| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TWU | 61.500 | - | QW | SS | - | - | - | 91.20% | - | Wrbaxhng | EQZU | 205-210 | 210 | VGBR+210 | - | - |
| J | RUA | 45.000 | - | SG | K | - | - | - | 84.40% | - | Kqmqzsxe | UMPX | 260-270 | 270 | VYPN+270 | - | - |
| Y-1-A | MPM | 45.603 | - | DI | ZZZ- | - | - | - | 58.30% | - | Eglpf | - | - | - | 8.217% | - | - |
| Q-2 | TAH | 7.318 | - | AR | BBB- | - | - | - | 28.91% | - | Yyfuzyas | JBXM | - | 550 | QSFK+550 | - | - |
| Q | PAT | 362.790 | - | Foo | ZK | - | - | - | 38.30% | - | Fdhlwrnn | QJML | 160 | 160 | IQBI+160 | - | - |
| R-1-L | MKX | 25.225 | - | PB | QQQ- | - | - | - | 86.90% | - | Ajeosaux | JUZY | - | 430 | VQFB+430 | - | - |
| I | EHM | 84.687 | - | YV | FF- | - | - | - | 10.00% | - | Txjlbijt | VTSD | 725-750 | 716 | PSYF+716 | - | - |
| Xfl | VQP | 53.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2026-06-27; Registration: 144L/Tvt Q;
B: Redemption: 2026-06-27; Registration: 144B/Cso L;
J: Redemption: 2026-06-27; Registration: 144K/Zcs S;
R-1-L: Redemption: 2026-06-27; Registration: 144W/Mrq O;
Y-1-A: Redemption: 2026-06-27; Registration: 144X/Ymk S;
Q-2: Redemption: 2026-06-27; Registration: 144Z/Yyq O;
I: Redemption: 2026-06-27; Registration: 144H/Uda J;
Xfl: Redemption: 2026-06-27; Registration: 144B/Nds N;
Deal Comments
Ypb-Lzbb Pzbuphv 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 20, 2012