| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-U2 | BKT | 96.000 | - | - | I | - | - | - | 22.00% | - | Txrhpqjr | SDAN | 200-210 | 200 | NDDA+200 | - | - |
| N-E2 | HVO | 87.000 | - | - | SS- | - | - | - | 7.00% | - | Imubbvbc | XZCB | 725-750 | 799 | ICPF+799 | - | - |
| M-1-M2 | GIA | 99.000 | - | - | DDD- | - | - | - | 91.00% | - | Npzqmhit | QDOQ | 300-310 | 320 | ZANC+320 | - | - |
| Nyo | ZNK | 78.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-Q2 | BPQ | 6.000 | - | - | CCC- | - | - | - | 25.00% | - | Wlhjedau | TECK | 475y | 505 | UQAV+505 | - | - |
| L-1-P2 | WQV | 461.000 | - | - | NNN | - | - | - | 43.00% | - | Ycrkqhth | TMNK | 135-136 | 137 | YKQW+137 | - | - |
| F-E2 | RSJ | 80.000 | - | - | YY | - | - | - | 99.00% | - | Lkdvqjmv | NGDO | 175c | 175 | ITCL+175 | - | - |
| E-2-V2 | KWK | 1.000 | - | - | JJJ | - | - | - | 62.00% | - | Fxwyrxjs | ALPR | 150-155 | 150 | ASEQ+150 | - | - |
Tranche Comments
L-1-P2: Redemption: 2026-08-28; Registration: 144Q/Zbz S;
E-2-V2: Redemption: 2026-08-28; Registration: 144K/Yne Q;
F-E2: Redemption: 2026-08-28; Registration: 144D/Jbo R;
Z-U2: Redemption: 2026-08-28; Registration: 144J/Ehd D;
M-1-M2: Redemption: 2026-08-28; Registration: 144Z/Lqr H;
D-2-Q2: Redemption: 2026-08-28; Registration: 144E/Qls F;
N-E2: Redemption: 2026-08-28; Registration: 144Q/Wun V;
Nyo: Redemption: 2026-08-28; Registration: 144W/Mqx C;
Deal Comments
Awuww. Iun Vxzz Kwfeuly 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 6, 2015