| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZQ | KTT | 22.400 | - | JS | BB | - | - | - | - | - | Cmwhseqk | VCOM | 200-205 | 195 | AWGU+195 | - | - |
| KH1 | WFP | 24.700 | - | DM | BBB- | - | - | - | - | - | Hsjqykvg | OYOE | - | 405 | BNUU+405 | - | - |
| ZP | TYP | 735.600 | - | Vff | FW | - | - | - | - | - | Kszudkjx | OJTO | 152 | 152 | WYUK+152 | - | - |
| B | NXJ | 5.400 | - | GY | CCC | - | - | - | - | - | Pkyevvrw | PDVW | - | 105 | BHFN+105 | - | - |
| YU | KPS | 67.500 | - | IW | C | - | - | - | - | - | Apjvzpqa | KPBU | 235-245 | 240 | IIMF+240 | - | - |
| FS | YSI | 81.733 | - | LU | HH- | - | - | - | - | - | Vlaqjcoa | YKXS | 700-715 | 733 | ZVZH+733 | - | - |
| Uxh | BTD | 92.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| PP2 | WKY | 56.000 | - | OE | XXX- | - | - | - | - | - | Kjqfh | - | - | - | 7.711% | - | - |
Tranche Comments
B: Redemption: 2026-02-22; Registration: 144G/Ykn K;
ZP: Redemption: 2026-02-22; Registration: 144O/Bkf T;
ZQ: Redemption: 2026-02-22; Registration: 144D/Quo T;
YU: Redemption: 2026-02-22; Registration: 144N/Evk W;
KH1: Redemption: 2026-02-22; Registration: 144Z/Pss C;
PP2: Redemption: 2026-02-22; Registration: 144A/Qqs U;
FS: Redemption: 2026-02-22; Registration: 144J/Phb T;
Uxh: Redemption: 2026-02-22; Registration: 144Y/Wai U;
Deal Comments
Bctcg. Mwt Ukcc Tcfcwrv 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 15, 2014