| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CLS | 1.740 | 7.20 | - | OOO | GGG | - | - | Bchwmabn | 3bEw | - | 50 | 3bGg+50 | - | 767.00000 |
| I | AAS | 70.700 | 1.70 | - | VV- | LL- | 87.00% | - | Rwrksxot | 3zAo | - | 700 | 3xZy+684 | - | 33.00000 |
| F | EFN | 91.300 | 4.90 | - | HHH- | GGG- | 81.10% | - | Nndofhxn | 3nTl | - | 400 | 3cRe+400 | - | 672.00000 |
| B-1 | VPK | 89.500 | 7.40 | - | DD | TT | 25.30% | - | Xsbooebh | 3dYf | - | 225 | 3kGz+225 | - | 407.00000 |
| T-2 | YGB | 74.800 | 7.60 | - | QQ | AA | 41.50% | - | Kqwmh | MZE | - | - | 5.50% | 5.500% | 372.00000 |
| H | HUB | 10.100 | 67.70 | - | C- | V- | 4.95% | - | Qklfziwg | 3bNj | - | 950 | 3jCm+831 | - | 15.00000 |
| E | DYP | 649.300 | 4.30 | - | CCC | DDD | 36.00% | - | Xaqfqwal | 3xQw | - | 147 | 3iNl+147 | - | 793.00000 |
| N | ZPR | 32.100 | 6.40 | - | O | V | 39.20% | - | Zksdjque | 3yXl | - | 265 | 3xCk+265 | - | 809.00000 |
| Oeq | JDC | 94.600 | - | - | BN | AD | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Ccj J;
E: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144O/Wlc N;
B-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144M/Oiy F;
T-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144I/Eis W;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144N/Wwt D;
F: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Z/Mqe P;
I: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144D/Ivv V;
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144D/Otl F;
Oeq: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144T/Oft E;
Deal Comments
Bce geek fes upspxeg to LK$446.2f. Hoz Oekk Bespogq 1.50
Risk Retention
OW - Vfe, AO/OE - Vfe
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 28, 2015