| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-K | HZU | 83.000 | - | HV | OO | OD | - | - | 20.00% | - | Hxdwmcsy | LZHD | - | 165 | GLOM+165 | - | - |
| U-1-G | TCA | 48.000 | - | SV | GGG- | GN | - | - | 26.00% | - | Jlnsqixn | EAVH | - | 280 | KBAG+280 | - | - |
| F-T | VVV | 88.000 | - | Hll | ZQ | XG | - | - | 26.00% | - | Urwblbzp | CJCQ | - | 127 | BZGN+127 | - | - |
| T-W-Q | IAM | 997.000 | - | Kll | WW | ZP | - | - | 93.00% | - | Oqueziib | MSSA | - | 127 | WWQC+127 | - | - |
| Rtg | XRD | 39.900 | - | IG | NS | LN | - | - | - | - | - | - | - | - | - | - | Retained |
| T-R | JKY | 41.000 | - | EL | K | SC | - | - | 54.00% | - | Hqycpsrz | JSOU | - | 180 | SNEY+180 | - | - |
| S-B | RPS | 39.000 | - | QM | TT- | JY | - | - | 3.00% | - | Laozoahl | LNIY | - | 550 | YUTX+550 | - | - |
| N-2-Z | AIM | 4.000 | - | CX | OOO- | NW | - | - | 86.72% | - | Tfyrurzt | NJVG | - | 390 | EAVZ+390 | - | - |
Tranche Comments
F-T: Redemption: 2027-04-23; Registration: 144L/Zyx D;
T-W-Q: Redemption: 2027-04-23; Registration: 144Y/Pbv D;
T-K: Redemption: 2027-04-23; Registration: 144Z/Pdc X;
T-R: Redemption: 2027-04-23; Registration: 144I/Poz P;
U-1-G: Redemption: 2027-04-23; Registration: 144Y/Wsb S;
N-2-Z: Redemption: 2027-04-23; Registration: 144Z/Fxk Y;
S-B: Redemption: 2027-04-23; Registration: 144G/Rdr G;
Rtg: Redemption: 2027-04-23; Registration: 144A/Nbd W;
Deal Comments
Ieqey. Tvp-Dhyy Teorvtb 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 15, 2012