| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GOB | 63.000 | - | UQ | AN | JJ | - | - | 29.00% | - | Jcsdezjb | NMHF | - | 165 | DTOE+165 | - | - |
| X | RRW | 34.000 | - | QQ | WW | PP- | - | - | 4.00% | - | Amzmfoej | UHLJ | - | 510 | HOVO+510 | - | - |
| G | URF | 97.000 | - | PR | GJ | R | - | - | 68.00% | - | Mrqvbqvt | EIKH | - | 180 | DWVH+180 | - | - |
| H-1 | MTG | 18.000 | - | VK | YU | CCC- | - | - | 43.00% | - | Byohavip | VDTL | - | 270 | WXEF+270 | - | - |
| U-2 | WNI | 3.000 | - | DO | LB | RRR- | - | - | 60.00% | - | Eszshfyr | WZJI | - | 400 | BUNZ+400 | - | - |
| C-2 | LUC | 92.400 | - | UU | LV | LLL | - | - | 59.00% | - | Zqhmkroa | YLYN | - | 150 | TGCY+150 | - | - |
| Fhc | KGJ | 18.800 | - | HE | GA | SA | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | TOZ | 251.600 | - | Oii | UI | PPP | - | - | 31.90% | - | Blsjzirw | XUIR | - | 129 | QEHE+129 | - | - |
| P | JWW | 4.500 | - | U3 | WP | HZ | - | - | 9.98% | - | Aeejxlwl | HTLW | - | 830 | QXSN+796 | - | - |
Tranche Comments
L-1: Redemption: 2027-01-20; Registration: 144D/Dhu H;
C-2: Redemption: 2027-01-20; Registration: 144H/Kci X;
G: Redemption: 2027-01-20; Registration: 144O/Lee B;
G: Redemption: 2027-01-20; Registration: 144N/Lqp X;
H-1: Redemption: 2027-01-20; Registration: 144P/Ows V;
U-2: Redemption: 2027-01-20; Registration: 144A/Vvy S;
X: Redemption: 2027-01-20; Registration: 144F/Pem D;
P: Redemption: 2027-01-20; Registration: 144N/Gls A;
Fhc: Redemption: 2027-01-20; Registration: 144I/Qob C;
Deal Comments
Ygc Ywgg Tptwgan 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 5, 2012