| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Odm | CNP | 81.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | CCW | 355.000 | - | - | LLL | - | - | - | 44.00% | - | Vrousovf | MXPT | - | 155 | MUUN+155 | - | - |
| E | GTD | 60.000 | - | - | P | - | - | - | 19.00% | - | Crbofoya | QBQZ | 220-225 | 220 | MQAU+220 | - | - |
| W2 | UOS | 3.000 | - | - | RRR | - | - | - | 34.00% | - | Shuoqoyc | ZNLM | - | 168 | QWSQ+168 | - | - |
| N | FCW | 65.700 | - | - | UU- | - | - | - | 1.20% | - | Oejrzjkl | MJLL | 600-620 | 620 | YIUZ+620 | - | - |
| S1 | QAA | 85.000 | - | - | GG | - | - | - | 27.00% | - | Fvhmaasg | GVQF | - | 185 | ZNSN+185 | - | - |
| Y2 | PHM | 4.000 | - | - | JJJ- | - | - | - | 56.80% | - | Omkkpcoz | VNVO | 450f | 450 | ACZU+450 | - | - |
| Q2 | EVD | 9.000 | - | - | SS | - | - | - | 96.00% | - | Grmcv | - | - | - | 5.792% | - | - |
| I1 | BNZ | 54.000 | - | - | BBB- | - | - | - | 69.39% | - | Qswhmqhx | DGUX | 320-330 | 330 | SPJI+330 | - | - |
Tranche Comments
O1: Redemption: 2026-06-25; Registration: 144V/Nil Q;
W2: Redemption: 2026-06-25; Registration: 144K/Iac Z;
S1: Redemption: 2026-06-25; Registration: 144T/Hhg P;
Q2: Redemption: 2026-06-25; Registration: 144A/Yap F;
E: Redemption: 2026-06-25; Registration: 144Y/Tct T;
I1: Redemption: 2026-06-25; Registration: 144Z/Znc W;
Y2: Redemption: 2026-06-25; Registration: 144F/Fof S;
N: Redemption: 2026-06-25; Registration: 144W/Oxy B;
Odm: Redemption: 2026-06-25; Registration: 144H/Xio S;
Deal Comments
Imn-Ttww Vurwmuc 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 14, 2015