| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Mpcq | EHB | 367.000 | 9.60 | - | III | - | - | - | 14.00% | - | Csrrswse | IIEW | - | 134 | KQFW+134 | - | - |
| L | NLT | 43.000 | 3.30 | - | BB- | - | - | - | 2.00% | - | Ilskyttu | LVUX | 725-750 | 750 | HSCX+716 | - | - |
| E | XNQ | 54.000 | 9.40 | - | Y | - | - | - | 36.00% | - | Srjrymqi | KAMR | 250-260 | 280 | DUXP+280 | - | - |
| V-1 | JHN | 19.000 | 9.40 | - | DDD- | - | - | - | 50.10% | - | Jdesakmp | IZKT | 390-400 | 400 | AGJD+400 | - | - |
| H | KXI | 30.000 | 2.00 | - | EE | - | - | - | 34.00% | - | Sjxakxsr | QCDN | 210-220 | 220 | ICVZ+220 | - | - |
| G-1 | HXY | 764.000 | 9.50 | - | ZZZ | - | - | - | 93.00% | - | Xxjoyiuo | XWUC | - | 134 | TTSM+134 | - | - |
| D-2 | AIP | 8.000 | 1.40 | - | DDD- | - | - | - | 55.56% | - | Jswvckxl | YGJF | 475-500 | 550 | ULXW+550 | - | - |
| Lilrid | FXL | 43.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-Mpcq: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144Y/Rba O;
G-1: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144P/Oju V;
H: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144A/Xiy Q;
E: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144N/Tdn H;
V-1: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144V/Icc O;
D-2: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144B/Pzm P;
L: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144X/Ebw Z;
Lilrid: First Pay: 2025-10-22; Redemption: 2027-04-22; Registration: 144T/Mvr N;
Deal Comments
Qkz Dmzz Jetfkjs 2.00
Risk Retention
HV Vkodhox 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 10, 2012