| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1X | FHE | 931.960 | - | QC | DDD | JJJ | - | - | 29.17% | - | Eocfornh | ICMI | - | 135 | WUCZ+135 | - | - |
| Q1K | KKK | 77.810 | - | GZ | PP | SQ | - | - | 90.00% | - | Dywfwfbe | GJTW | - | 160 | ELMM+160 | - | - |
| Q2H | IJE | 3.510 | - | HF | YYY- | CN | - | - | 30.72% | - | Iwxhjdoa | WNZD | - | 420 | BUOK+420 | - | - |
| G2B | FWU | 6.000 | - | WZ | NN | JU | - | - | 29.00% | - | Oluek | XXQT | - | 160 | 5.248% | - | - |
| FE | LSV | 11.890 | - | BR | BB- | FB | - | - | 3.00% | - | Zwbrkllb | NZZG | - | 540 | LINP+540 | - | - |
| K | QTX | 8.000 | - | QK | SSS | FA | - | - | - | - | Ubxpddwy | GAXX | - | 75 | DXSF+75 | - | - |
| Bzh | BOJ | 15.000 | - | ET | LG | WZ | - | - | - | - | - | - | - | - | - | - | Retained |
| I2G | NCD | 80.300 | - | YN | AW | WWW | - | - | 61.11% | - | Mqowezxp | HAQL | - | 152 | QZXF+152 | - | - |
| LZ | IWM | 36.700 | - | ZZ | M | KY | - | - | 90.00% | - | Cexoejei | KEFX | - | 190 | YLHJ+190 | - | - |
| Z1X | ESZ | 94.800 | - | JD | TTT- | VX | - | - | 45.00% | - | Mfojkcfu | GKOO | - | 285 | CVWM+285 | - | - |
Tranche Comments
K: Redemption: 2026-07-19; Registration: 144F/Dnl D;
F1X: Redemption: 2026-07-19; Registration: 144Z/Ycx U;
I2G: Redemption: 2026-07-19; Registration: 144P/Nqo B;
Q1K: Redemption: 2026-07-19; Registration: 144J/Avb I;
G2B: Redemption: 2026-07-19; Registration: 144U/Gyp L;
LZ: Redemption: 2026-07-19; Registration: 144P/Lwg Z;
Z1X: Redemption: 2026-07-19; Registration: 144D/Xbs Z;
Q2H: Redemption: 2026-07-19; Registration: 144J/Fuh A;
FE: Redemption: 2026-07-19; Registration: 144C/Pqh B;
Bzh: Redemption: 2026-07-19; Registration: 144M/Bne G;
Deal Comments
Tgkgo. Gmo Rtpp Dgkhmas 2.00
Risk Retention
UL - Jisa BU/UX - Jis
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 28, 2012