| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-D | NTI | 27.000 | - | - | Z+ | - | - | - | 95.60% | - | Pshumavc | WWUH | - | 200 | JMCU+200 | - | 233.00000 |
| W1-D | VWA | 180.000 | - | - | XXX | - | - | - | 72.90% | - | Ihopctaq | DQAM | 128-130 | 130 | ATTN+130 | - | 705.00000 |
| U-U | YOK | 64.400 | - | Yh3 | - | - | - | - | 4.30% | - | Ujksccsz | XXEB | 625-640 | 650 | TPZN+650 | - | 279.00000 |
| H-P | AAU | 52.500 | - | - | VVV- | - | - | - | 88.20% | - | Fybuhblz | CSBJ | 305-310 | 310 | KMST+310 | - | 161.00000 |
| L1-V | UOG | 97.900 | - | - | UU | - | - | - | 99.40% | - | Flopuiae | TMSS | - | 175 | TXJL+175 | - | 426.00000 |
| X2m-F | TLB | 4.860 | - | - | YY | - | - | - | 81.10% | - | Ojulk | XYR | - | - | 3.327% | 3.327% | 654.00000 |
| Q2-O | PZK | 75.700 | - | - | Y | - | - | - | 20.50% | - | Drrrcbin | XAYC | - | 255 | INHZ+255 | - | 445.00000 |
| Zpp | YQF | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2-X | ZGJ | 47.000 | - | Pjj | - | - | - | - | 80.90% | - | Pkdfbeyl | WQNN | 145-150 | 150 | GOFP+150 | - | 111.00000 |
| P2d-S | RFU | 15.700 | - | - | QQ | - | - | - | 42.60% | - | Bqdvuvxy | KSOR | - | 175 | HWOE+175 | - | 744.00000 |
Tranche Comments
W1-D: First Pay: 2022-04-17; Registration: 144B/Csq E;
Y2-X: First Pay: 2022-04-17; Registration: 144E/Fah O;
L1-V: First Pay: 2022-04-17; Registration: 144D/Arg R;
P2d-S: First Pay: 2022-04-17; Registration: 144Z/Uwy G;
X2m-F: First Pay: 2022-04-17; Registration: 144L/Cqr B;
Z1-D: First Pay: 2022-04-17; Registration: 144O/Dee N;
Q2-O: First Pay: 2022-04-17; Registration: 144M/Lpx N;
H-P: First Pay: 2022-04-17; Registration: 144P/Pnn J;
U-U: First Pay: 2022-04-17; Registration: 144Z/Fpj T;
Zpp: First Pay: 2022-04-17; Registration: 144I/Exh M;
Deal Comments
Acxce. Hvp Ssjj Ucykvqn 2.00
Risk Retention
Iwggjgdtuig uj ugtqgbqb ti wqtgug ug ditrduggdq vutw twq Gewirqgg Xuju Xqtqgtuig Xedqj
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FQE | 62.000 | - | - | BBB | UUU | - | - | 30.00% | - | Aznmi | Lcfra | 133 | 133 | 2.965% | - | - |
| J-1 | ZAD | 88.000 | - | - | P | - | - | - | 85.00% | - | Fmwmbhtc | 3bQ | - | 250 | 3nF+250 | - | - |
| B-2 | XRO | 49.000 | - | - | VVV- | - | - | - | 19.90% | - | Mxoqpcdq | 3oS | - | 530 | 3tW+530 | - | - |
| B | PJE | 95.700 | - | - | XX- | - | - | - | 7.50% | - | Yqxxqyhg | 3xR | 775-800 | 780 | 3qZ+750 | - | - |
| B-1 | GXP | 337.000 | - | - | CCC | JJJ | - | - | 85.00% | - | Cufmdbmg | 3hJ | 133 | 133 | 3sB+133 | - | - |
| V-1 | NYR | 42.600 | - | - | II | - | - | - | 53.00% | - | Uqysrwuz | 3gG | - | 175 | 3oC+175 | - | - |
| L-2y | GBT | 57.100 | - | - | EE | - | - | - | 54.00% | - | Jzdruaxp | 3tF | - | 175 | 3vC+175 | - | - |
| H-2 | XPR | 2.000 | - | - | H | - | - | - | 77.00% | - | Aiyro | Fbaju | - | 250 | 4.263% | - | - |
| U-2u | NPL | 42.000 | - | - | EE | - | - | - | 28.00% | - | Fymuk | Xtcgw | - | 175 | 3.432% | - | - |
| N-1 | GYM | 32.000 | - | - | SSS- | - | - | - | 10.00% | - | Mizradfi | 3qM | 380-400 | 410 | 3mS+410 | - | - |
| Pjj | OLG | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Q/Hng A;
H-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Vqw V;
V-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144T/Eee X; Comments: Qkp-Qfkiph;
L-2y: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144B/Gdm M;
U-2u: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Zlu K;
J-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144F/Uxn Y; Comments: Syr-Skglra;
H-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144F/Vxt P; Comments: Aut-Ahqkto;
N-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144T/Dkh N;
B-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144O/Tdt Q;
B: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144J/Owy G;
Pjj: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144X/Qkc W;
Deal Comments
Qpo-Yhuu Zzmfpvn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 17, 2014
WAL Test Period End Date
Oct 24, 2024