| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-Q | MRX | 469.000 | 4.70 | - | QQQ | - | - | - | 24.00% | - | Omyajrml | YLAE | - | 139 | YWWC+139 | - | - |
| F-2 | KEO | 8.000 | 2.10 | - | RRR- | - | - | - | 61.00% | - | Trkjr | Efoej | 340 | 340 | 6.80% | - | - |
| F | ZGI | 87.000 | 1.20 | - | XX- | - | - | - | 6.00% | - | Qfflrqwd | UPIC | 625 | 625 | MCXK+625 | - | - |
| J | NQM | 67.000 | 5.40 | - | O | - | - | - | 33.00% | - | Ydqpabfh | KBZK | - | 235 | EDIE+235 | - | - |
| Z-3 | ZIK | 1.000 | 8.30 | - | CCC- | - | - | - | 74.48% | - | Xydkxxbd | OSSO | 425 | 425 | YABI+425 | - | - |
| T | RLM | 57.000 | 2.00 | - | HH | - | - | - | 46.00% | - | Vqrovpwc | JTNX | 185-190 | 190 | MLWS+190 | - | - |
| Ovjukn | AUW | 67.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | AJB | 310.000 | 7.40 | - | QQQ | - | - | - | 43.00% | - | Jjjqcujj | IZIR | - | 139 | JHKJ+139 | - | - |
| Z | IKG | 9.000 | 4.90 | - | C- | - | - | - | 7.83% | - | Wpupfujg | VTYR | - | - | ZOPS+651 | - | - |
| M-1 | AZL | 59.000 | 3.80 | - | HHH- | - | - | - | 29.00% | - | Zsxsmkni | WWXZ | 330 | 330 | MSCL+330 | - | - |
Tranche Comments
G-Q: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Dju R;
X: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Lvf W;
T: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Mpt W;
J: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Xfl H;
M-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Uwy J;
F-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Xee E;
Z-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Xhp T;
F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Xbp B;
Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Uhj H;
Ovjukn: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Frg P;
Deal Comments
Ogh Hhjj Hjmtgzb 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 2, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IZV | 1.421 | - | - | U- | - | - | - | 2.18% | - | Cqcvxyiv | WLVL | - | 630 | PJIR+630 | - | - |
| T-2 | EKF | 11.400 | - | - | III | - | - | - | 90.00% | - | Rphyclny | QKCT | 160-162 | 165 | SNFX+165 | - | - |
| O | HGN | 86.100 | - | - | X | - | - | - | 26.00% | - | Zhjvlbzu | EATU | 205-215 | 225 | IHUK+225 | - | - |
| B-1 | PNS | 62.530 | - | - | YYY- | - | - | - | 69.00% | - | Wcwjoeeq | HPWC | 320-340 | 325 | DXSU+325 | - | - |
| D-1 | RGB | 133.900 | - | - | TTT | - | - | - | 87.00% | - | Wwhbqoja | HJIT | 140-142 | 142 | PDQF+142 | - | - |
| J | BSN | 13.290 | - | - | NN | - | - | - | 53.00% | - | Hscfqhqo | IVNV | 180-185 | 185 | MBEL+185 | - | - |
| I-2 | WRD | 5.700 | - | - | HHH- | - | - | - | 59.00% | - | Iqmxkdhg | VUHI | 425-450 | 440 | GZYP+440 | - | - |
| Y | QID | 66.740 | - | - | BB- | - | - | - | 9.00% | - | Pjrvlfam | BNBS | 650-675 | 625 | CPIH+625 | - | - |
| Hgo | LTC | 68.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Redemption: 2027-01-20; Registration: 144P/Ccx A;
T-2: Redemption: 2027-01-20; Registration: 144T/Ret I;
J: Redemption: 2027-01-20; Registration: 144B/Zef B;
O: Redemption: 2027-01-20; Registration: 144H/Qof C;
B-1: Redemption: 2027-01-20; Registration: 144L/Xmp A;
I-2: Redemption: 2027-01-20; Registration: 144E/Dmu E;
Y: Redemption: 2027-01-20; Registration: 144Q/Kkq B;
V: Redemption: 2027-01-20; Registration: 144C/Wjj B;
Hgo: Redemption: 2027-01-20; Registration: 144U/Kbv L;
Deal Comments
Alx Rabb Jobolbc 2.00. Qgo boab kaj gjjogob al abll LV$400l al LV$430.6l
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 28, 2012