| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2S2 | YBS | 24.290 | - | - | - | EEE | - | - | 59.00% | - | Yfzztwxh | YQIQ | 170 | 170 | IXXZ+170 | - | - |
| F1J2 | ZKD | 85.000 | - | - | AA | - | - | - | 24.00% | - | Jewccsjm | SCJD | 190-195 | 195 | KYKL+195 | - | - |
| CH2 | HAU | 60.000 | - | - | D | - | - | - | 45.00% | - | Mwypmunl | IMQS | 235-240 | 240 | IVUJ+240 | - | - |
| N2Z2 | PNP | 5.000 | - | - | XXX- | - | - | - | 59.00% | - | Dzeffkai | MSWB | 465-485 | 465 | CDGY+465 | - | - |
| U2U2 | AIK | 63.000 | - | - | YY | - | - | - | 10.00% | - | Lskyp | Oxmqo | 190-195 | - | 5.790% | - | - |
| XR2 | RLG | 26.000 | - | - | RR- | - | - | - | 6.00% | - | Ipmhmdbl | KJFR | 625-645 | 625 | TNAY+625 | - | - |
| Pvz | OXX | 26.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1K2 | VMG | 267.780 | - | - | BBB | YYY | - | - | 52.70% | - | Dieljmic | TTLH | - | 150 | CYDC+150 | - | - |
| I1Z2 | CLH | 13.000 | - | - | AAA- | - | - | - | 75.00% | - | Iluyxshh | NXDT | 345-355 | 350 | MQDH+350 | - | - |
Tranche Comments
E1K2: Redemption: 2026-04-23; Registration: 144C/Zsr E; Comments: Aqg-rmmlgm;
Y2S2: Redemption: 2026-04-23; Registration: 144K/Cif K;
F1J2: Redemption: 2026-04-23; Registration: 144W/Ohp K;
U2U2: Redemption: 2026-04-23; Registration: 144Y/Xco Y;
CH2: Redemption: 2026-04-23; Registration: 144T/Znn D;
I1Z2: Redemption: 2026-04-23; Registration: 144U/Ahv K;
N2Z2: Redemption: 2026-04-23; Registration: 144U/Eca Q;
XR2: Redemption: 2026-04-23; Registration: 144D/Kcd V;
Pvz: Redemption: 2026-04-23; Registration: 144F/Mbh Z;
Deal Comments
Tpmpk. Bbq Gnaa Fpvtboh 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 18, 2013