| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZFC | 74.000 | 86.20 | Sk3 | - | - | - | - | 2.00% | - | Jzuzvwqu | 3bD | - | 675 | 3aG+661 | - | - |
| L-1 | FEF | 434.000 | 6.70 | Htt | - | QQQ | - | - | 47.00% | - | Uewamhfh | 3cQ | - | 115 | 3dF+115 | - | - |
| Y | PXJ | 28.000 | 4.50 | I2 | - | - | - | - | 80.00% | - | Bqyxspjx | 3bK | - | 205 | 3zJ+205 | - | - |
| K-2 | PIO | 69.000 | 6.20 | Vee | - | - | - | - | 69.00% | - | Qbljxrrs | 3hO | - | 140 | 3nV+140 | - | - |
| Vpeqtq | XPP | 92.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | FRX | 88.000 | 5.20 | Fa2 | - | - | - | - | 52.00% | - | Mkmdhavf | 3aK | - | 165 | 3nW+165 | - | - |
| C | TJX | 34.000 | 6.90 | Mjj3 | - | - | - | - | 57.00% | - | Emjuvtqq | 3kT | - | 340 | 3gZ+340 | - | - |
Tranche Comments
L-1: First Pay: 2022-04-15; Redemption: 2023-10-15;
K-2: First Pay: 2022-04-15; Redemption: 2023-10-15;
B: First Pay: 2022-04-15; Redemption: 2023-10-15;
Y: First Pay: 2022-04-15; Redemption: 2023-10-15;
C: First Pay: 2022-04-15; Redemption: 2023-10-15;
H: First Pay: 2022-04-15; Redemption: 2023-10-15;
Vpeqtq: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Dmy Ywuu Naaemon 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 20, 2015