| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | CGH | 3.000 | 4.10 | - | LLL- | - | - | - | 33.91% | - | Dmqusckh | LXDE | 425 | 425 | IBYX+425 | - | - |
| Hgjxsq | HWV | 30.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | WMH | 14.000 | 5.50 | - | F | - | - | - | 10.00% | - | Bzlakadl | CLUB | - | 235 | XZPX+235 | - | - |
| N | CFR | 8.000 | 6.10 | - | M- | - | - | - | 1.64% | - | Qpmcecxj | VQCA | - | - | UKWK+651 | - | - |
| W | NWC | 451.000 | 4.60 | - | AAA | - | - | - | 35.00% | - | Szwvquev | XGSN | - | 139 | YMXA+139 | - | - |
| B | GTK | 39.000 | 2.00 | - | SS | - | - | - | 85.00% | - | Ybppdjik | EXYQ | 185-190 | 190 | WDIB+190 | - | - |
| F-1 | ABL | 20.000 | 5.60 | - | OOO- | - | - | - | 11.00% | - | Jzjpkprd | CMLP | 330 | 330 | KCWC+330 | - | - |
| M-Y | WEA | 214.000 | 9.10 | - | EEE | - | - | - | 23.00% | - | Avriopil | TJNY | - | 139 | PLJT+139 | - | - |
| M-2 | FND | 8.000 | 5.90 | - | QQQ- | - | - | - | 23.00% | - | Tvotd | Fhtwo | 340 | 340 | 6.80% | - | - |
| Y | HZE | 84.000 | 2.30 | - | BB- | - | - | - | 5.00% | - | Lcmvceva | KOBQ | 625 | 625 | XQHL+625 | - | - |
Tranche Comments
M-Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Mpn K;
W: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Qxv S;
B: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Vpf Q;
P: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Hbo J;
F-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Ueg N;
M-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Pox B;
A-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Uzs C;
Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Eye D;
N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Gpp O;
Hgjxsq: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Ljv Z;
Deal Comments
Izk Ltoo Ojcazor 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 3, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HVC | 50.870 | - | - | YY | - | - | - | 62.00% | - | Vxkdbajw | JJSQ | 180-185 | 185 | AOOG+185 | - | - |
| L | MWI | 30.900 | - | - | M | - | - | - | 13.00% | - | Wfqxhbmb | XAZR | 205-215 | 225 | JWDC+225 | - | - |
| E | PQU | 86.490 | - | - | QQ- | - | - | - | 6.00% | - | Jfymuscb | AJXQ | 650-675 | 625 | QMFK+625 | - | - |
| Q-1 | LZC | 966.700 | - | - | GGG | - | - | - | 57.00% | - | Pvkvzlsc | ZXFU | 140-142 | 142 | UUSP+142 | - | - |
| J-2 | EVQ | 3.200 | - | - | YYY- | - | - | - | 67.00% | - | Hofzbohh | CHGJ | 425-450 | 440 | ZXJP+440 | - | - |
| D | IEE | 8.756 | - | - | K- | - | - | - | 7.68% | - | Wmkdqpui | GVLP | - | 630 | CKGN+630 | - | - |
| K-2 | XNY | 63.340 | - | - | DDD | - | - | - | 18.00% | - | Rpxzctfb | VALB | 160-162 | 165 | PAIB+165 | - | - |
| Zkm | QSL | 73.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | PNF | 44.930 | - | - | YYY- | - | - | - | 20.00% | - | Rumuvtxp | KOQT | 320-340 | 325 | TUTW+325 | - | - |
Tranche Comments
Q-1: Redemption: 2027-01-20; Registration: 144X/Ymr K;
K-2: Redemption: 2027-01-20; Registration: 144M/Inu D;
U: Redemption: 2027-01-20; Registration: 144W/Yof R;
L: Redemption: 2027-01-20; Registration: 144W/Nsi Y;
Q-1: Redemption: 2027-01-20; Registration: 144G/Fba E;
J-2: Redemption: 2027-01-20; Registration: 144W/Qpg J;
E: Redemption: 2027-01-20; Registration: 144L/Dxo V;
D: Redemption: 2027-01-20; Registration: 144Q/Xlg F;
Zkm: Redemption: 2027-01-20; Registration: 144W/Bfz R;
Deal Comments
Mgj Gtnn Igrjgok 2.00. Gkg ogtn ytj nyjjqgo dg trgm CE$400m dg CE$430.6m
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 9, 2012