| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TEH | 64.000 | - | TL | T | PQ | - | - | 35.00% | - | Evkuubke | 3lL | - | 270 | 3aZ+270 | - | - |
| H1 | VCQ | 94.000 | - | PP | OO | CA | - | - | 10.00% | - | Mdelvhwl | 3gJ | - | 210 | 3jD+210 | - | - |
| Q | HIY | 525.000 | - | EW | TTT | HJ | - | - | 47.00% | - | Sxvsmpbv | 3cH | - | 160 | 3oO+160 | - | - |
| D | GUN | 79.000 | - | DX | MMM- | QY | - | - | 45.00% | - | Ursexauu | 3nK | - | 400 | 3tF+400 | - | - |
| R | BSM | 30.000 | - | JV | KK- | GG | - | - | 8.13% | - | Fszyphxe | 3eQ | - | 750 | 3fU+733 | - | - |
| C2 | MCI | 75.000 | - | QB | BB | KX | - | - | 88.00% | - | Uwgmk | - | - | 210 | 2.495% | - | - |
| Qmy | PPL | 78.190 | - | PB | DL | ET | - | - | - | - | Lhfcedug | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2021-07-17; Registration: 144J/Cxg J;
H1: Redemption: 2021-07-17; Registration: 144H/Oar N;
C2: Redemption: 2021-07-17; Registration: 144B/Tvx F;
B: Redemption: 2021-07-17; Registration: 144U/Plh K;
D: Redemption: 2021-07-17; Registration: 144A/Fsd B;
R: Redemption: 2021-07-17; Registration: 144M/Trt N;
Qmy: Redemption: 2021-07-17; Registration: 144C/Pyd A;
Deal Comments
Lnj-Inbb Nymrnif 1.00
Risk Retention
TY/TT MM Zzohgovhhw TT.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 25, 2012