| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Iev | NOK | 67.700 | - | UC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| DWJ | XMU | 1.110 | 6.29 | Ypp3 | - | - | - | - | 53.40% | - | Dugwy | - | - | - | 6.00% | - | - |
| W1Y | FRY | 143.790 | 7.88 | Buu | - | - | - | - | 77.00% | - | Cwpkdxxt | 3cM | - | 135 | 3wR+135 | - | - |
| PG | HYQ | 67.300 | 8.83 | B2 | - | - | - | - | 76.00% | - | Xbhubbuq | 3iE | - | 288 | 3kT+288 | - | - |
| J1V | CAK | 60.000 | 6.34 | Jrr3 | - | - | - | - | 67.30% | - | Dsoyeklq | 3iR | - | 448 | 3aB+448 | - | - |
| M2W | CMU | 56.000 | 6.29 | Saa | - | - | - | - | 38.00% | - | Ywtxe | - | - | - | 2.51% | - | - |
| XM | HTR | 24.500 | 9.69 | Ou2 | - | - | - | - | 23.00% | - | Ewucyvwy | 3qQ | - | 195 | 3sN+195 | - | - |
| YM | YHI | 65.330 | 8.23 | Nk3 | - | - | - | - | 1.00% | - | Jfurxiko | 3mQ | - | 825 | 3oU+825 | - | - |
Tranche Comments
W1Y: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144H/Vfn H;
M2W: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144X/Tcp Q;
XM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144G/Lur U;
PG: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144G/Tfq O;
J1V: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144C/Gha R;
DWJ: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144H/Dks T;
YM: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144B/Qix L;
Iev: First Pay: 2021-10-28; Redemption: 2022-07-28; Registration: 144W/Vyr T;
Deal Comments
Hhchx. Emh Wsss Dhqjmup 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 13, 2012
WAL Test Period End Date
Sep 21, 2011