| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | CQH | 65.000 | 5.10 | Rj2 | - | XX | 88.50% | - | Zmssrjum | 3fEk | - | 180 | 3sRz+180 | - | 474.00000 |
| W2 | XTQ | 37.000 | 1.40 | Vn2 | - | KK | 52.20% | - | Lbqrj | - | - | - | 2.20% | 2.200% | 379.00000 |
| U | NWR | 76.900 | 6.90 | A2 | - | Z | 77.10% | - | Cmkdcsts | 3bQr | - | 230 | 3nOc+230 | - | 736.00000 |
| H | PCC | 78.000 | 1.80 | Ev3 | - | II- | 6.30% | - | Rrhmafnw | 3dZt | - | 640 | 3gCi+625 | - | 36.00000 |
| Rxgfrz | QQI | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | VKE | 43.600 | 5.30 | Aaa3 | - | III- | 25.60% | - | Sablmwaj | 3jMi | - | 350 | 3mIi+350 | - | 840.00000 |
| Q | FMV | 49.000 | 2.50 | H3 | - | X- | 4.10% | - | Ljxxfbsh | 3hKd | - | 935 | 3qWu+895 | - | 40.20000 |
| E | CXK | 971.000 | 6.50 | Oyy | - | OOO | 67.30% | - | Yxwxpqyo | 3eVi | - | 97 | 3sOr+97 | - | 184.00000 |
Tranche Comments
E: First Pay: 2022-06-15; Redemption: 2023-07-14;
T1: First Pay: 2022-06-15; Redemption: 2023-07-14;
W2: First Pay: 2022-06-15; Redemption: 2023-07-14;
U: First Pay: 2022-06-15; Redemption: 2023-07-14;
T: First Pay: 2022-06-15; Redemption: 2023-07-14;
H: First Pay: 2022-06-15; Redemption: 2023-07-14;
Q: First Pay: 2022-06-15; Redemption: 2023-07-14;
Rxgfrz: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Efy Cqoo Bzkrfui 1.5
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Jan 30, 2012