTIYN+220 | - | - |
| K | LTI | 45.000 | 6.20 | - | KKK- | - | - | - | 77.00% | - | Myozbpms | 3jPAUT | - | 575 | 3mBQEC+575 | - | - |
| Ugl | YOP | 74.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 Pmir | JUN | 68.000 | 1.20 | - | CC | - | - | - | 25.00% | - | Pstrvtsp | 3aZKBT | - | 285 | 3wQAIR+285 | - | - |
| K | LZN | 47.000 | 5.70 | - | F | - | - | - | 26.00% | - | Urwhqvuz | 3pAWHZ | - | 385 | 3oULYR+385 | - | - |
| Z-1 Fbsk | FRU | 700.000 | 9.10 | - | KKK | - | - | - | 32.00% | - | Fdmexcsc | 3jTVDH | - | 220 | 3nGEFW+220 | - | - |
| D-2 | BOG | 79.000 | 4.40 | - | SS | - | - | - | 51.00% | - | Vwwva | - | - | - | 6.59% | - | - |
| M | AOV | 99.000 | 4.70 | - | OO- | - | - | - | 94.00% | - | Aejcymqs | 3oQLOZ | - | 855 | 3gEGCR+855 | - | - |
Tranche Comments
S-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144I/Wnt L;
Z-1 Fbsk: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144E/Mjv O;
L-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144F/Mkq R;
Q-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144U/Veh T;
E-1 Pmir: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Vib R;
D-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144H/Pwe Y;
K: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Ufd H;
K: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144K/Pbw M;
M: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144M/Ket B;
Ugl: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144O/Xol O;
Deal Comments
Azy Igaa Dorczdv 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YAM | 16.100 | - | - | JJJ | - | - | - | - | - | Dexkqvup | 3tZZKZ | - | 230 | 3wVNNU+230 | - | - |
| Ssb | FKB | 99.300 | - | - | SG | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
U: Redemption: 2025-01-15; Registration: 144H/Yte W;
Ssb: Redemption: 2025-01-15; Registration: 144L/Lyj Q;
Deal Comments
Rop Ubww Juxgowm 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JJW | 7.000 | 8.60 | - | ZZZ | - | - | - | - | - | Pqxpohnr | 3mLZEQ | - | 225 | 3uXOPI+225 | - | - |
| S | YBZ | 55.000 | 1.80 | - | UU | - | - | - | 47.00% | - | Yrmpkzmv | 3xAYIA | - | 375 | 3aUOXF+375 | - | - |
| B | XBI | 83.000 | 1.00 | - | CCC- | - | - | - | 54.00% | - | Tmhhxfxl | 3zYGDJ | - | 480 | 3oWOSE+480 | - | - |
| C1N | ZRA | 23.680 | 6.90 | - | QQQ | - | - | - | 42.10% | - | Smzzc | - | - | - | 6.89% | - | - |
| G2 | EJG | 7.200 | 3.20 | - | EEE | - | - | - | 52.00% | - | Qjlwqdqk | 3sEAMS | - | 325 | 3zYPYH+325 | - | - |
| K2P | UWJ | 34.000 | 2.70 | - | XXX | - | - | - | 56.00% | - | Lhzubzvw | 3rJTGP | - | 325 | 3mAHCF+325 | - | - |
| U1U | IBB | 232.700 | 3.70 | - | FFF | - | - | - | 52.40% | - | Uyxqpipe | 3gXDUW | - | 275 | 3jETCO+275 | - | - |
| FW | AMA | 48.000 | 7.20 | - | U | - | - | - | 22.00% | - | Wjohljps | 3rENOR | - | 375 | 3lKDNB+375 | - | - |
| M | PHK | 75.000 | 4.30 | - | GG- | - | - | - | 57.00% | - | Zachpkas | 3oPVTM | - | 646 | 3wUUKW+646 | - | - |
| A1V | KJB | 58.000 | 4.10 | - | FFF | - | - | - | 13.90% | - | Wbutdftv | 3qNSKG | - | 275 | 3kUIDY+275 | - | - |
| Fwg | LJN | 42.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ITD | 72.000 | 3.90 | - | - | - | - | - | 51.00% | - | Zevymjqp | 3bHHQJ | - | 1036 | - | - | - |
Tranche Comments
D: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144P/Xdm F;
U1U: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144J/Wuv K;
C1N: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144G/Epe S;
A1V: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144C/Esp P;
G2: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144U/Zvg Q;
K2P: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144P/Iih V;
S: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Z/Jsm P;
FW: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144T/Bhp B;
B: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144C/Yqh M;
M: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144F/Dnq F;
N: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144K/Jmf G; Comments: Zzrxzyk 3sKHKY+1036;
Fwg: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144D/Bpw L;
Deal Comments
Ngp Xall Ytozglr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 27, 2012