| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | YMG | 7.000 | 7.44 | - | - | SSS- | - | - | 48.00% | - | Qwhrerbo | GKPZ | - | 355 | MQCZ+355 | - | - |
| X | LYK | 34.000 | 3.35 | - | - | L | - | - | 45.00% | - | Emdvrczs | IZGT | - | 190 | EOBE+190 | - | - |
| C | ZSV | 83.000 | 41.50 | - | - | EE- | - | - | 4.00% | - | Qblzcypd | QQAP | - | 575 | HJTB+575 | - | - |
| Bdu | WIZ | 16.100 | - | NI | PE | TF | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1p | XLB | 863.300 | 3.10 | Ppp | - | YYY | - | - | 44.50% | - | Jiyracji | SUGF | - | 137 | XVZM+137 | - | - |
| S-2 | KZU | 87.000 | 2.58 | - | - | UU | - | - | 38.00% | - | Wuwcafqq | AILN | - | 165 | POLO+165 | - | - |
| U-2l | IWH | 68.900 | 3.51 | - | - | QQQ | - | - | 93.00% | - | Zhytudtu | IITX | - | 155 | DILN+155 | - | - |
| L | LRP | 1.500 | 13.53 | H3 | - | - | - | - | 4.40% | - | Tyydabzq | XIQC | - | 632 | CMVV+632 | - | - |
| O-1 | OOU | 99.000 | 2.58 | - | - | GGG | - | - | 30.00% | - | Pbxrehvj | LTLP | - | 265 | ATOR+265 | - | - |
Tranche Comments
I-1p: Redemption: 2026-07-15; Registration: 144T/Xhl K;
U-2l: Redemption: 2026-07-15; Registration: 144K/Yjj H;
S-2: Redemption: 2026-07-15; Registration: 144U/Rrx X;
X: Redemption: 2026-07-15; Registration: 144J/Qkn B;
O-1: Redemption: 2026-07-15; Registration: 144U/Fax O;
W-2: Redemption: 2026-07-15; Registration: 144L/Mpp A;
C: Redemption: 2026-07-15; Registration: 144L/Psx W;
L: Redemption: 2026-07-15; Registration: 144N/Zat I;
Bdu: Redemption: 2026-07-15; Registration: 144X/Nup X;
Deal Comments
Dmn Hnbb Bwylmux 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 21, 2012