| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JTI | 9.700 | - | - | VVV | - | - | DR | - | - | Hyprdpwt | 3tV | 100 | 105 | 3rL+105 | - | - |
| E | ZFY | 673.000 | - | - | BBB | - | - | EEE | - | - | Nqfdhjey | 3vM | 119 | 119 | 3uD+119 | - | - |
| H-1 | NAN | 98.000 | - | - | WW | - | - | BN | - | - | Hqzwsibe | 3mR | - | 190 | 3fT+190 | - | - |
| Lnr | JIG | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | XXZ | 32.000 | - | - | CC | - | - | NU | - | - | Igbuq | - | - | - | 3.248% | - | - |
| I | MEU | 73.000 | - | - | T | - | - | HG | - | - | Hwxaskfv | 3nF | 220-225 | 240 | 3aS+240 | - | - |
| C | POL | 97.000 | - | - | QH | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
| O | AVJ | 25.000 | - | - | FP | - | - | MMM- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-20; Redemption: 2023-10-20;
E: First Pay: 2022-07-20; Redemption: 2023-10-20;
H-1: First Pay: 2022-07-20; Redemption: 2023-10-20;
H-2: First Pay: 2022-07-20; Redemption: 2023-10-20;
I: First Pay: 2022-07-20; Redemption: 2023-10-20;
O: First Pay: 2022-07-20; Redemption: 2023-10-20;
C: First Pay: 2022-07-20; Redemption: 2023-10-20;
Lnr: First Pay: 2022-07-20; Redemption: 2023-10-20;
Deal Comments
Egv Jsnn Duymgda 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 18, 2012