| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1YJ | PTT | 38.000 | - | - | PPP | - | - | - | 73.00% | - | Pzexmonu | NGXD | - | 138 | YJUP+138 | - | - |
| XL | LPP | 40.000 | - | - | II- | - | - | - | 9.00% | - | Ghdksyva | GWDB | 625-650 | 650 | SYVL+650 | - | - |
| F1S | AAG | 679.000 | - | - | DDD | - | - | - | 55.00% | - | Ryxcvsjh | YQWM | 136o | 138 | ICKK+138 | - | - |
| HY | PAO | 47.000 | - | - | R | - | - | - | 20.00% | - | Eukeovjo | KGVS | 200-210 | 210 | AJPQ+210 | - | - |
| O1U | YKD | 47.000 | - | - | GGG- | - | - | - | 74.00% | - | Meywdpis | MEZF | 300-310 | 330 | UUBP+330 | - | - |
| WW | ULX | 60.000 | - | - | FF | - | - | - | 98.00% | - | Uxxzzmml | CWFG | 165-170 | 175 | KKWG+175 | - | - |
| U2K | ICN | 39.000 | - | - | PPP | - | - | - | 63.00% | - | Xzfqkoim | WULI | 155f | 158 | SUFL+158 | - | - |
| Tfv | ZNK | 79.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2L | FOA | 5.000 | - | - | XXX- | - | - | - | 43.00% | - | Exfjxmde | VAQZ | 435-450 | 470 | PUAF+470 | - | - |
Tranche Comments
F1S: Redemption: 2026-09-10; Registration: 144Q/Zoq R;
T1YJ: Redemption: 2026-09-10; Registration: 144L/Tjf Y;
U2K: Redemption: 2026-09-10; Registration: 144Z/Pbl U;
WW: Redemption: 2026-09-10; Registration: 144L/Vnd F;
HY: Redemption: 2026-09-10; Registration: 144W/Uag A;
O1U: Redemption: 2026-09-10; Registration: 144E/Ofw V;
F2L: Redemption: 2026-09-10; Registration: 144J/Lud X;
XL: Redemption: 2026-09-10; Registration: 144K/Hth I;
Tfv: Redemption: 2026-09-10; Registration: 144H/Gpd P;
Deal Comments
Sxhxs. Ljo Lmpp Zxxnjqf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 21, 2015