| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2M | HLK | 48.000 | - | YO | - | XXX | - | - | 24.00% | - | Feovhkbd | WETG | 150g | 155 | VLII+155 | - | - |
| K2P | AMS | 7.000 | - | DY | - | HHH- | - | - | 36.00% | - | Zvwzomsh | BYXL | 410-415 | 425 | QEEE+425 | - | - |
| F1J | WFA | 59.000 | - | YP | - | DD | - | - | 81.00% | - | Xudyazzh | TMAS | - | 160 | DQOP+160 | - | - |
| L1B | WSC | 20.000 | - | CX | - | HHH- | - | - | 27.00% | - | Ipyuqduk | TXEI | 280v | 295 | NHXS+295 | - | - |
| D2Z | QGS | 85.000 | - | GH | - | CC | - | - | 10.00% | - | Kmdryzic | CTGU | - | 180 | UJCJ+180 | - | - |
| IF | RJH | 31.000 | - | SL | - | LL- | - | - | 2.00% | - | Opphepde | UOJL | 535n | 650 | PMFG+650 | - | - |
| Whq | TIC | 82.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1J | TRE | 733.000 | - | Sii | - | DI | - | - | 31.00% | - | Kxhqyehk | NNQH | 135k | 135 | ZOMC+135 | - | - |
| PE | UPL | 34.000 | - | AB | - | M | - | - | 83.00% | - | Qvqhhrww | BOGE | 190l | 195 | MJJH+195 | - | - |
Tranche Comments
C1J: Redemption: 2026-08-28; Registration: 144G/Ozb V;
K2M: Redemption: 2026-08-28; Registration: 144L/Brv B;
F1J: Redemption: 2026-08-28; Registration: 144P/Pet A;
D2Z: Redemption: 2026-08-28; Registration: 144O/Fld S;
PE: Redemption: 2026-08-28; Registration: 144H/Rml L;
L1B: Redemption: 2026-08-28; Registration: 144H/Tyd E;
K2P: Redemption: 2026-08-28; Registration: 144K/Zxo G;
IF: Redemption: 2026-08-28; Registration: 144H/Dja H;
Whq: Redemption: 2026-08-28; Registration: 144K/Bce Y;
Deal Comments
Jnxng. Zch Wfee Snxfcnu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 27, 2012