| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cnv | GFY | 44.200 | - | YV | HO | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | AFM | 96.260 | 6.20 | Wi2 | EE | - | - | - | Pfhkzsfb | 3jDj | 170d | 175 | 3qEd+175 | - | 624.00000 |
| Q | GKR | 22.980 | 6.60 | Yc3 | TT- | - | - | - | Kvzlarnj | 3hBq | 610-620 | 620 | 3zXl+606 | - | 51.00000 |
| R | KNZ | 42.000 | 5.40 | A2 | X | - | - | - | Hpcbeqxf | 3gAg | 215-220 | 215 | 3oDa+215 | - | 189.00000 |
| C-2 | BVL | 5.700 | 4.60 | Ph2 | QQ | - | - | - | Dsxkb | MEK | - | - | 2.05% | 2.050% | 325.00000 |
| I | IDB | 54.490 | 85.00 | M3 | Z- | - | - | - | Rebvojuw | 3vCs | 910-920 | 945 | 3jPy+907 | - | 43.70000 |
| O | QXN | 783.980 | 8.40 | Hkk | KKK | - | - | - | Vrpkecaj | 3yQs | 102-103 | 102 | 3rWl+102 | - | 245.00000 |
| G | VLF | 89.000 | 2.50 | Whh3 | WWW | - | - | - | Xerdhzyl | 3nRk | 310-320 | 310 | 3fYi+310 | - | 277.00000 |
Tranche Comments
O: First Pay: 2022-04-15; Redemption: 2023-04-15;
K-1: First Pay: 2022-04-15; Redemption: 2023-04-15;
C-2: First Pay: 2022-04-15; Redemption: 2023-04-15;
R: First Pay: 2022-04-15; Redemption: 2023-04-15;
G: First Pay: 2022-04-15; Redemption: 2023-04-15;
Q: First Pay: 2022-04-15; Redemption: 2023-04-15;
I: First Pay: 2022-04-15; Redemption: 2023-04-15;
Cnv: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Rok Xsvv Ruqroth 2.00
Risk Retention
Njpp wveljp yhwjwhpelp jpevwvce fpxvw LE AA
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 22, 2012