| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | PTN | 79.000 | - | - | B+ | - | - | - | 85.20% | - | Fzewzwkh | EPWE | - | 200 | UWTL+200 | - | - |
| K | OIQ | 10.000 | - | - | VV | - | - | - | 23.00% | - | Trpfujdc | LIAN | 175-180 | 185 | YHBC+185 | - | - |
| X-2 | JAD | 44.000 | - | - | L | - | - | - | 74.00% | - | Wyqwtcws | ZYQN | - | 245 | WVJC+245 | - | - |
| D-1 | JVE | 10.000 | - | - | WWW- | - | - | - | 52.00% | - | Fbrdefuq | GQFU | 305-325 | 310 | PKHV+310 | - | - |
| L-1 | YOM | 612.000 | - | - | GGG | - | - | - | 45.00% | - | Apxqhztc | XWIV | - | 145 | SXPD+145 | - | - |
| O-2 | QAQ | 96.000 | - | - | DDD | - | - | - | 42.00% | - | Wsvkqyyj | QWHO | - | 168 | JAJU+168 | - | - |
| Smy | OSB | 25.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | UEH | 2.000 | - | - | QQQ- | - | - | - | 60.00% | - | Kxrywcmr | YEKF | 440-450 | 440 | HNOP+440 | - | - |
| T | LXQ | 18.000 | - | - | NN- | - | - | - | 3.80% | - | Yyscdmfa | CDWY | 585-610 | 600 | WAHM+600 | - | - |
Tranche Comments
L-1: Redemption: 2026-06-28; Registration: 144P/Pdl Z;
O-2: Redemption: 2026-06-28; Registration: 144T/Mxt Z;
K: Redemption: 2026-06-28; Registration: 144X/Ues B;
I-1: Redemption: 2026-06-28; Registration: 144P/Ywr J;
X-2: Redemption: 2026-06-28; Registration: 144D/Wiq V;
D-1: Redemption: 2026-06-28; Registration: 144L/Nkf Y;
C-2: Redemption: 2026-06-28; Registration: 144Q/Gbx I;
T: Redemption: 2026-06-28; Registration: 144Q/Ijt U;
Smy: Redemption: 2026-06-28; Registration: 144M/Pbq B;
Deal Comments
Kmx Kmxx Szqgmtp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 14, 2012