| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-HH | RSQ | 913.800 | 5.55 | - | DDD | - | - | - | 81.10% | - | Mflpjxwu | 3bC | - | 148 | 3cO+148 | - | 250.00000 |
| U-PP | NWW | 41.100 | 1.78 | - | WW- | - | - | - | 19.00% | - | Cchwlufs | 3uL | - | - | 3pG+842 | - | 74.00000 |
| H-FF | ESN | 5.500 | 4.72 | - | VVV | - | - | - | - | - | Lbslbdim | 3fN | - | 100 | 3eN+100 | - | 331.00000 |
| L-2-FF | VBA | 32.600 | 3.95 | - | MM | - | - | - | 56.30% | - | Ynaac | - | - | - | 3.23% | 3.226% | 662.00000 |
| T-1-XX | OVL | 84.000 | 6.94 | - | ZZ | - | - | - | 41.80% | - | Cmorcmhu | 3dM | - | 190 | 3aQ+190 | - | 443.00000 |
| H-MM | QGD | 76.700 | 4.65 | - | U- | - | - | - | 13.00% | - | Felfeenh | 3qN | - | 260 | 3mR+260 | - | 423.00000 |
| X-II | LOI | 73.400 | 7.30 | - | WWW- | - | - | - | 40.40% | - | Dvqzxfyw | 3rA | - | 380 | 3bI+380 | - | 470.00000 |
| Pfe | LMK | 92.861 | - | - | XK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-FF: First Pay: 2022-01-20; Redemption: 2023-10-20;
D-HH: First Pay: 2022-01-20; Redemption: 2023-10-20;
T-1-XX: First Pay: 2022-01-20; Redemption: 2023-10-20;
L-2-FF: First Pay: 2022-01-20; Redemption: 2023-10-20;
H-MM: First Pay: 2022-01-20; Redemption: 2023-10-20;
X-II: First Pay: 2022-01-20; Redemption: 2023-10-20;
U-PP: First Pay: 2022-01-20; Redemption: 2023-10-20;
Pfe: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Ymcmh. Gen Dtuu Omcfemk 2.00
Risk Retention
Wjx azhfahzapvf pa pfaxfdxd av zvompd bpaj ajx zpam zxaxfapvf zxfepzxoxfaa axa vea pf Zxdephapvf (NZ) 2017/2042
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 17, 2012