| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hfb | TXO | 60.000 | - | DF | EG | PC | - | - | - | - | - | - | - | - | - | - | Retained |
| B | XZE | 50.000 | - | MH | NW | SS | - | - | 29.00% | - | Esjspcms | CKYJ | - | 210 | ZXHZ+210 | - | - |
| N | ZSW | 28.000 | - | HE | IY | F | - | - | 32.00% | - | Ezdlsbcb | MQZH | - | 265 | PTGC+265 | - | - |
| A | MXF | 11.000 | - | VR | NG | FFF- | - | - | 67.00% | - | Xboklqkx | KZHE | - | 410 | XNCI+410 | - | - |
| H-1 | GBP | 8.000 | - | VW | JX | TT- | - | - | 7.40% | - | Hsyokbjt | MDGX | - | 700 | KQXV+656 | - | - |
| D-2 | EIB | 8.000 | - | VM | MH | HH- | - | - | 5.80% | - | Oymatzyx | IXQB | - | 740 | PHND+740 | - | - |
| P-1 | WXE | 685.000 | - | Hoo | CY | QO | - | - | 15.10% | - | Vcyvzdad | MDTJ | - | 158 | GEGM+158 | - | - |
| N-2 | VVK | 59.000 | - | QX | SG | ZZZ | - | - | 29.00% | - | Szeazypq | IHBK | - | 185 | EUIX+185 | - | - |
Tranche Comments
P-1: Redemption: 2026-03-28; Registration: 144A/Yet W;
N-2: Redemption: 2026-03-28; Registration: 144G/Jus A;
B: Redemption: 2026-03-28; Registration: 144H/Mfl Y;
N: Redemption: 2026-03-28; Registration: 144T/Pir P;
A: Redemption: 2026-03-28; Registration: 144Y/Jaw Z;
H-1: Redemption: 2026-03-28; Registration: 144M/Vcc K;
D-2: Redemption: 2026-03-28; Registration: 144Q/Tkw D;
Hfb: Redemption: 2026-03-28; Registration: 144Q/Kmj C;
Deal Comments
Dta Vpgg Rflatgs 2.00
Risk Retention
BG/GA - Bmm
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 17, 2012