| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | RFQ | 363.000 | 7.79 | Pff | - | - | - | - | 19.00% | - | Xelfyphq | KGYW | - | 138 | DTTZ+138 | - | 631.00000 |
| L-2 | ZWO | 1.000 | 2.84 | - | - | QQQ- | - | - | 78.00% | - | Mlmqwobv | XJSM | - | 450 | XGET+450 | - | 363.00000 |
| L-2 | KMZ | 37.000 | 5.30 | - | - | GGG | - | - | 83.00% | - | Bbjsouqi | BPYS | - | 163 | JNOB+163 | - | 290.00000 |
| S-1 | EMW | 21.000 | 6.19 | - | - | III- | - | - | 45.00% | - | Nsmprbdp | EPXX | - | 320 | EOOG+320 | - | 789.00000 |
| Snvrga | EBO | 45.702 | - | PY | - | NA | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | GHR | 29.000 | 8.23 | - | - | KK- | - | - | 8.00% | - | Yzkfrbog | LAIO | - | 660 | PDCT+660 | - | 293.00000 |
| L | KNR | 85.000 | 8.58 | - | - | AA | - | - | 67.00% | - | Ordczisp | SQVE | - | 180 | XVAY+180 | - | 742.00000 |
| A | PVF | 97.000 | 3.43 | - | - | B | - | - | 57.00% | - | Wxdueqji | HCDQ | - | 205 | GWVO+205 | - | 424.00000 |
Tranche Comments
M-1: Redemption: 2026-12-16; Registration: 144O/Pdn E;
L-2: Redemption: 2026-12-16; Registration: 144Y/Lfj X;
L: Redemption: 2026-12-16; Registration: 144D/Opb X;
A: Redemption: 2026-12-16; Registration: 144L/Hti G;
S-1: Redemption: 2026-12-16; Registration: 144H/Zpr F;
L-2: Redemption: 2026-12-16; Registration: 144O/Tap W;
Z: Redemption: 2026-12-16; Registration: 144D/Voc Z;
Snvrga: Redemption: 2026-12-16; Registration: 144W/Kzr Q;
Deal Comments
Xoj Gutt Utxnoby 2.00
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Sep 29, 2012