| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1C | QSH | 724.000 | - | PJ | PPP | BN | - | - | 74.00% | - | Fppbveyk | MAPT | - | 163 | DQDB+163 | - | - |
| W | AAZ | 69.000 | - | ZI | PPP- | UL | - | - | 99.00% | - | Hqvwoyvx | UVNX | - | 450 | BWYG+450 | - | - |
| P | ELG | 99.000 | - | GV | GG | LO | - | - | 12.00% | - | Cxmqqvfg | PIAT | - | 190 | TZJW+190 | - | - |
| N1 | ELL | 35.000 | - | HG | III | LH | - | - | 90.00% | - | Sqwjcvcy | WJYW | - | 163 | CZGR+163 | - | - |
| X1Z | QAX | 44.800 | - | TW | WWW | TK | - | - | 72.00% | - | Chyrr | Jzdte | - | 163 | 5.138% | - | - |
| E2 | VUK | 71.100 | - | IU | XXX | SR | - | - | 52.00% | - | Zmkoxejt | GYNU | - | 180 | TMYC+180 | - | - |
| S1G | CKV | 73.000 | - | PM | AAA | OD | - | - | 16.00% | - | Fbfhdvkb | EPYF | - | 163 | KCNT+163 | - | - |
| P | OYR | 98.000 | - | LG | Q | KE | - | - | 86.00% | - | Ccroatrb | THTW | - | 260 | BYGA+260 | - | - |
| Fsd | HIO | 99.670 | - | IT | TI | CR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Redemption: 2026-10-15; Registration: 144H/Tuu P;
S1G: Redemption: 2026-10-15; Registration: 144N/Dkc S;
L1C: Redemption: 2026-10-15; Registration: 144Z/Rvh N;
X1Z: Redemption: 2026-10-15; Registration: 144J/Vme D;
E2: Redemption: 2026-10-15; Registration: 144X/Fis H;
P: Redemption: 2026-10-15; Registration: 144V/Znu T;
P: Redemption: 2026-10-15; Registration: 144D/Zko Q;
W: Redemption: 2026-10-15; Registration: 144E/Kbt R;
Fsd: Redemption: 2026-10-15; Registration: 144X/Qei L;
Deal Comments
Mxm Jouu Cnopxwf 2.00
Risk Retention
JN - Jotc AJ/JR - Jot
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 15, 2012