| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FWA | 68.000 | 4.00 | - | QQ | - | - | - | 56.60% | - | Rrpcpfeo | WEYI | - | 185 | AGER+185 | - | - |
| A | ZQA | 34.000 | 3.70 | - | OO- | - | - | - | 30.00% | - | - | - | - | - | - | - | Retained |
| Xtx | ECT | 666.940 | - | - | YC | FB | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | NIP | 689.000 | 6.50 | - | LLL | III | - | - | 16.00% | - | Kwjahhbo | ZUDG | - | 156 | UQVT+156 | - | - |
| Y-2 | EYE | 60.000 | 4.90 | - | OOO | - | - | - | 75.00% | - | Pxzrjmjv | DIUF | - | 175 | VVKW+175 | - | - |
| V | ZAU | 97.000 | 9.00 | - | DDD- | - | - | - | 72.00% | - | Yrorpwjw | BEDI | - | 380 | SGWV+380 | - | - |
| G | NEK | 90.000 | 8.10 | - | V | - | - | - | 27.60% | - | Hzhuvezm | ZVEJ | - | 230 | AHXT+230 | - | - |
Tranche Comments
P-1: Redemption: 2026-12-10; Registration: 144D/Lpl P;
Y-2: Redemption: 2026-12-10; Registration: 144M/Kik C;
T: Redemption: 2026-12-10; Registration: 144W/Tdr B;
G: Redemption: 2026-12-10; Registration: 144P/Czu R;
V: Redemption: 2026-12-10; Registration: 144Y/Whd Q;
A: Redemption: 2026-12-10; Registration: 144G/Uws O;
Xtx: Redemption: 2026-12-10; Registration: 144U/Nwr X;
Deal Comments
Vgo Bwpp Mxptgxb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 25, 2012