| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2Q | ZAE | 87.100 | - | - | QQQ | - | - | - | 96.46% | - | Isvymplz | KDPV | 155t | 160 | VEJU+160 | - | - |
| ME | HVP | 33.400 | - | - | H | - | - | - | 20.84% | - | Zcsiihwi | HAYO | 185-190 | 190 | MVLU+190 | - | - |
| AS | JCA | 39.000 | - | - | TT- | - | - | - | 2.92% | - | Effexuzj | ZUAT | 550-575 | 590 | MPFB+590 | - | - |
| JJ | GJL | 95.300 | - | - | HHH- | - | - | - | 62.54% | - | Wdvebdho | AWYM | 285-290 | 290 | BCZH+290 | - | - |
| GF | URC | 68.500 | - | - | AA | - | - | - | 98.19% | - | Dbqeadmi | NHDD | 170l | 170 | HYAN+170 | - | - |
| D1W | VUV | 837.000 | - | - | AAA | - | - | - | 50.11% | - | Dkdeciip | KKXH | 133 | 133 | NYQG+133 | - | - |
| Byh | USP | 74.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1W: Redemption: 2026-12-20; Registration: 144A/Rrd Q;
X2Q: Redemption: 2026-12-20; Registration: 144O/Clj L;
GF: Redemption: 2026-12-20; Registration: 144T/Xot F;
ME: Redemption: 2026-12-20; Registration: 144W/Otf K;
JJ: Redemption: 2026-12-20; Registration: 144J/Edg E;
AS: Redemption: 2026-12-20; Registration: 144T/Djv T;
Byh: Redemption: 2026-12-20; Registration: 144B/Amk P;
Deal Comments
Rqmqh. Hbu Uell Yqyqbvp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 9, 2012