| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YXY | 31.000 | 3.40 | - | - | U | - | - | 88.00% | - | Nrjjcsht | XGMG | - | 195 | PYSD+195 | - | 442.00000 |
| J-1 | FVH | 22.000 | 1.50 | - | - | TTT | - | - | 38.92% | - | Ipbvtkbb | WIJS | - | 300 | AUHM+300 | - | 347.00000 |
| X | FYO | 39.000 | 58.60 | - | - | TT- | - | - | 7.00% | - | Oezsmfyc | YVVY | - | 600 | UCNH+600 | - | 935.00000 |
| C | OJS | 54.000 | 1.20 | - | - | YY | - | - | 63.00% | - | Mrcrwokb | QCSP | - | 175 | MATC+175 | - | 341.00000 |
| F-1 | UZR | 129.000 | 3.80 | Foo | - | - | - | - | 38.00% | - | Frqvftyb | AGCE | - | 138 | DHSQ+138 | - | 103.00000 |
| Y-2 | OMV | 4.000 | 81.30 | - | - | NNN- | - | - | 63.00% | - | Veulecaw | PGVY | - | 415 | CZKM+415 | - | 339.00000 |
| Hif | BEE | 36.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | NJH | 56.000 | 6.00 | - | - | WWW | - | - | 42.00% | - | Kzzlpbvi | DKMJ | - | 156 | KZZR+156 | - | 694.00000 |
Tranche Comments
F-1: Redemption: 2027-01-20; Registration: 144A/Lwx D;
M-2: Redemption: 2027-01-20; Registration: 144J/Zmv F;
C: Redemption: 2027-01-20; Registration: 144L/Iuk M;
B: Redemption: 2027-01-20; Registration: 144Q/Ich W;
J-1: Redemption: 2027-01-20; Registration: 144Z/Wfy U;
Y-2: Redemption: 2027-01-20; Registration: 144L/Juq I;
X: Redemption: 2027-01-20; Registration: 144B/Pxb A;
Hif: Redemption: 2027-01-20; Registration: 144B/Myr H;
Deal Comments
Kcf Ugtt Aoarcmy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2013
WAL Test Period End Date
Mar 21, 2003