| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Gvp | OHY | 70.500 | - | - | QO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2R | FOS | 36.100 | 9.70 | - | GGG | - | - | - | 70.00% | - | Dqwampub | IZWO | - | 245 | NQCO+245 | - | 133.00000 |
| LA | ONT | 28.210 | 3.30 | - | JJ | - | - | - | 40.10% | - | Twnazjpn | DBVI | - | 270 | AXMQ+270 | - | 454.00000 |
| IN | ZUF | 95.200 | 2.60 | - | S | - | - | - | 94.60% | - | Iwshsdag | TOJU | - | 355 | NHQO+355 | - | 621.00000 |
| OS | NBG | 58.000 | 8.80 | - | II- | - | - | - | 60.00% | - | - | - | - | - | - | - | Retained |
| CM | ABH | 20.830 | 5.00 | - | CCC- | - | - | - | 43.00% | - | Ebksamnn | DGYM | - | 545 | NUED+545 | - | 729.00000 |
| L-1H | QAE | 463.000 | 7.70 | - | PPP | - | - | - | 42.00% | - | Xhupcajz | YECK | - | 195 | JYMV+195 | - | 357.00000 |
Tranche Comments
L-1H: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144F/Ppi L;
M-2R: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144O/Wka U;
LA: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144H/Uhm X;
IN: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144D/Lfj X;
CM: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Qcq F;
OS: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144H/Wja G;
Gvp: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144A/Qcr D;
Deal Comments
Zqyqn. Kpg Ivpp Fqebpnt 2.00
Risk Retention
NV - Npfe TN/NT - Npf
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 2013