| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1A | FCD | 90.000 | 2.10 | AK | - | RRR- | - | - | 36.00% | - | Rpkmsbzk | ESYW | 250-260 | 260 | YPLW+260 | - | - |
| GX | NOC | 5.380 | 3.30 | X3 | - | CS | - | - | 8.59% | - | Yjssxtnt | EKFD | - | 720 | NJZX+720 | - | - |
| I2P | TBA | 9.000 | 2.80 | BE | - | GGG | - | - | 88.00% | - | Kkykrlux | EJJQ | 140 | 140 | EOPL+140 | - | - |
| K1O | GUU | 563.000 | 3.50 | Kkk | - | KD | - | - | 28.00% | - | Spchfrvl | DXIS | 118 | 118 | NGAA+118 | - | - |
| XP | BCL | 59.000 | 1.30 | BM | - | S | - | - | 66.00% | - | Mhqojjly | GBBY | 170-175 | 175 | VUNH+175 | - | - |
| F2S | XZU | 7.000 | 5.70 | JD | - | GGG- | - | - | 82.00% | - | Ffdebefy | IQTN | 370-380 | 400 | TEHU+400 | - | - |
| XR | WES | 30.000 | 8.50 | GB | - | VV | - | - | 83.00% | - | Fcxescms | ANCD | 150-155 | 155 | AVCH+155 | - | - |
| BZ | ONA | 15.000 | 2.60 | VS | - | PP- | - | - | 7.00% | - | Rwuvtucg | MZAJ | 475-500 | 475 | BQBX+475 | - | - |
Tranche Comments
K1O: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144V/Vvd Q;
I2P: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144F/Ofb C;
XR: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144L/Yzl M;
XP: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144B/Acf O;
S1A: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144P/Aiv W;
F2S: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144V/Zry T;
BZ: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144D/Xpo G;
GX: First Pay: 2025-04-15; Redemption: 2027-03-07; Registration: 144G/Pvy J;
Deal Comments
Yjejx. Saw Qvhh Pjaqayf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 9, 2012