| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | XNK | 36.000 | 8.30 | - | - | KKK | - | - | 35.00% | - | Ablyeftk | MAWI | - | 167 | ZVPU+167 | - | - |
| O | HIG | 83.000 | 2.40 | - | - | M | - | - | 51.00% | - | Ckkfzwwb | QTCO | - | 215 | UYEK+215 | - | - |
| M | EVV | 72.000 | 8.30 | - | - | RR | - | - | 64.00% | - | Bwqpdrxh | LANJ | - | 175 | DJMQ+175 | - | - |
| O | FOC | 88.000 | 82.20 | - | - | ZZ- | - | - | 8.00% | - | Jcpbtqca | GGKR | - | 640 | JIMV+640 | - | - |
| Jai | BGJ | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | NCV | 63.000 | 4.20 | - | - | JJJ- | - | - | 43.00% | - | Crlzazug | ZLEK | - | 315 | ZDQK+315 | - | - |
| C-1 | YLM | 547.000 | 2.20 | Wvv | - | III | - | - | 49.00% | - | Vdkatvvf | QNHB | - | 147 | UOGC+147 | - | - |
Tranche Comments
C-1: Redemption: 2026-07-10; Registration: 144A/Ylu V;
C-2: Redemption: 2026-07-10; Registration: 144Q/Yis J;
M: Redemption: 2026-07-10; Registration: 144N/Tzz M;
O: Redemption: 2026-07-10; Registration: 144C/Uix Q;
N: Redemption: 2026-07-10; Registration: 144F/Pex Q;
O: Redemption: 2026-07-10; Registration: 144D/Mtb L;
Jai: Redemption: 2026-07-10; Registration: 144E/Wsi Z;
Deal Comments
Bhs Xqjj Xgbchek 2.00. Ndg egqj hqi scicrge vbhk WO$400k gh WO$500k
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 9, 2012