| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 540.000 | - | Aaa | - | AAA | - | - | - | - | Floating | 3mL | - | 112 | 3mL+112 | - | - |
| A-2-R | USD | 101.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B-R | USD | 50.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| C-R | USD | 51.400 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 275 | 3mL+275 | - | - |
| D-R | USD | 34.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 560 | 3mL+560 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | CWR | 999.910 | - | Zmm | - | KKK | - | - | - | - | Xpfealcf | 3xB | - | 155 | 3sJ+155 | - | - |
| D-2 | ZZQ | 79.700 | - | Ph2 | - | - | - | - | - | - | Opvybhhq | 3oS | - | 235 | 3xS+235 | - | - |
| X | QPE | 15.300 | - | Az3 | - | - | - | - | - | - | Jqpvrwzt | 3lI | - | 630 | 3vW+630 | - | - |
| G | NVJ | 59.300 | - | C2 | - | - | - | - | - | - | Shlcdzsr | 3sL | - | 330 | 3aQ+330 | - | - |
| Emippi | UZO | 87.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | FCI | 98.500 | - | Xrr3 | - | - | - | - | - | - | Kjelslya | 3oH | - | 370 | 3iR+370 | - | - |
Tranche Comments
B-1: Registration: 144V/Zcl L;
D-2: Registration: 144C/Aqy V;
G: Registration: 144B/Grx M;
X: Registration: 144N/Pnu L;
X: Registration: 144W/Jwv S;
Emippi: Registration: 144K/Xeh L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FVC | 68.900 | - | Hqq3 | - | IS | - | - | - | - | Jbsjuldd | 3kE | - | 410 | 3cX+410 | - | - |
| G-1 | MST | 273.000 | - | Vyy | - | RRR | - | - | - | - | Mxxqwlvj | 3kO | - | 177 | 3sB+177 | - | - |
| K-2 | IUU | 94.100 | - | Xq2 | - | MV | - | - | - | - | Pzprqlov | 3lP | - | 275 | 3qX+275 | - | - |
| Dohf | BAC | 483.100 | - | QK | - | DX | - | - | - | - | - | - | - | - | - | - | Retained |
| G | EBR | 36.200 | - | K2 | - | PK | - | - | - | - | Dlcfkxbx | 3qC | - | 350 | 3iW+350 | - | - |
| A | XHI | 11.400 | - | Vg3 | - | GJ | - | - | - | - | Temjrlao | 3rO | - | 565 | 3mC+565 | - | - |
Tranche Comments
G-1: First Pay: 2015-05-25; Redemption: 2017-02-25;
K-2: First Pay: 2015-05-25; Redemption: 2017-02-25;
G: First Pay: 2015-05-25; Redemption: 2017-02-25;
H: First Pay: 2015-05-25; Redemption: 2017-02-25;
A: First Pay: 2015-05-25; Redemption: 2017-02-25;
Dohf: First Pay: 2015-05-25; Redemption: 2017-02-25;
Deal Comments
Rcq Qshh Xgfbclm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 26, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NFU | 88.000 | - | Tnn2 | DDD | - | - | - | - | - | - | - | - | - | - | - | - |
| U | IVH | 538.000 | - | Jaa | LLL | - | - | - | - | - | Helcrhep | 3sH | - | - | 3yM+175 | - | - |