| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | CAQ | 295.700 | 9.50 | Ycc | III | - | - | - | 35.74% | - | Vczzllzv | JMEB | - | 159 | HOYK+159 | - | - |
| Elk | GJP | 20.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1 | BBB | 47.000 | 9.50 | QH | GG | - | - | - | 50.00% | - | Srmhfkkp | MWUU | - | 210 | DJCZ+210 | - | - |
| J2 | PLM | 1.110 | 1.10 | KW | MMM- | - | - | - | 72.90% | - | Nbpcublh | PUWC | - | 618 | NYAQ+618 | - | - |
| Z2 | MAR | 45.500 | 7.30 | ED | MM | - | - | - | 14.00% | - | Obber | - | - | - | 4.64% | - | - |
| M | JWT | 83.600 | 7.50 | Yu3 | OZ | - | - | - | 4.80% | - | Qlpmhara | QTOL | - | 811 | ZPVC+811 | - | - |
| T | LCL | 14.130 | 5.00 | AY | L | - | - | - | 41.10% | - | Mylkcfkw | JSGN | - | 300 | IHVZ+300 | - | - |
| E2 | ITR | 1.000 | 7.20 | Ygg | GO | - | - | - | 16.83% | - | Csqxctrl | LWHT | - | 180 | VPBR+180 | - | - |
| N1 | LNW | 12.160 | 6.40 | GJ | XXX+ | - | - | - | 20.10% | - | Yqjkzeit | AJMY | - | 400 | LIGF+400 | - | - |
Tranche Comments
J1: Redemption: 2024-06-16; Registration: 144H/Gpc U;
E2: Redemption: 2024-06-16; Registration: 144I/Kik E;
W1: Redemption: 2024-06-16; Registration: 144V/Ozy O;
Z2: Redemption: 2024-06-16; Registration: 144O/Aeg Z;
T: Redemption: 2024-06-16; Registration: 144D/Kbl J;
N1: Redemption: 2024-06-16; Registration: 144E/Fof L;
J2: Redemption: 2024-06-16; Registration: 144D/Bov S;
M: Redemption: 2024-06-16; Registration: 144Q/Eky B;
Elk: Redemption: 2024-06-16; Registration: 144N/Klp H;
Deal Comments
Lbz Mgoo Bgfsbuw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 27, 2012