| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | HCN | 217.000 | - | Ott | - | PPP | - | - | 28.00% | - | Wsxcrxqr | IKNU | - | 138 | YDCE+138 | - | - |
| L1 | JPD | 56.000 | - | KR | - | MMM- | - | - | 80.00% | - | Hbfyztjh | NCSK | 290p | 310 | THLN+310 | - | - |
| R | MQE | 6.000 | - | JT | - | N- | - | - | 9.76% | - | Kldzvpyx | BLGX | - | 783 | EGSZ+783 | - | - |
| A | OQW | 85.000 | - | BX | - | K | - | - | 94.00% | - | Auywtizs | JDAI | 195-200 | 200 | QIHQ+200 | - | - |
| L | EFW | 2.000 | - | Bgg | - | MB | - | - | - | - | Qxdeamhx | GYOG | - | 95 | PVIM+95 | - | - |
| E2 | LBJ | 45.000 | - | EY | - | GGG | - | - | 63.30% | - | Njuedowe | DXLK | 150-155 | 155 | HXTE+155 | - | - |
| Ekc | HOG | 35.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | VCG | 84.000 | - | UD | - | QQ | - | - | 42.00% | - | Rfrwajie | VQBZ | 165-170 | 175 | ECXW+175 | - | - |
| Z2 | ORK | 6.000 | - | VK | - | HHH- | - | - | 74.00% | - | Rdmmtidq | YBZT | 420i | 420 | JZNM+420 | - | - |
| D | FQO | 59.000 | - | HJ | - | RR- | - | - | 9.00% | - | Jhmfsqti | TEUN | 555d | 560 | XPCA+560 | - | - |
Tranche Comments
L: Redemption: 2026-09-06; Registration: 144I/Aym G;
W1: Redemption: 2026-09-06; Registration: 144W/Hsb X;
E2: Redemption: 2026-09-06; Registration: 144E/Pex I;
A: Redemption: 2026-09-06; Registration: 144I/Mhu S;
A: Redemption: 2026-09-06; Registration: 144T/Gpo C;
L1: Redemption: 2026-09-06; Registration: 144M/Lqa F;
Z2: Redemption: 2026-09-06; Registration: 144A/Pbx O;
D: Redemption: 2026-09-06; Registration: 144M/Eav O;
R: Redemption: 2026-09-06; Registration: 144I/Azh L;
Ekc: Redemption: 2026-09-06; Registration: 144Q/Yka N;
Deal Comments
Dgx-Jqww Wzwaglo 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 24, 2012