| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ydm | QSA | 11.100 | - | - | HK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NZZ | 37.590 | 9.19 | - | S | - | - | - | 74.00% | - | Oxolkuyx | 3kJ | - | 205 | 3nR+205 | - | - |
| D | VVN | 90.000 | 1.27 | - | DDD- | - | - | - | 91.00% | - | Gkylyazn | 3oZ | - | 310 | 3wI+310 | - | - |
| C-1 | XNJ | 103.130 | 6.55 | - | TTT | - | - | - | 24.90% | - | Dteyddmt | 3rL | - | 120 | 3rP+120 | - | - |
| D | GMK | 17.200 | 36.20 | - | UU- | - | - | - | 7.23% | - | Nqvjakme | 3kU | - | 640 | 3lS+633 | - | - |
| X-2 | WQF | 41.000 | 3.80 | - | PP | - | - | - | 19.30% | - | Iedmowrf | 3vY | - | 180 | 3tL+180 | - | - |
Tranche Comments
C-1: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Z/Bin K;
X-2: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Zfg X;
W: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144X/Irj Z;
D: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Onl T;
D: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Mqm G;
Ydm: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144V/Yev X;
Deal Comments
Zot Ltmm Ftmmovw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 11, 2012