| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-W | VFH | 45.000 | - | - | LL | - | - | - | 97.00% | - | Lxqfswpl | LCIC | 185 | 185 | GBYD+185 | - | - |
| P-X | NGM | 703.000 | - | - | OOO | - | - | - | 72.00% | - | Xxkvpvan | AYVW | 142 | 142 | WGPZ+142 | - | - |
| X-A | XCG | 13.530 | - | - | PP- | - | - | - | 8.10% | - | Zvdhrdxu | JUOK | 700z | 800 | PBHH+775 | - | - |
| E | MVL | 9.790 | - | - | FFF | - | - | - | - | - | Cmwbxznh | ZSZK | 112 | 112 | KBYW+112 | - | - |
| B-1-R | LCN | 15.000 | - | - | MMM | - | - | - | 30.00% | - | Jkdlayco | SVEK | 330f | 365 | HXYE+365 | - | - |
| X-T | APG | 84.000 | - | - | Z | - | - | - | 61.00% | - | Sdppwjug | COFO | 235 | 235 | QIDH+235 | - | - |
| O-2-Y | MHY | 5.100 | - | - | BBB- | - | - | - | 18.15% | - | Aqlry | - | 425 | - | 7.875% | - | - |
| Tfo | OTY | 77.200 | - | - | UW | - | - | - | - | - | Kucvmjxq | NCCC | - | - | CCXI+112 | - | - |
Tranche Comments
E: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Q/Abo K;
P-X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144T/Ooy I;
E-W: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Ond O;
X-T: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144C/Bbk X;
B-1-R: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144D/Ewk Q;
O-2-Y: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144K/Dmu S;
X-A: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144C/Ikp U;
Tfo: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Y/Pmj G;
Deal Comments
Lvkvw. Lbv Emkk Kvxtbvf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 7, 2012