| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1W | TZM | 78.000 | - | - | WWW- | - | - | - | 55.00% | - | Qrdrowrj | VUEE | 300-310 | 330 | JNIT+330 | - | - |
| G2D | MCZ | 8.000 | - | - | SSS- | - | - | - | 39.00% | - | Qrxstsav | GAWN | 435-450 | 470 | PONJ+470 | - | - |
| L1V | FLJ | 558.000 | - | - | VVV | - | - | - | 60.00% | - | Jkuvcmzp | GWEZ | 136y | 138 | TIEG+138 | - | - |
| Pfu | YJV | 75.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1IB | EQU | 68.000 | - | - | LLL | - | - | - | 78.00% | - | Aqqhcmng | TGHS | - | 138 | QSCV+138 | - | - |
| U2H | JHO | 31.000 | - | - | DDD | - | - | - | 47.00% | - | Ipweemkf | OTOX | 155n | 158 | HQJM+158 | - | - |
| CE | ROJ | 88.000 | - | - | NN | - | - | - | 39.00% | - | Oovejqso | NZVB | 165-170 | 175 | BDFF+175 | - | - |
| JM | MCJ | 57.000 | - | - | K | - | - | - | 12.00% | - | Mjbvwoms | EQEM | 200-210 | 210 | JVLM+210 | - | - |
| YO | QBY | 68.000 | - | - | II- | - | - | - | 8.00% | - | Xdhyqekv | DXUM | 625-650 | 650 | LJVC+650 | - | - |
Tranche Comments
L1V: Redemption: 2026-09-10; Registration: 144O/Owj V;
I1IB: Redemption: 2026-09-10; Registration: 144E/Upx Z;
U2H: Redemption: 2026-09-10; Registration: 144H/Udy B;
CE: Redemption: 2026-09-10; Registration: 144G/Okb V;
JM: Redemption: 2026-09-10; Registration: 144M/Qwt U;
K1W: Redemption: 2026-09-10; Registration: 144F/Fvv M;
G2D: Redemption: 2026-09-10; Registration: 144J/Pif H;
YO: Redemption: 2026-09-10; Registration: 144O/Eyd P;
Pfu: Redemption: 2026-09-10; Registration: 144E/Hzv J;
Deal Comments
Uuyuq. Tzb Whss Zusozua 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 24, 2012