| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DXX | YCB | 5.500 | - | EP | LLL | SG | - | - | - | - | Fzzqulsh | DDVM | - | 95 | BDOI+95 | - | - |
| ZUU | OTL | 390.000 | - | KD | TTT | TK | - | - | 37.00% | - | Amsdbxki | LBTW | - | 124 | EPJI+124 | - | - |
| F2WW | JHE | 6.000 | - | FX | SSS- | ZB | - | - | 77.00% | - | Qarhupao | DJXF | - | 370 | KPPO+370 | - | - |
| N1YY | KGQ | 88.000 | - | WL | BBB- | NM | - | - | 86.00% | - | Drwazfif | YXKJ | - | 270 | PPVN+270 | - | - |
| J1YY | QSI | 32.000 | - | FV | GG | LX | - | - | 77.00% | - | Gofzyoaz | CHLF | - | 155 | CXFO+155 | - | - |
| W2EE | PXZ | 10.000 | - | FO | VV | GF | - | - | 96.00% | - | Vppta | TKBZ | - | 160 | 5.510% | - | - |
| CII | FXP | 48.000 | - | ZE | Y | MU | - | - | 27.00% | - | Nflrzqja | KZUA | - | 175 | NZNS+175 | - | - |
| GFF | HVE | 85.000 | - | VD | CC- | LP | - | - | 5.00% | - | Cfbjtpdl | WDAO | - | 480 | DTSH+480 | - | - |
| K1WWJ | OOH | 44.000 | - | YB | HH | ZM | - | - | 70.00% | - | Ibyztcsw | NYDK | - | 155 | ASYU+155 | - | - |
| NUUJ | AAV | 664.000 | - | TY | QQQ | BD | - | - | 22.00% | - | Ayekvzmu | ACWP | - | 124 | GQPY+124 | - | - |
| Bre | OHQ | 27.600 | - | SD | IG | NQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
DXX: Redemption: 2027-01-09; Registration: 144E/Aet C;
ZUU: Redemption: 2027-01-09; Registration: 144J/Ljy I;
NUUJ: Redemption: 2027-01-09; Registration: 144L/Jjt C;
J1YY: Redemption: 2027-01-09; Registration: 144W/Gbu I;
K1WWJ: Redemption: 2027-01-09; Registration: 144M/Cct Y;
W2EE: Redemption: 2027-01-09; Registration: 144L/Bri R;
CII: Redemption: 2027-01-09; Registration: 144V/Npa M;
N1YY: Redemption: 2027-01-09; Registration: 144Y/Hvr C;
F2WW: Redemption: 2027-01-09; Registration: 144D/Dsr T;
GFF: Redemption: 2027-01-09; Registration: 144G/Cpu A;
Bre: Redemption: 2027-01-09; Registration: 144Y/Lez Z;
Deal Comments
Vwfwx. Wuq Zkff Rwbcuwr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 9, 2013