| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | XZR | 1.000 | 1.00 | - | III | AAA | - | - | Xyqdblbm | 3lXs | - | 98 | 3fKb+98 | - | 299.00000 |
| X-2 | WJM | 7.000 | 3.20 | - | OOO | JJJ | 81.00% | - | Gpkvtwdm | 3pHs | - | 180 | 3zOf+180 | - | 543.00000 |
| H | NGT | 66.000 | 3.40 | - | BBB- | OOO- | 91.00% | - | Cpcwjelf | 3xIp | - | 385 | 3iXk+385 | - | 699.00000 |
| L-1 | APS | 970.000 | 4.80 | - | WWW | VVV | 26.00% | - | Zlwepmzl | 3nWk | - | 130 | 3bEd+130 | - | 426.00000 |
| N-2 | FTM | 92.000 | 9.40 | - | DD | CC | 85.20% | - | Bmtih | VTB | - | - | 5.10% | 5.100% | 983.00000 |
| W | TMC | 37.000 | 45.40 | - | X- | O- | 1.90% | - | Rpevtmqw | 3cBp | - | 920 | 3kOk+837 | - | 813.00000 |
| P | YWJ | 99.000 | 2.10 | - | GG- | LL- | 1.40% | - | Tlhvlxsy | 3iPt | - | 660 | 3bMm+645 | - | 73.00000 |
| Wfl | LNO | 60.760 | - | - | MA | VC | - | - | - | - | - | - | - | - | Retained |
| T-1 | DWM | 31.300 | 8.90 | - | CC | UU | 28.50% | - | Ghzuzahw | 3pSp | - | 210 | 3zQy+210 | - | 963.00000 |
| V | DJE | 64.500 | 4.10 | - | Z | G | 88.00% | - | Vcpxwpyk | 3sFn | - | 255 | 3aTp+255 | - | 686.00000 |
Tranche Comments
D: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144I/Rds P;
L-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144J/Kfh Y;
X-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144M/Xew Q;
T-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Qpk G;
N-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144H/Zlk J;
V: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144B/Nuc M;
H: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144B/Hiy Z;
P: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144E/Xkm E;
W: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144I/Ybx F;
Wfl: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144V/Yta H;
Deal Comments
Vvv-Ixvv Ssfjvik 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 29, 2012