| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1XX | LGV | 805.600 | - | Nbb | YH | OU | - | - | 68.00% | - | Njwvjobd | DPJL | - | 128 | LCOE+128 | - | - |
| N-2OO | GMW | 91.600 | - | NN | MH | III | - | - | 17.00% | - | Xkldkvkh | QDKD | - | 153 | HIGC+153 | - | - |
| C-SS | AMS | 10.000 | - | ZP | SR | FF | - | - | 96.00% | - | Nfeokuwh | UMQK | - | 175 | XPSE+175 | - | - |
| Q-1KK | AZG | 54.100 | - | EH | PD | AAA- | - | - | 65.00% | - | Ndrkxuwc | CUMH | - | 330 | IZCG+330 | - | - |
| O-2AA | NJE | 7.300 | - | FY | GN | ZZZ- | - | - | 47.00% | - | Mspkypjx | BWUI | - | 420 | QLOC+420 | - | - |
| N-1 Hwom | WFR | 886.000 | - | Dpp | NR | YJ | - | - | 81.00% | - | Qjdrtwfq | NUPT | - | 128 | SYHE+128 | - | - |
| W-1II | OCS | 63.300 | - | TL | AW | K | - | - | 38.00% | - | Uzujetdo | HBOR | - | 200 | AVBS+200 | - | - |
| G-UU | RTE | 10.800 | - | SB | FN | JJ- | - | - | 1.00% | - | Iycmuttf | JJGT | - | 685 | EOAZ+661 | - | - |
| V | EVH | 1.500 | - | Irr | FQ | KC | - | - | - | - | Yjlhccdw | MXSS | - | 90 | POUM+90 | - | - |
| C-2OO | PZT | 5.200 | - | TT | ED | U | - | - | 66.90% | - | Ilnhc | Fuwwy | - | 210 | 5.895% | - | - |
| Fwd | QSV | 18.510 | - | GS | JS | GC | - | - | - | - | - | - | - | - | - | - | Retained |
| C-OO | OEQ | 1.150 | - | N3 | AA | LM | - | - | 8.17% | - | Teeezvcg | MGBL | - | 900 | ZJKW+796 | - | - |
Tranche Comments
V: Redemption: 2027-04-20; Registration: 144C/Oef L;
B-1XX: Redemption: 2027-04-20; Registration: 144O/Poc E;
N-1 Hwom: Redemption: 2027-04-20; Registration: 144Q/Tbj L;
N-2OO: Redemption: 2027-04-20; Registration: 144F/Roa F;
C-SS: Redemption: 2027-04-20; Registration: 144X/Nkj N;
W-1II: Redemption: 2027-04-20; Registration: 144J/Hwl N;
C-2OO: Redemption: 2027-04-20; Registration: 144A/Xbf B;
Q-1KK: Redemption: 2027-04-20; Registration: 144Q/Vqh O;
O-2AA: Redemption: 2027-04-20; Registration: 144M/Ubk N;
G-UU: Redemption: 2027-04-20; Registration: 144N/Uug T;
C-OO: Redemption: 2027-04-20; Registration: 144T/Eat N;
Fwd: Redemption: 2027-04-20; Registration: 144Z/Zso U;
Deal Comments
Ajajy. Qem-Egvv Ljalesc 2.00
Risk Retention
SC/CG - Gfz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 4, 2015