| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VTE | 94.200 | 8.40 | J2 | - | - | - | - | 20.70% | - | Sbqbrqop | 3hM | 190-200 | 200 | 3jV+200 | - | - |
| Z | XMG | 954.000 | 8.70 | Oss | - | - | - | - | 26.00% | - | Shldqhea | 3pO | 112-114 | 114 | 3sX+114 | - | - |
| K | FTX | 36.500 | 7.60 | Ekk3 | - | - | - | - | 84.00% | - | Wxxflyma | 3xE | 300-310 | 320 | 3lG+320 | - | - |
| K | ZYG | 68.000 | 7.60 | Od2 | - | - | - | - | 45.00% | - | Tvomzocx | 3mH | 160-165 | 165 | 3jO+165 | - | - |
| Zgrorr | BLK | 27.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | PNU | 11.000 | 51.60 | Ta3 | - | - | - | - | 7.00% | - | Pbjktvym | 3sC | 625-650 | 635 | 3dV+635 | - | - |
Tranche Comments
Z: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
I: First Pay: 2022-01-20; Redemption: 2023-07-20;
Zgrorr: First Pay: 2022-01-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 24, 2012