| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-N | VNB | 6.800 | - | - | NNN | - | - | - | - | - | Wsjdwvbo | KIJS | - | 110 | PWNG+110 | - | - |
| W-1-V | MYD | 338.000 | - | - | III | - | - | - | 11.00% | - | Ckbddjon | FBTF | - | 162 | BUXT+162 | - | - |
| Z-2-E | ZYW | 1.000 | - | - | NNN | - | - | - | 69.00% | - | Medmqund | XOJR | - | 182 | QZZT+182 | - | - |
| W-C | WES | 41.800 | - | - | PP- | - | - | - | 5.70% | - | Kwcywvwi | HWMR | - | 748 | XYAH+748 | - | - |
| P-1G-J | EOL | 58.000 | - | - | WWW | - | - | - | 23.90% | - | Gczrfmyf | GGSM | - | 430 | GECV+430 | - | - |
| U-2-L | LSY | 3.500 | - | - | Y | - | - | - | 95.00% | - | Egbzp | - | - | - | 7.059% | - | - |
| O-C | RHN | 86.000 | - | - | WW | - | - | - | 88.00% | - | Rxcdledm | UUXE | - | 217 | MKKS+217 | - | - |
| U-2-A | OKK | 5.000 | - | - | LLL- | - | - | - | 66.00% | - | Tvrefqap | VKLB | - | 536 | KTAT+536 | - | - |
| Q-1Q-I | MUL | 5.000 | - | - | III | - | - | - | 26.50% | - | Quser | - | - | - | 8.603% | - | - |
| C-1-O | UCC | 44.200 | - | - | P | - | - | - | 61.00% | - | Qbmxfuow | PPIQ | - | 280 | JSCJ+280 | - | - |
| Cmh | JKW | 20.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-N: Redemption: 2026-04-20; Registration: 144K/Mhe E;
W-1-V: Redemption: 2026-04-20; Registration: 144E/Hpn G;
Z-2-E: Redemption: 2026-04-20; Registration: 144B/Iml R;
O-C: Redemption: 2026-04-20; Registration: 144A/Iea S;
C-1-O: Redemption: 2026-04-20; Registration: 144Q/Djj M;
U-2-L: Redemption: 2026-04-20; Registration: 144O/Elb L;
P-1G-J: Redemption: 2026-04-20; Registration: 144L/Ykp W;
Q-1Q-I: Redemption: 2026-04-20; Registration: 144K/Jog O;
U-2-A: Redemption: 2026-04-20; Registration: 144M/Fvq L;
W-C: Redemption: 2026-04-20; Registration: 144Y/Uye K;
Cmh: Redemption: 2026-04-20; Registration: 144W/Bmw A;
Deal Comments
Mczcz. Bps Wfee Scrppsa 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 23, 2012