| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | VXK | 4.000 | 7.80 | - | SSS | YYY | 74.00% | - | Rhprlrep | 3aVb | - | 185 | 3zNq+185 | - | 945.00000 |
| Frkakm | SSI | 82.400 | - | - | QI | ZD | - | - | - | - | - | - | - | - | Retained |
| C | JXK | 84.000 | 3.80 | - | H | S | 59.00% | - | Qyfkyjyr | 3nVf | - | 250 | 3aJe+250 | - | 491.00000 |
| J | IFO | 19.000 | 5.90 | - | SSS- | WWW- | 88.00% | - | Sqskhcdh | 3bGj | - | 335 | 3qWt+335 | - | 510.00000 |
| H | GGL | 28.000 | 84.10 | - | N- | G- | 2.30% | - | Hkrxxawj | 3mBp | - | 885 | 3qBq+820 | - | 99.00000 |
| G-1 | YXU | 82.000 | 6.00 | - | NN | EE | 78.80% | - | Jloxvufc | 3iAz | - | 195 | 3eTs+195 | - | 331.00000 |
| B-2 | MXE | 69.000 | 6.00 | - | RR | WW | 28.40% | - | Vqlpz | SLU | - | - | 4.90% | 4.900% | 534.00000 |
| Cep Boqigj | KYK | 3.000 | - | - | WY | CH | - | - | - | - | - | - | - | - | Retained |
| V-1 | AWK | 290.000 | 4.00 | - | EEE | NNN | 50.00% | - | Kkrlufpv | 3mCz | - | 129 | 3tEy+129 | - | 726.00000 |
| S | CER | 76.000 | 2.70 | - | NN- | LL- | 9.40% | - | Rupxqvku | 3jQi | - | 600 | 3mAg+593 | - | 38.60000 |
Tranche Comments
V-1: Redemption: 2026-12-21; Registration: 144C/Rro Q;
W-2: Redemption: 2026-12-21; Registration: 144J/Rwo B;
G-1: Redemption: 2026-12-21; Registration: 144A/Yfs G;
B-2: Redemption: 2026-12-21; Registration: 144A/Imk Q;
C: Redemption: 2026-12-21; Registration: 144Y/Nrt W;
J: Redemption: 2026-12-21; Registration: 144K/Jkg Q;
S: Redemption: 2026-12-21; Registration: 144B/Mtt B;
H: Redemption: 2026-12-21; Registration: 144Y/Gkr I;
Frkakm: Redemption: 2026-12-21; Registration: 144Z/Hck H;
Cep Boqigj: Redemption: 2026-12-21; Registration: 144G/Aay Y;
Deal Comments
Dplpe. Dot Uzjj Mpolozy 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Mar 28, 2012