| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | DER | 3.000 | 2.90 | - | HHH | LLL | - | - | Lsbwxqrq | 3gFq | - | 50 | 3sYd+50 | - | 301.00000 |
| S-1 | QWH | 52.000 | 8.00 | - | M | T | - | - | Lqfppbve | 3fSh | - | 250 | 3wWv+250 | - | 142.00000 |
| Ljk | HAB | 15.300 | - | - | OV | TY | - | - | - | - | - | - | - | - | - |
| P | WQN | 39.630 | 5.60 | - | FFF | FFF | - | - | Xfjkoawx | 3pJs | - | 390 | 3nCb+390 | - | 873.00000 |
| D | HSG | 45.670 | 6.20 | - | ZZ | OO | - | - | Xsxdxaml | 3vMx | - | 675 | 3dHv+624 | - | 91.50000 |
| M-1 | AFT | 362.000 | 3.50 | - | QQQ | JJJ | - | - | Ihdfkrle | 3bCh | - | 107 | 3xXw+107 | - | 332.00000 |
| L-2L | HCW | 21.300 | 5.70 | - | EE | EE | - | - | Dyzxpdfx | 3tBq | - | 175 | 3hBd+175 | - | 128.00000 |
| I-2 | FBF | 3.000 | 6.00 | - | B | O | - | - | Ergei | - | - | 3.1% | - | - | 474.00000 |
| O-2P | BTG | 10.400 | 8.70 | - | VV | DD | - | - | Flfqy | - | - | 2.5% | - | - | 173.00000 |
Tranche Comments
D: First Pay: 2020-04-22; Redemption: 2021-09-17;
M-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
L-2L: First Pay: 2020-04-22; Redemption: 2021-09-17;
O-2P: First Pay: 2020-04-22; Redemption: 2021-09-17;
S-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
I-2: First Pay: 2020-04-22; Redemption: 2021-09-17;
P: First Pay: 2020-04-22; Redemption: 2021-09-17;
D: First Pay: 2020-04-22; Redemption: 2021-09-17;
Ljk: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 18, 2012
WAL Test Period End Date
May 26, 2012