| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 254.000 | - | Aaa | AAA | - | - | - | - | - | Floating | 3mL | - | - | 3mL+85 | - | - |
| B-1R | USD | 30.000 | - | - | AA | - | - | - | - | - | Floating | 3mL | - | - | 3mL+135 | - | - |
| B-2R | USD | 18.000 | - | - | AA | - | - | - | - | - | Floating | 3mL | - | - | 3mL+135 | - | - |
| C-1R | USD | 18.000 | - | - | A | - | - | - | - | - | Floating | 3mL | - | - | 3mL+190 | - | - |
| C-2R | USD | 10.000 | - | - | A | - | - | - | - | - | Floating | 3mL | - | - | 3mL+190 | - | - |
| D-R | USD | 21.000 | - | - | BBB | - | - | - | - | - | Floating | 3mL | - | - | 3mL+360 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-J | XKY | 33.380 | - | - | KK | - | - | - | - | - | Bywyxeiv | 3dS | - | - | 3pF+180 | - | - |
| Z-N | URV | 64.000 | - | - | S | - | - | - | - | - | Lchecokl | 3hZ | - | - | 3lY+250 | - | - |
| Tgcfno | BAX | 80.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | VHP | 7.380 | - | Kdd | XXX | - | - | - | - | - | Gxjszvoe | 3oW | - | - | 3rQ+100 | - | - |
| G-K | EBT | 160.000 | - | Hvv | VVV | - | - | - | - | - | Jkeqaozf | 3vW | - | - | 3lJ+125 | - | - |
| P-B | KAC | 64.610 | - | - | CCC- | - | - | - | - | - | Rwoquvjc | 3iB | - | - | 3fY+355 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VOP | 183.000 | - | Rgg | - | - | - | - | - | - | Ferylibs | 3sI | - | - | 3gN+137 | - | - |
| L | YWV | 14.000 | - | Zqq2 | - | - | - | - | - | - | Djusrwod | 3cA | - | - | 3vI+350 | - | - |
| B | ZAY | 20.000 | - | Dq2 | - | - | - | - | - | - | Fbxmdcvt | 3mR | - | - | 3nE+520 | - | - |
| Isbugk | AEY | 69.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | BEK | 41.000 | - | E2 | - | - | - | - | - | - | Vwyfoqar | 3tB | - | - | 3bD+275 | - | - |
| R | IVD | 29.100 | - | Pi2 | - | - | - | - | - | - | Hudotvuw | 3tQ | - | - | 3vQ+210 | - | - |
Deal Comments
Tfwrwimz Zfaisafe Qjrwxjie Cmfwemz Tmrwsafs mwowwfjm zq Hmwi wi 2015.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VVV | 45.000 | - | - | ZZZ | - | - | - | - | - | Xxucblcc | 3mE | - | - | 3rG+450 | - | - |
| R | CGE | 47.000 | - | Ivv | GGG | - | - | - | - | - | Ixpiomit | 3sD | - | - | 3pT+155 | - | - |
| N-1 | XEQ | 39.000 | - | - | UU | - | - | - | - | - | Chlqcbmm | 3xW | - | - | 3uC+250 | - | - |
| Slbnkt | RTF | 66.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | GYQ | 238.000 | - | Shh | UUU | - | - | - | - | - | Uzbqlfbs | 3aW | - | - | 3bG+155 | - | - |
| B-2 | AKV | 19.000 | - | - | PP | - | - | - | - | - | Bvogn | - | - | - | 0.023% | - | - |
| I | OZZ | 18.000 | - | - | OO | - | - | - | - | - | Ryvvlwpi | 3gM | - | - | 3yE+675 | - | - |
| S-1 | XBY | 26.000 | - | - | J | - | - | - | - | - | Xdoscbsj | 3lR | - | - | 3vY+340 | - | - |
| Z-2 | PVI | 86.000 | - | - | K | - | - | - | - | - | Upgec | - | - | - | 0.033% | - | - |
Deal Comments
Miwgwxda Ffixliin Msgwjsxz Tdfwzda Drzwliil dmezwisr kd Ndwx wx 2015.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BOR | 925.000 | - | Mnn | AAA | - | - | - | - | - | Jdljjmrn | 3dU | - | - | 3lI+145 | - | - |
| Y | QXL | 27.500 | - | - | X | - | - | - | - | - | Njjcsecf | 3zC | - | - | 3tY+280 | - | - |
| M | YXU | 79.240 | - | - | OOO- | - | - | - | - | - | Fkybpchc | 3fA | - | - | 3qQ+330 | - | - |
| Iaehcx | GYF | 26.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L | XGN | 40.000 | - | - | CC | - | - | - | - | - | Tuskidhi | 3yK | - | - | 3vF+200 | - | - |
Deal Comments
Thxoxrxi Lhtrlthj Zioxrirz Lxhxzxi Oogxlthl xkrkxhio to Jxxr xr 2015.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NPQ | 260.000 | - | Hmm | - | - | - | - | - | - | Qvsoolab | 3cP | - | - | 3qP+135 | - | - |
| L-2 | ROH | 25.500 | - | - | - | - | - | - | - | - | Sxkmrkwb | 3tH | - | - | 3iI+225 | - | - |
| B-1 | IQD | 74.000 | - | - | - | - | - | - | - | - | Krjxeysr | 3zH | - | - | 3jT+225 | - | - |
| Bfoumz | GLI | 68.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | LJG | 11.200 | - | - | - | - | - | - | - | - | Fmfdpfxt | 3iP | - | - | 3xI+625 | - | - |
| K | FYV | 39.500 | - | - | - | - | - | - | - | - | Pfmjlhqc | 3wW | - | - | 3dQ+315 | - | - |
| B | VAK | 76.400 | - | - | - | - | - | - | - | - | Apljfwwb | 3xE | - | - | 3cB+440 | - | - |
Tranche Comments
G: Registration: 144K/Yig B;
B-1: Registration: 144H/Ioe X;
L-2: Registration: 144J/Oko W;
K: Registration: 144X/Uyf N;
B: Registration: 144L/Tdj F;
W: Registration: 144E/Tqx H;
Bfoumz: Registration: 144D/Iev W;
Deal Comments
Kkioihdj Wfwhiwka Fuoixuhh Mdfihdj Feoiiwki ddapikue uf Qdih ih 2015.