| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-L2 | ARM | 26.000 | 4.90 | - | - | T | - | - | 22.80% | - | Kwwjxbds | IDFM | - | 200 | JOFV+200 | - | 821.00000 |
| O-1HU2 | MYV | 2.000 | 1.60 | - | - | BBB- | - | - | 49.60% | - | Qmrdtzyn | TCMZ | - | 375 | CDJK+375 | - | 288.00000 |
| T-1Z2 | FTN | 920.000 | 8.39 | Pbb | - | - | - | - | 10.20% | - | Swzcmhrq | ZWCT | - | 136 | KTKY+136 | - | 672.00000 |
| F-C2 | HBJ | 45.000 | 42.90 | - | - | UU- | - | - | 4.70% | - | Hzykpcxn | VLSQ | - | 675 | JGKN+675 | - | 860.00000 |
| Hqpojd | YHE | 67.700 | - | - | - | BI | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1UQ2 | NCH | 95.000 | 3.82 | - | - | ZZZ- | - | - | 15.90% | - | Jpzqbcnc | HDSS | - | 315 | TQFM+315 | - | 755.00000 |
| Y-2I2 | YML | 3.000 | 7.55 | - | - | YYY- | - | - | 35.50% | - | Hwqwlduo | WMQD | - | 420 | CXBP+420 | - | 799.00000 |
| W-2O2 | RRG | 44.000 | 2.80 | - | - | LLL | - | - | 35.20% | - | Wkkujbma | KSMH | - | 158 | YGCA+158 | - | 368.00000 |
| X-P2 | VIH | 32.000 | 6.11 | - | - | MM | - | - | 91.10% | - | Hrrxulmv | QJNQ | - | 175 | GZON+175 | - | 109.00000 |
Tranche Comments
T-1Z2: Redemption: 2026-10-15; Registration: 144H/Eby C;
W-2O2: Redemption: 2026-10-15; Registration: 144K/Lre D;
X-P2: Redemption: 2026-10-15; Registration: 144O/Ufv L;
P-L2: Redemption: 2026-10-15; Registration: 144U/Lqd O;
L-1UQ2: Redemption: 2026-10-15; Registration: 144C/Uml F;
O-1HU2: Redemption: 2026-10-15; Registration: 144P/Kkt N;
Y-2I2: Redemption: 2026-10-15; Registration: 144Z/Ekv K;
F-C2: Redemption: 2026-10-15; Registration: 144W/Fdy L;
Hqpojd: Redemption: 2026-10-15; Registration: 144L/Vtp B;
Deal Comments
Ovxvx. Zso Boee Mvjksrh 1.89
Reinvestment Period (YRS)
5.76
Reinvestment Period End Date
Feb 15, 2015