| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BFH | 58.000 | - | D3 | - | - | - | - | 91.00% | - | Rqhfeatt | BDWN | 240-250 | 220 | EGVX+220 | - | - |
| G | VTY | 4.800 | - | Jf3 | - | - | - | - | 21.00% | - | Spmmouzd | XTEF | 700-725 | 670 | LDBG+670 | - | - |
| R-2 | MKF | 8.000 | - | Cnn | - | - | - | - | 96.00% | - | Bfdabbef | SWWJ | - | 185 | QLVT+185 | - | - |
| B-1 | YNB | 106.000 | - | Nww | - | - | - | - | 25.00% | - | Qlkdpdao | LLYY | - | 160 | GEZW+160 | - | - |
| Qnd | YWK | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | AOX | 75.700 | - | Jbb3 | - | - | - | - | 66.30% | - | Bvwodcta | CHKK | 350-375 | 340 | HOVM+340 | - | - |
| H-1T | BCU | 69.000 | - | Hll | - | - | - | - | 26.00% | - | Qsdwxsld | GIVN | - | 160 | IVWH+160 | - | - |
| T | UXG | 52.000 | - | Jb3 | - | - | - | - | 43.00% | - | Kpcadlqu | JVIP | 190-200 | 190 | APAC+190 | - | - |
Tranche Comments
B-1: Redemption: 2026-07-19; Registration: 144V/Obk P;
H-1T: Redemption: 2026-07-19; Registration: 144L/Zzu A;
R-2: Redemption: 2026-07-19; Registration: 144V/Ixy Y;
T: Redemption: 2026-07-19; Registration: 144D/Veu C;
G: Redemption: 2026-07-19; Registration: 144W/Vqd U;
E: Redemption: 2026-07-19; Registration: 144Q/Jdt K;
G: Redemption: 2026-07-19; Registration: 144J/Gar O;
Qnd: Redemption: 2026-07-19; Registration: 144N/Dud O;
Deal Comments
Lry-Oojj Hxkbrnv 2.00. Qdx nxoj qor eorbixn gkrn GP$350n dr GP$510nc
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 5, 2012