| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CBO | 51.000 | 8.20 | - | WWW- | CCC- | 71.00% | - | Prvpmlkw | 3sJt | - | 365 | 3aRs+365 | - | 595.00000 |
| Pax | PNH | 32.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | JJP | 44.000 | 2.20 | - | BB | HH | 81.24% | - | Wgtur | - | - | - | 5.25% | 5.250% | 830.00000 |
| W-1 | AFT | 9.000 | 4.30 | - | B+ | Y+ | 5.00% | - | Iczkfbtl | 3dNp | - | 850 | 3wRv+808 | - | 19.30000 |
| ZF | IZX | 996.000 | 8.60 | - | HHH | PPP | 60.00% | - | Gqokhkmu | 3yZj | - | 130 | 3eKj+130 | - | 651.00000 |
| Y | GWE | 34.000 | 3.10 | - | C | C | 91.00% | - | Nckwzmss | 3mCp | - | 250 | 3pXs+250 | - | 686.00000 |
| K | LPA | 79.000 | 8.40 | - | DD- | GG- | 7.99% | - | Tsruomwf | 3kFn | - | 675 | 3rRr+659 | - | 49.00000 |
| YF | PLC | 79.000 | 6.70 | - | BBB | UUU | 95.00% | - | Dvzdzbwa | 3yDp | - | 130 | 3lWf+130 | - | 728.00000 |
| P-2 | IPO | 3.000 | 4.70 | - | C- | T- | 1.45% | - | Jqvhocvb | 3rTc | - | 1000 | 3jOz+859 | - | 55.00000 |
| P-1 | FNL | 55.000 | 3.40 | - | FF | YY | 68.11% | - | Kurphfnw | 3nPn | - | 210 | 3mKm+210 | - | 514.00000 |
Tranche Comments
ZF: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144A/Dkz B;
YF: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Uip M;
P-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Q/Nza R;
D-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144W/Gsg J;
Y: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Cof H;
B: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Bdz V;
K: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Gkj R;
W-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Xqj K;
P-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144H/Iju O;
Pax: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144I/Bde C;
Deal Comments
Zpq-Vmxx Yqylpwf 1.5
Risk Retention
RB/BL - Uym, Byhpbbwq
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Mar 8, 2014