| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PEZ | 16.260 | 5.60 | - | EEE- | SH | - | - | 79.90% | - | Bbskzhqe | 3sO | - | 350 | 3zF+350 | - | 454.00000 |
| Bcn | NXV | 72.658 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | HFP | 390.000 | 9.20 | - | QQQ | AAA | - | - | 35.00% | - | Cffupvdj | 3vJ | - | 137 | 3oZ+137 | - | 919.00000 |
| F | YGW | 73.900 | 3.50 | - | GG | YL | - | - | 63.00% | - | Uxpvcbzi | 3fV | - | 200 | 3kM+200 | - | 756.00000 |
| H | XVT | 40.000 | 46.00 | - | II- | SV | - | - | 5.80% | - | Gucrdvcu | 3qD | - | 675 | 3jL+645 | - | 37.55000 |
| Z-2 | XLS | 83.800 | 9.20 | - | YW | TT+ | - | - | 97.00% | - | Bmzytvpn | 3hZ | - | 165 | 3fY+165 | - | 102.00000 |
| T | FSF | 23.000 | 7.00 | - | C | QD | - | - | 38.00% | - | Mpujkotb | 3pC | - | 250 | 3rU+250 | - | 794.00000 |
Tranche Comments
D-1: Redemption: 2022-04-15;
Z-2: Redemption: 2022-04-15;
F: Redemption: 2022-04-15;
T: Redemption: 2022-04-15;
N: Redemption: 2022-04-15;
H: Redemption: 2022-04-15;
Bcn: Redemption: 2022-04-15;
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 17, 2011