| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZUN | 33.700 | - | Hf2 | - | SS | - | - | Jspskmex | 3tXs | - | 175 | 3bEh+175 | - | 742.00000 |
| Z-2 | XAD | 53.000 | - | Bu2 | - | ZZ | - | - | Sywpd | MCS | - | - | 2.100% | 2.100% | 453.00000 |
| M | LOM | 658.000 | - | Tuu | - | QQQ | - | - | Cbxorynh | 3xLe | - | 96 | 3aGq+96 | - | 259.00000 |
| L | SQK | 32.300 | - | W2 | - | O | - | - | Jylaccna | 3fIf | - | 220 | 3mJe+220 | - | 136.00000 |
| Qud | LXC | 89.370 | - | HK | - | VF | - | - | - | - | - | - | - | - | 71.10000 |
| H | ZLI | 28.900 | - | P3 | - | N- | - | - | Ncbedzqs | 3wZy | - | 970 | 3aIl+932 | - | 12.30000 |
| N | ZAA | 12.160 | - | Hff3 | - | EEE- | - | - | Oervedmu | 3vJj | - | 360 | 3zKs+360 | - | 992.00000 |
| F | ZSE | 19.520 | - | Nr3 | - | UU- | - | - | Hbhqvown | 3dYm | - | 700 | 3oRo+657 | - | 64.00000 |
Tranche Comments
M: First Pay: 2022-07-27; Redemption: 2023-07-12;
I-1: First Pay: 2022-07-27; Redemption: 2023-07-12;
Z-2: First Pay: 2022-07-27; Redemption: 2023-07-12;
L: First Pay: 2022-07-27; Redemption: 2023-07-12;
N: First Pay: 2022-07-27; Redemption: 2023-07-12;
F: First Pay: 2022-07-27; Redemption: 2023-07-12;
H: First Pay: 2022-07-27; Redemption: 2023-07-12;
Qud: First Pay: 2022-07-27; Redemption: 2023-07-12;
Deal Comments
Gpt Vpkk Nvcqpgx 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 30, 2012
WAL Test Period End Date
Apr 25, 2026