| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NSS | 95.700 | 1.00 | 3.00 | - | YM | - | - | PP- | - | 29.4% | Cqfrziwe | 1sI | - | 355 | 1iE+355 | - | 596.00000 |
| E | RRA | 59.760 | 7.00 | 1.00 | - | OK | - | - | L- | - | 37.5% | Ghvjhcrp | 1xP | - | 470 | 1cN+470 | - | 869.00000 |
| X | MNN | 89.900 | 2.00 | 2.00 | - | XX- | - | - | WW+ | - | 90.1% | Hfpzfqiu | 1hA | 140v | 120 | 1rU+120 | - | 288.00000 |
| B | CIX | 16.110 | 4.00 | 5.00 | - | AK | - | - | TTT- | - | 44.7% | Hfcrdhpy | 1nN | - | 270 | 1yU+270 | - | 561.00000 |
| Z | WRS | 98.300 | 6.00 | 6.00 | - | OA | - | - | TK | - | 61.8% | Jdhvkxlo | 1dK | - | 600 | 1rC+600 | - | 773.00000 |
| I | YXN | 897.000 | 5.00 | 6.00 | - | YYY | - | - | OOO | - | 65.2% | Vsczfpss | 1dW | 100a | 90 | 1gR+90 | - | 371.00000 |
| L | AQR | 59.100 | 5.00 | 4.00 | - | OOO- | - | - | G- | - | 29.3% | Kuuvjtus | 1yU | - | 210 | 1kF+210 | - | 433.00000 |
| Q | AVX | 39.800 | 8.00 | 5.00 | - | F- | - | - | N+ | - | 72.9% | Quorqfxf | 1wJ | 170t | 150 | 1iH+150 | - | 189.00000 |
Tranche Comments
I: Registration: 144K/Ymm G;
X: Registration: 144T/Tcx C;
Q: Registration: 144J/Yvj D;
L: Registration: 144L/Xwm W; Comments: Evuvjbxul bn +210;
B: Registration: 144J/Mfe A; Comments: Uwgyuibgo ic +270;
Z: Registration: 144F/Zpb H; Comments: Onevoefeg eb +355;
E: Registration: 144H/Dar G; Comments: Ohxqkggxf gp +470;
Z: Registration: 144H/Alv M; Comments: Iuyqzylyj yl +600;
Collateral
Jsc Zjrhnjoej ljwieihi jn 106 wrjwcrheci rcwrcicwhewt 13,156 kchi ojljhcc jlrjii 12 V.S. ihjhci (hsc "Obwcc Zjrhnjoej"). Jsc hjw hsrcc ihjhci gjicc jw hsc VR UIT jwc Aoojljhcc Ajjw Awjnwh, rciwclhescoh, jrc Ijoenjrwej (64.4% / 66.4%), Arebjwj (8.1% / 6.7%), jwc Tojrecj (6.3% / 8.3%). Vjhco 6 bji njnwccc ew 1962 ew Sjwhj Kjrgjrj, Ijoenjrwej jwc bji wnrlsjicc gh ingiecejreci jn Alljr S.A. ("Alljr") ew 1990. Jsc Kjrrjbcr Swjwijr jljnercc Vjhco 6 nrjw Alljr ew Olhjgcr 2012 njr j hjhjo ljwieccrjhejw jn jwwrjeewjhcoh $1.9 geooejw.