| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | DGL | 715.200 | - | - | LLL | PPP | 34.84% | - | Ukczjbja | 3kXf | - | 128 | 3yUe+128 | - | 775.00000 |
| X-2 | VFG | 7.400 | - | - | EEE | PPP | 65.29% | - | Jfupayqc | 3oEr | - | 160 | 3eCw+160 | - | 743.00000 |
| X | HJA | 86.000 | - | - | F | S | 79.00% | - | Jfjrllzm | 3nXz | - | 250 | 3mRr+250 | - | 166.00000 |
| R-2 | VTA | 6.000 | - | - | PP | WW | 30.00% | - | Jjftd | ECY | - | - | 4.900% | 4.900% | 827.00000 |
| Y | OTE | 10.000 | - | - | CCC- | III- | 26.00% | - | Qllmjpyb | 3fTu | - | 350 | 3tBa+350 | - | 101.00000 |
| B | XZM | 79.600 | - | - | Q- | J- | 8.30% | - | Wwfopels | 3sSj | - | 900 | 3dTi+834 | - | 54.00000 |
| W | WGK | 6.800 | - | - | XL | WC | - | - | - | - | - | - | - | - | Retained |
| Fss Bsbrzc | IJU | 7.810 | - | - | XQ | WC | - | - | - | - | - | - | - | - | Retained |
| I | LYT | 15.000 | - | - | JJ- | KK- | 1.60% | - | Fspwjxhi | 3aEr | - | 615 | 3rMu+608 | - | 32.60000 |
| W-1 | SHH | 75.000 | - | - | II | TT | 47.00% | - | Zhkeacxa | 3xKk | - | 200 | 3fSb+200 | - | 483.00000 |
| Zdz | HUD | 48.800 | - | - | GR | HV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: Redemption: 2026-12-19; Registration: 144C/Fad R;
X-2: Redemption: 2026-12-19; Registration: 144Y/Ibn Y;
W-1: Redemption: 2026-12-19; Registration: 144M/Oqi U;
R-2: Redemption: 2026-12-19; Registration: 144V/Bqj S;
X: Redemption: 2026-12-19; Registration: 144B/Vvg O;
Y: Redemption: 2026-12-19; Registration: 144N/Tye I;
I: Redemption: 2026-12-19; Registration: 144V/Ndf B;
B: Redemption: 2026-12-19; Registration: 144W/Gno Z;
W: Redemption: 2026-12-19; Registration: 144I/Czp B;
Fss Bsbrzc: Redemption: 2026-12-19; Registration: 144P/Rcg N;
Zdz: Redemption: 2026-12-19; Registration: 144O/Nbb A;
Deal Comments
Igmgs. Fyb Lovv Wgojyyq 2.00
Risk Retention
ZX/XT - Wtwf XV - Wn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 21, 2015