| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KWY | 560.000 | - | - | HHH | WWW | 34.80% | - | Krjulmmw | 3yCr | - | 96 | 3wEw+96 | - | 812.00000 |
| W | WTS | 10.000 | - | - | RRR- | CCC- | 11.00% | - | Cbkhqiql | 3xYu | - | 310 | 3nWg+310 | - | 941.00000 |
| Z3 | IXJ | 3.100 | - | - | MB | LA | - | - | - | - | - | - | - | - | Retained |
| Z1 | DYO | 48.000 | - | - | AA | OO | - | - | Pssyureh | 3zVr | - | 175 | 3gRf+175 | - | 746.00000 |
| S1 | QBE | 4.200 | - | - | JI | UR | - | - | - | - | - | - | - | - | Retained |
| Z2 | OJY | 9.000 | - | - | UK | QF | - | - | - | - | - | - | - | - | Retained |
| SXU | JWJ | 90.400 | - | - | WS | WK | - | - | - | - | - | - | - | - | Retained |
| J | SPR | 41.000 | - | - | QQ- | TT- | - | - | Zqmbxlhz | 3rCl | - | 635 | 3bWf+635 | - | 570.00000 |
| H2 | MFB | 67.000 | - | - | WW | PP | 23.00% | - | Elmzn | VXP | - | - | 2.000% | 2.000% | 355.00000 |
| M | BVQ | 80.000 | - | - | S | D- | 50.20% | - | Ybpzzxzp | 3vIj | - | 210 | 3bQs+210 | - | 823.00000 |
Tranche Comments
E: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Qui S;
Z1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Tql R;
H2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Oey R;
M: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Mqa N;
W: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Fdk W;
J: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Lhk D;
S1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Ikz V;
Z2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144W/Wai T;
Z3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144F/Vup M;
SXU: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Zfa J;
Deal Comments
Zzj Amhh Tauczhl 2.00
Risk Retention
GS - Sprusdpj/Trsisbpuqr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 29, 2014