| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CBV | 99.000 | 2.10 | - | - | MM | - | - | 94.00% | - | Yykmsyrf | EKCS | - | 180 | LOTM+180 | - | 926.00000 |
| K-2 | JJT | 8.000 | 75.50 | - | - | XXX- | - | - | 55.00% | - | Hiyfb | - | - | - | 7.83% | 7.830% | 621.00000 |
| A | ZER | 6.200 | 93.30 | P3 | - | - | - | - | 7.90% | - | - | - | - | - | - | - | Retained |
| Hzp | TGF | 70.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | ONS | 448.000 | 3.10 | Nzz | - | - | - | - | 86.00% | - | Cmcvkmjm | LIYA | - | 136 | XVCY+136 | - | 839.00000 |
| S-1 | CXE | 15.000 | 1.20 | - | - | HHH- | - | - | 71.00% | - | Apczhatr | GOSO | - | 310 | AZDI+310 | - | 616.00000 |
| N | ICB | 36.000 | 27.20 | - | - | WW- | - | - | 6.00% | - | Zjfxmwzn | KDVO | - | 575 | ZAVH+575 | - | 178.00000 |
| P-2 | GEJ | 84.000 | 9.60 | - | - | XXX | - | - | 32.00% | - | Nhfftyee | MJGY | - | 160 | KGTT+160 | - | 278.00000 |
| T | CIA | 50.000 | 7.30 | - | - | V | - | - | 72.00% | - | Eqzqyvtj | CMZN | - | 200 | VKJT+200 | - | 404.00000 |
Tranche Comments
S-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144O/Lqa T;
P-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Z/Ccd H;
K: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144M/Ljp N;
T: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144M/Bkm F;
S-1: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Cra W;
K-2: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144W/Fwr C;
N: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144Y/Bmc D;
A: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144C/Qwp B;
Hzp: First Pay: 2025-07-15; Redemption: 2026-12-20; Registration: 144P/Tnb P;
Deal Comments
Yza-Hgqq Tnnazjt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 23, 2012
WAL Test Period End Date
Sep 10, 2012