| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LHH | FUN | 44.800 | - | - | J | - | - | - | 67.00% | - | Zxhqycvx | DJYB | - | 265 | YXMH+265 | - | - |
| KVV | TIB | 12.700 | - | - | NNN- | - | - | - | 13.20% | - | Afhkslpk | EKJN | - | 432 | PYVW+432 | - | - |
| XVV | NES | 82.800 | - | - | QQ- | - | - | - | 8.20% | - | Shdrwdak | DPOS | - | 731 | EIAR+731 | - | - |
| PII | WHJ | 5.700 | - | - | ZZZ | - | - | - | - | - | Fyfkzvve | HDDT | - | 115 | XYFZ+115 | - | - |
| L2NN | YYJ | 4.700 | - | - | RRR | - | - | - | 88.00% | - | Lupyqzqw | XGMQ | - | 175 | GZHW+175 | - | - |
| TVV | AES | 83.700 | - | - | ZZ | - | - | - | 36.00% | - | Yzyxrcqp | IMAT | - | 210 | YHKC+210 | - | - |
| L1XX | AGZ | 494.810 | - | - | XXX | - | - | - | 71.00% | - | Cpbcwphz | SCEH | - | 145 | NHSG+145 | - | - |
| Sfd | VGU | 65.479 | - | - | DL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
PII: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144C/Hlb A;
L1XX: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144L/Dmd M;
L2NN: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144U/Hek Q;
TVV: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144W/Xdo K;
LHH: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144T/Pqv B;
KVV: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144V/Lbh X;
XVV: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144H/Qvk P;
Sfd: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144C/Qwl X;
Deal Comments
Ocscv. Uze Feqq Ucqzzwx1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 23, 2012
WAL Test Period End Date
Dec 5, 2012