Net Realized Loss Matrix

Net Realized Loss Matrix. - -------------------------------------------------------------------------------- Net Realized Loss Matrix Monthly Trigger Event of Period Event Default ------ ----- ------- 1-3 0.10% 0.15% 4-6 1.25% 1.35% ... 7-9 4.15% 4.45% 10-12 9.35% 10.01% 13-15 13.77% 14.87% 16-18 17.83% 19.26% 19-21 21.37% 23.08% 22-24 23.06% 24.91% 25-27 24.75% 26.75% 28-30 26.00% 28.10% 31-33 26.40% 28.50% 34-36 26.95% 29.10% - -------------------------------------------------------------------------------- View More