| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GIM | 55.300 | - | - | QQQ- | - | - | - | - | - | Jfpuyidx | 3bB | - | 320 | 3rN+320 | - | - |
| I | ZBL | 78.900 | - | - | EE | - | - | - | - | - | Qxmktbbo | 3jW | - | 180 | 3eR+180 | - | - |
| D | LPH | 80.500 | - | - | L | - | - | - | - | - | Pzshhzdw | 3qM | - | 220 | 3pY+220 | - | - |
| Tll | LID | 64.400 | - | - | CZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ANV | 559.110 | - | - | RRR | - | - | - | - | - | Skxkhmbb | 3rA | - | 120 | 3wY+120 | - | - |
| N | KJV | 66.700 | - | - | EE- | - | - | - | - | - | Vlmotfeo | 3dZ | - | 656 | 3iC+656 | - | - |
Tranche Comments
Q: First Pay: 2022-01-20; Redemption: 2023-07-20;
N: First Pay: 2022-01-20; Redemption: 2023-07-20;
C: First Pay: 2022-01-20; Redemption: 2023-07-20;
Tll: First Pay: 2022-01-20; Redemption: 2023-07-20;
I: First Pay: 2022-01-20; Redemption: 2023-07-20;
D: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Nlx Vahh Klaglzk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 18, 2012