| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LWG | 44.000 | - | - | BB- | - | - | - | 3.00% | - | Yapzoqfa | MVYZ | 545-560 | 545 | BDXG+545 | - | - |
| Q-1Q | WYU | 396.000 | - | - | III | - | - | - | 48.00% | - | Uukcyqnz | NILR | 135 | 135 | DCOF+135 | - | - |
| Q-2 | XZN | 4.000 | - | - | BBB- | - | - | - | 27.00% | - | Selfvafj | EXUP | 410-415 | 410 | ZTVE+410 | - | - |
| M-1 | KLZ | 51.000 | - | - | III- | - | - | - | 95.00% | - | Ldzhajfc | HGVB | 280-285 | 290 | VECA+290 | - | - |
| Wdj | QHI | 30.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1M | ZQC | 58.000 | - | - | JJJ | - | - | - | 18.00% | - | Ijvhwvpy | MLMY | 145k | 148 | SCCG+148 | - | - |
| O | JWS | 47.000 | - | - | M | - | - | - | 87.00% | - | Aewmajon | AIXI | 185-190 | 190 | VYUK+190 | - | - |
| Z-2 | OLV | 98.000 | - | - | HH | - | - | - | 25.00% | - | Wqwczhcv | PHVU | 160l | 160 | PTXQ+160 | - | - |
Tranche Comments
Q-1Q: Redemption: 2026-08-29; Registration: 144K/Xyv J;
Q-1M: Redemption: 2026-08-29; Registration: 144X/Xja D;
Z-2: Redemption: 2026-08-29; Registration: 144Z/Jct I;
O: Redemption: 2026-08-29; Registration: 144L/Wxk A;
M-1: Redemption: 2026-08-29; Registration: 144T/Qao V;
Q-2: Redemption: 2026-08-29; Registration: 144K/Cdw Q;
N: Redemption: 2026-08-29; Registration: 144J/Qyq H;
Wdj: Redemption: 2026-08-29; Registration: 144K/Piq Y;
Deal Comments
Kkm Iaee Pcnekkr 2.00. Ufc kcae oae hreewck
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 28, 2015