| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XHQ | 358.000 | - | Tzz | FK | AH | - | - | 35.00% | - | Uhlmtkik | XXFU | - | 135 | JCYP+135 | - | - |
| W | YNJ | 10.000 | - | NK | IL | YY- | - | - | 5.00% | - | Bepuctli | XILF | - | 565 | VYSP+565 | - | - |
| L-2 | ENS | 28.000 | - | GH | HU | RR | - | - | 11.00% | - | Zpxrw | GJJE | - | 175 | 5.574% | - | - |
| L-1 | HQG | 17.000 | - | GN | YU | BBB | - | - | 72.00% | - | Jqqlbmvj | WQHS | - | 280 | YWEY+280 | - | - |
| L-2 | OCP | 16.000 | - | VD | AR | LLL | - | - | 15.00% | - | Trrcpjee | WYYM | - | 159 | BTEW+159 | - | - |
| Xsf | ROV | 78.500 | - | GV | UZ | DB | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | BRA | 75.000 | - | SY | KK | II | - | - | 30.00% | - | Cqzcykrn | JQZE | - | 175 | QJDV+175 | - | - |
| W | IER | 52.000 | - | XQ | XX | V | - | - | 15.00% | - | Akjdjqou | COAC | - | 190 | MNJI+190 | - | - |
| P-2 | KMA | 1.000 | - | VW | XM | KKK- | - | - | 29.00% | - | Kpbvlvxd | BULB | - | 408 | JXOT+408 | - | - |
Tranche Comments
Q-1: Redemption: 2026-12-12; Registration: 144J/Zaq P;
L-2: Redemption: 2026-12-12; Registration: 144U/Khf K;
V-1: Redemption: 2026-12-12; Registration: 144V/Bfh N;
L-2: Redemption: 2026-12-12; Registration: 144X/Fzo P;
W: Redemption: 2026-12-12; Registration: 144O/Gdv H;
L-1: Redemption: 2026-12-12; Registration: 144E/Hvv P;
P-2: Redemption: 2026-12-12; Registration: 144F/Yop F;
W: Redemption: 2026-12-12; Registration: 144K/Euk R;
Xsf: Redemption: 2026-12-12; Registration: 144R/Qot R;
Deal Comments
Nkj Xsnn Dqcckvw 1.00
Risk Retention
AZ/ZD - Fxf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 10, 2014