| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | VPD | 769.000 | - | - | NNN | - | - | - | 76.00% | - | Resfzkoe | HOIR | - | 129 | GUYK+129 | - | - |
| K-2 | BFN | 3.000 | - | - | CCC | - | - | - | 87.00% | - | Wbfkapkv | OPUO | - | 150 | QZSR+150 | - | - |
| Upd | MSZ | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | QGR | 96.000 | - | - | O | - | - | - | 74.00% | - | Ipoesmps | YAVF | - | 200 | PNBT+200 | - | - |
| R | QAJ | 70.000 | - | - | MM | - | - | - | 69.00% | - | Kzkarqwl | XVKE | - | 170 | MUCX+170 | - | - |
| C | GVJ | 50.000 | - | - | ZZ- | - | - | - | 6.00% | - | Lhkyrpae | YCJK | - | 575 | ADSP+575 | - | - |
| R | MVU | 32.000 | - | - | DDD- | - | - | - | 62.00% | - | Ybbxquaw | TCWO | - | 325 | SSLY+325 | - | - |
Tranche Comments
A-1: Redemption: 2027-04-20; Registration: 144Q/Nae T;
K-2: Redemption: 2027-04-20; Registration: 144Y/Rbl D;
R: Redemption: 2027-04-20; Registration: 144Q/Was K;
S: Redemption: 2027-04-20; Registration: 144Q/Xzp J;
R: Redemption: 2027-04-20; Registration: 144C/Akr M;
C: Redemption: 2027-04-20; Registration: 144C/Ycn I;
Upd: Redemption: 2027-04-20; Registration: 144V/Nfx G;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2012