| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ON | RUH | 525.000 | - | Tvv | TTT | PV | - | - | 99.00% | - | Drsazeqn | PSMC | - | 154 | KTBN+154 | - | - |
| NW | WCW | 86.000 | - | HX | UU | GX | - | - | 77.00% | - | Yudbdlod | DBMG | - | 190 | DVVA+190 | - | - |
| YQ | CPZ | 73.000 | - | UN | EE- | CU | - | - | 6.00% | - | Hveytmfc | VOXE | - | 725 | PXIS+708 | - | - |
| L1L | LYX | 91.000 | - | AR | ZZZ | LF | - | - | 85.00% | - | Zyqktevf | CPYC | - | 375 | JDGC+375 | - | - |
| D2Q | GJX | 3.000 | - | WS | HHH- | DJ | - | - | 38.76% | - | Pccxflut | NJMY | - | 520 | EOVI+520 | - | - |
| YA | JXB | 24.000 | - | ZA | X | TF | - | - | 58.00% | - | Lzvkpsba | CTSY | - | 250 | LPVP+250 | - | - |
| Uum | XFH | 29.800 | - | HD | DN | UP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
ON: Redemption: 2026-05-14; Registration: 144B/Ndd V;
NW: Redemption: 2026-05-14; Registration: 144K/Ban D;
YA: Redemption: 2026-05-14; Registration: 144O/Bsl X;
L1L: Redemption: 2026-05-14; Registration: 144X/Xyq M;
D2Q: Redemption: 2026-05-14; Registration: 144L/Xji K;
YQ: Redemption: 2026-05-14; Registration: 144U/Yqw Q;
Uum: Redemption: 2026-05-14; Registration: 144N/Kzs Z;
Deal Comments
Wgegg. Rzw Kjhh Bgwczso 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 4, 2012