| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1W-C | CZV | 23.000 | - | - | - | VVV | - | - | 59.00% | - | Fxqcmcda | MDYZ | - | 160 | GEWP+160 | - | - |
| L-2-D | UFA | 1.000 | - | - | - | KKK- | - | - | 18.00% | - | Tmfhthws | VPND | - | 375 | ANQW+375 | - | - |
| V-Z | QEH | 59.000 | - | - | - | KK- | - | - | 2.00% | - | Vbhlmves | QUMZ | - | 585 | IJFS+585 | - | - |
| K-N | CHA | 1.900 | - | E3 | - | - | - | - | 7.90% | - | Mbxqtqto | YGHR | - | 679 | BLCU+679 | - | - |
| Lut | OJL | 29.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1-P | XRP | 16.000 | - | - | - | UUU | - | - | 94.00% | - | Xdbhmady | XUKM | - | 285 | ISSJ+285 | - | - |
| I-1I-J | MKO | 655.000 | - | Udd | - | - | - | - | 48.00% | - | Zfdszuby | LBNS | - | 140 | XCYA+140 | - | - |
| E-2-T | ABQ | 51.000 | - | - | - | VV | - | - | 98.00% | - | Yvuxftsb | DTVS | - | 170 | LWUP+170 | - | - |
| C-H | NHT | 33.000 | - | - | - | R | - | - | 14.00% | - | Euwueekx | GOYD | - | 200 | SNLC+200 | - | - |
Tranche Comments
I-1I-J: Redemption: 2026-07-15; Registration: 144B/Gek N;
J-1W-C: Redemption: 2026-07-15; Registration: 144T/Ylh I;
E-2-T: Redemption: 2026-07-15; Registration: 144D/Ftn D;
C-H: Redemption: 2026-07-15; Registration: 144P/Xdb M;
Q-1-P: Redemption: 2026-07-15; Registration: 144Y/Ehl W;
L-2-D: Redemption: 2026-07-15; Registration: 144A/Lrv B;
V-Z: Redemption: 2026-07-15; Registration: 144L/Jhd D;
K-N: Redemption: 2026-07-15; Registration: 144V/Hwj G;
Lut: Redemption: 2026-07-15; Registration: 144G/Piv J;
Deal Comments
Kszsw. Szm Qjll Msttzsh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 26, 2012