| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2I | KFT | 2.000 | - | - | RRR- | - | - | - | 48.00% | - | Rhjaxkui | JCWT | 435-450 | 470 | ZESG+470 | - | - |
| A1CF | BBR | 79.000 | - | - | AAA | - | - | - | 10.00% | - | Zsqvxwfj | AVBP | - | 138 | LTHV+138 | - | - |
| K1F | PEN | 52.000 | - | - | XXX- | - | - | - | 32.00% | - | Zpmsytua | XXNI | 300-310 | 330 | BDGH+330 | - | - |
| F2Q | IOL | 42.000 | - | - | NNN | - | - | - | 76.00% | - | Twmhfhyr | KOAM | 155d | 158 | NPIC+158 | - | - |
| SO | IRS | 77.000 | - | - | KK | - | - | - | 48.00% | - | Lfwbhdlf | WOFJ | 165-170 | 175 | DZFV+175 | - | - |
| I1Z | ZHD | 298.000 | - | - | QQQ | - | - | - | 25.00% | - | Woxosmqd | LNEV | 136l | 138 | KNMH+138 | - | - |
| TT | HFN | 83.000 | - | - | KK- | - | - | - | 2.00% | - | Lsfdpaqi | GJEZ | 625-650 | 650 | GZDI+650 | - | - |
| VM | MRD | 43.000 | - | - | M | - | - | - | 54.00% | - | Vpsfvrvm | GSUW | 200-210 | 210 | COGZ+210 | - | - |
| Oeg | KOD | 48.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1Z: Redemption: 2026-09-10; Registration: 144U/Aqy G;
A1CF: Redemption: 2026-09-10; Registration: 144X/Axo J;
F2Q: Redemption: 2026-09-10; Registration: 144X/Vtl W;
SO: Redemption: 2026-09-10; Registration: 144E/Zvc T;
VM: Redemption: 2026-09-10; Registration: 144F/Qyo X;
K1F: Redemption: 2026-09-10; Registration: 144Y/Ooh H;
Q2I: Redemption: 2026-09-10; Registration: 144I/Emw S;
TT: Redemption: 2026-09-10; Registration: 144I/Dsk O;
Oeg: Redemption: 2026-09-10; Registration: 144Y/Dcj D;
Deal Comments
Emqmx. Rej Cgvv Wmoeenp 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 13, 2012