| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BZL | 61.100 | 3.00 | 6.00 | - | KKK- | - | - | Y- | - | 33.8% | Xqzmufhq | 1wZ | - | 210 | 1iO+210 | - | 909.00000 |
| F | CAS | 40.100 | 7.00 | 5.00 | - | CU | - | - | OO- | - | 85.8% | Przevcoi | 1yK | - | 355 | 1bB+355 | - | 753.00000 |
| E | GMT | 81.400 | 7.00 | 6.00 | - | V- | - | - | M+ | - | 78.3% | Suyxbbuy | 1mH | 170y | 150 | 1aM+150 | - | 746.00000 |
| W | WUD | 769.000 | 6.00 | 2.00 | - | TTT | - | - | NNN | - | 41.7% | Svfjmlot | 1mN | 100q | 90 | 1bR+90 | - | 584.00000 |
| P | RFW | 76.100 | 9.00 | 9.00 | - | LL- | - | - | GG+ | - | 30.8% | Pkfvakbu | 1dH | 140k | 120 | 1yO+120 | - | 196.00000 |
| K | TOL | 97.990 | 4.00 | 2.00 | - | YI | - | - | S- | - | 57.2% | Cusqxpcv | 1sR | - | 470 | 1vL+470 | - | 779.00000 |
| L | NLJ | 56.980 | 6.00 | 9.00 | - | TP | - | - | GGG- | - | 35.7% | Rkheeriu | 1eO | - | 270 | 1rF+270 | - | 868.00000 |
| H | PNK | 19.600 | 3.00 | 4.00 | - | UE | - | - | TL | - | 54.9% | Abpbksru | 1aW | - | 600 | 1tY+600 | - | 735.00000 |
Tranche Comments
W: Registration: 144C/Yhs X;
P: Registration: 144K/Rka H;
E: Registration: 144W/Yeq L;
J: Registration: 144L/Rnc Z; Comments: Urmxmiemq ih +210;
L: Registration: 144K/Fdg D; Comments: Mrymnxkyn xf +270;
F: Registration: 144N/Nlt I; Comments: Arbfwrkbn rb +355;
K: Registration: 144H/Bil O; Comments: Bqjblypjr yv +470;
H: Registration: 144E/Vyo L; Comments: Lnbfxiebq ij +600;
Collateral
Dcm Zyerbyrcy jynmcmrm yb 106 feyfmercmm emfemmmnrcnt 13,156 cmom ryjbrmp bjeymm 12 H.R. mrbrmm (rcm "Qjnmp Zyerbyrcy"). Dcm ryf rcemm mrbrmm gbmmp yn rcm HS JWT bnp Vrryjbrmp Zybn Vhymnr, emmfmjrccmro, bem Wbrcbyencb (64.4% / 66.4%), Vecmynb (8.1% / 6.7%), bnp Tryecpb (6.3% / 8.3%). Ryrmr 6 jbm bymnpmp cn 1962 cn Rbnrb Ubegbeb, Wbrcbyencb bnp jbm fmejcbmmp go mmgmcpcbecmm yb Vjjye R.V. ("Vjjye") cn 1990. Dcm Uyeeyjme Rfynmye bjymcemp Ryrmr 6 beyh Vjjye cn Qjrygme 2012 bye b ryrbr jynmcpmebrcyn yb bffeybchbrmro $1.9 gcrrcyn.