| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | FJC | 262.000 | 5.80 | - | JJJ | WWW | - | - | 62.00% | - | Ydksbmjc | LUPQ | - | 139 | MBVR+139 | - | - |
| D | GRE | 12.000 | 9.90 | - | CC- | - | - | - | 77.00% | - | Mlkkfbpm | ITUT | - | 625 | PMXJ+625 | - | - |
| P | WGP | 78.400 | 9.90 | - | UU | - | - | - | 25.90% | - | Hsjahczo | YJPB | 165-170 | 175 | ALID+175 | - | - |
| C-2 | ZKC | 12.000 | 6.10 | - | AAA | - | - | - | 44.00% | - | Gljmvvfp | TKAE | 155 | 155 | DXCS+155 | - | - |
| F | IQR | 18.800 | 5.60 | - | VVV- | - | - | - | 66.00% | - | Epwozfyi | AZES | - | 310 | UZDY+310 | - | - |
| G | CWI | 89.000 | 5.20 | - | T | - | - | - | 27.40% | - | Eevufvls | UBHU | 190-200 | 205 | BIFK+205 | - | - |
| Pzq | NBC | 23.600 | - | - | WZ | TD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: Redemption: 2027-03-20; Registration: 144E/Fdw M;
C-2: Redemption: 2027-03-20; Registration: 144G/Puz M;
P: Redemption: 2027-03-20; Registration: 144T/Vlp K;
G: Redemption: 2027-03-20; Registration: 144P/Tno Z;
F: Redemption: 2027-03-20; Registration: 144I/Mpy P;
D: Redemption: 2027-03-20; Registration: 144P/Lcl P;
Pzq: Redemption: 2027-03-20; Registration: 144J/Zqd Y;
Deal Comments
Xkt-Dzyy Tmntktj 2.00
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Sep 30, 2015