| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-Y | YBO | 700.000 | 8.90 | Sjj | - | - | - | - | 17.00% | - | Szrjrwsz | LELN | - | 175 | MXSA+175 | - | - |
| N-B | AQS | 41.700 | 5.60 | - | - | GG | - | - | 82.00% | - | Gllpfctd | BTVA | - | 260 | WYKV+260 | - | - |
| N2-R | CJU | 38.510 | 3.70 | - | - | I | - | - | 35.50% | - | Awqahjdi | VSAH | - | 343 | YDXB+343 | - | - |
| U1-K | EWW | 29.000 | 8.50 | - | - | X+ | - | - | 16.67% | - | Crhdwusr | CSPD | - | 280 | VXKB+280 | - | - |
| O-B | NAE | 56.250 | 49.20 | - | - | LL- | - | - | 4.90% | - | Wwzeulmp | QJVC | - | 762 | KXUI+762 | - | - |
| Wms | BGH | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | CWK | 8.200 | 4.20 | Abb | - | - | - | - | - | - | Zsswbtkf | UNPU | - | 135 | SSLS+135 | - | - |
| E2-K | TBG | 66.800 | 8.00 | - | - | JJJ | - | - | 36.00% | - | Jrhkyzcs | HTAQ | - | 200 | JPGP+200 | - | - |
| G-H | VEF | 40.910 | 6.10 | - | - | QQQ- | - | - | 52.00% | - | Vxmauxbs | QVGK | - | 509 | SQAR+509 | - | - |
Tranche Comments
A: Redemption: 2025-11-16; Registration: 144V/Etz H;
Z1-Y: Redemption: 2025-11-16; Registration: 144G/Ysj R;
E2-K: Redemption: 2025-11-16; Registration: 144U/Wvj T;
N-B: Redemption: 2025-11-16; Registration: 144M/Chy U;
U1-K: Redemption: 2025-11-16; Registration: 144B/Wrh Y;
N2-R: Redemption: 2025-11-16; Registration: 144Q/Cak M;
G-H: Redemption: 2025-11-16; Registration: 144L/Jlx U;
O-B: Redemption: 2025-11-16; Registration: 144O/Tvv I;
Wms: Redemption: 2025-11-16; Registration: 144W/Llk N;
Deal Comments
Wxkxy. Mwz Hfww Lxmywev 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 22, 2015