| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | NQB | 795.200 | - | - | WWW | - | - | - | 79.00% | - | Nhpmfwmi | SSPM | - | - | JSCN+162 | - | - |
| D | ZOS | 45.360 | - | - | MM- | - | - | - | 9.10% | - | Hcwwzzog | BQES | - | - | NBYY+815 | - | - |
| I-1 | PHM | 75.000 | - | - | VV | - | - | - | 66.80% | - | Hluqfdyz | BBSU | - | - | HVUZ+220 | - | - |
| Pif | ZOM | 24.829 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | CGS | 50.700 | - | - | GGG | - | - | - | 58.00% | - | Fwuwm | - | - | - | 4.236% | - | - |
| N-2 | AVQ | 71.810 | - | - | CC | - | - | - | 92.50% | - | Qsnpm | - | - | - | 4.794% | - | - |
| C-1 | MLN | 35.000 | - | - | C | - | - | - | 87.00% | - | Zzvjaslj | LSPY | - | - | IUYG+300 | - | - |
| A-2 | IRS | 86.980 | - | - | M | - | - | - | 31.00% | - | Qrlzn | - | - | - | 5.589% | - | - |
| X | PLU | 81.000 | - | - | RRR- | - | - | - | 89.00% | - | Cbtxoytf | LGJZ | - | - | SKUE+480 | - | - |
Tranche Comments
D-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
P-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
I-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
N-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
C-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
A-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
X: First Pay: 2022-10-24; Redemption: 2024-04-23;
D: First Pay: 2022-10-24; Redemption: 2024-04-23;
Pif: First Pay: 2022-10-24; Redemption: 2024-04-23;
Deal Comments
Tqn Sqqq Bcnjqsd 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2014