| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1-Q | HTO | 9.000 | - | - | SSS | - | - | - | 43.00% | - | Kslffolq | YLSL | 165h | 165 | EOCC+165 | - | - |
| Z | XCK | 59.000 | - | - | Z | - | - | - | 81.00% | - | Tedjkzic | IKED | - | 210 | JPSE+210 | - | - |
| U-2 | CJU | 54.000 | - | - | JJ | - | - | - | 99.00% | - | Sezabhrn | QAHQ | 185v | 185 | MHWJ+185 | - | - |
| E | NIF | 83.000 | - | - | GGG | - | - | - | 29.00% | - | Mzpxqowk | HYQY | - | 320 | XXKR+320 | - | - |
| G | WIG | 73.000 | - | - | JJ- | - | - | - | 9.00% | - | Aedcdirm | YWEJ | 625w | 625 | CHUZ+625 | - | - |
| Jzs | KER | 98.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1-F | ERP | 740.000 | - | - | VVV | - | - | - | 75.00% | - | Tkkzccej | LWVB | 147 | 147 | QXLP+147 | - | - |
Tranche Comments
F-1-F: Redemption: 2026-06-28; Registration: 144X/Zpn O;
V-1-Q: Redemption: 2026-06-28; Registration: 144N/Xwj P;
U-2: Redemption: 2026-06-28; Registration: 144L/Vqu D;
Z: Redemption: 2026-06-28; Registration: 144C/Vxa M;
E: Redemption: 2026-06-28; Registration: 144G/Cfi Z;
G: Redemption: 2026-06-28; Registration: 144C/Buo V;
Jzs: Redemption: 2026-06-28; Registration: 144A/Vup E;
Deal Comments
Ssb Sxyy Kxqwssc 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 26, 2012