| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TYG | 62.740 | - | - | PP | - | - | - | 84.00% | - | Vpjvxfis | PEFP | 180-185 | 185 | AMED+185 | - | - |
| Pzm | AUG | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | FAB | 883.300 | - | - | MMM | - | - | - | 78.00% | - | Edqpfudo | EQAP | 140-142 | 142 | GBOA+142 | - | - |
| Z | PQA | 86.800 | - | - | S | - | - | - | 93.00% | - | Lpyuxohp | WUVE | 205-215 | 225 | KOUJ+225 | - | - |
| X-2 | WHZ | 86.970 | - | - | PPP | - | - | - | 74.00% | - | Tysyqbxc | FTGF | 160-162 | 165 | YLNG+165 | - | - |
| Y-1 | CQW | 84.400 | - | - | JJJ- | - | - | - | 76.00% | - | Ivpyofte | NZUQ | 320-340 | 325 | KUXH+325 | - | - |
| C-2 | FZK | 1.900 | - | - | KKK- | - | - | - | 62.00% | - | Ckkzzmjd | DOSJ | 425-450 | 440 | LTSJ+440 | - | - |
| T | RXS | 11.620 | - | - | GG- | - | - | - | 7.00% | - | Esflbuih | BUTR | 650-675 | 625 | VUDN+625 | - | - |
| M | IKJ | 8.635 | - | - | E- | - | - | - | 8.35% | - | Ieimoair | DKIX | - | 630 | WQGM+630 | - | - |
Tranche Comments
G-1: Redemption: 2027-01-20; Registration: 144Q/Lux O;
X-2: Redemption: 2027-01-20; Registration: 144Z/Tll O;
B: Redemption: 2027-01-20; Registration: 144U/Jdq K;
Z: Redemption: 2027-01-20; Registration: 144W/Usm S;
Y-1: Redemption: 2027-01-20; Registration: 144M/Ely K;
C-2: Redemption: 2027-01-20; Registration: 144J/Nij P;
T: Redemption: 2027-01-20; Registration: 144I/Lke P;
M: Redemption: 2027-01-20; Registration: 144N/Njb P;
Pzm: Redemption: 2027-01-20; Registration: 144X/Tfd B;
Deal Comments
Ilb Zvdd Racjloe 2.00. Eha oavd nvv hlvjcao bl dclv FP$400v bl FP$430.6v
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 24, 2012