| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2P2 | JME | 42.000 | - | - | HHH- | - | - | - | 98.00% | - | Whalg | - | 425o | - | 7.721% | - | - |
| QF2 | VUY | 33.000 | - | - | BB | - | - | - | 48.00% | - | Owxdpypd | LNEA | 170-175 | 175 | KLPS+175 | - | - |
| DA2 | XQH | 30.600 | - | - | KK- | - | - | - | 4.00% | - | Jjplqyjy | ECKM | 650y | 675 | IYII+675 | - | - |
| L1Z2 | CIX | 938.000 | - | - | QQQ | - | - | - | 40.00% | - | Wcqhcaku | WDXD | 138 | 138 | PHUO+138 | - | - |
| P2Q2 | ILX | 65.000 | - | - | BBB | - | - | - | 46.00% | - | Qwcurdfk | GUED | 158m | 158 | IYJQ+158 | - | - |
| Y1J2 | FES | 54.200 | - | - | OOO | - | - | - | 30.00% | - | Fasuaixs | HVKE | 300-310 | 310 | SXDW+310 | - | - |
| Ycw | BSK | 24.526 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BP2 | SHU | 18.000 | - | - | V | - | - | - | 57.00% | - | Ejmapcqb | GNZX | 200t | 200 | IDVS+200 | - | - |
Tranche Comments
L1Z2: Redemption: 2026-11-06; Registration: 144C/Ksi G;
P2Q2: Redemption: 2026-11-06; Registration: 144K/Vil A;
QF2: Redemption: 2026-11-06; Registration: 144K/Tqi Q;
BP2: Redemption: 2026-11-06; Registration: 144U/Cbj C;
Y1J2: Redemption: 2026-11-06; Registration: 144X/Kpk S;
Z2P2: Redemption: 2026-11-06; Registration: 144B/Cpu Z;
DA2: Redemption: 2026-11-06; Registration: 144T/Fex E;
Ycw: Redemption: 2026-11-06; Registration: 144U/Xff L;
Deal Comments
Jbqbq. Bwy-Nvpp Sbrowem 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 4, 2014