| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-E | QLD | 2.000 | 7.80 | - | CCC- | - | - | - | 16.30% | - | Dxurhqll | YHFN | 415 | 415 | ZYMZ+415 | - | - |
| Q-H | UPG | 79.000 | 7.80 | - | YY- | - | - | - | 7.95% | - | Clfwzblq | LIDB | 550-575 | 550 | AAST+550 | - | - |
| H-1-I | AXF | 851.000 | 9.30 | - | III | - | - | - | 57.24% | - | Xbsrrjjh | GSWX | - | 136 | TCQT+136 | - | - |
| Y-1-P | EYA | 742.000 | 6.50 | - | XXX | - | - | - | 95.42% | - | Fckuyhef | VUVN | - | 136 | LTXQ+136 | - | - |
| S-2-Z | CLW | 5.300 | 3.00 | - | WWW | - | - | - | 61.28% | - | Vlbjuvhh | GSWG | 150-155 | 160 | HHMQ+160 | - | - |
| D-U | IBO | 37.700 | 2.70 | - | WW | - | - | - | 45.46% | - | Dhovsltz | HUEY | 165-170 | 170 | SLLG+170 | - | - |
| Q-1-C | UFQ | 54.000 | 4.90 | - | VVV- | - | - | - | 80.20% | - | Oxjeozpr | VSPU | 290-295 | 295 | BGQR+295 | - | - |
| C-I | FHY | 19.000 | 9.30 | - | L | - | - | - | 36.44% | - | Fjyphvoq | BCEA | 190-195 | 185 | DLEE+185 | - | - |
Tranche Comments
Y-1-P: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Csf F;
H-1-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Gpa M;
S-2-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Ndz C;
D-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Fdz U;
C-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Lwy X;
Q-1-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Cmr Q;
F-2-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Twp A;
Q-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Ctw V;
Deal Comments
Mbcbg. Tyh Jsnn Lbbiykm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 3, 2012