| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | YYR | 51.000 | 28.80 | - | - | BB- | - | - | 1.00% | - | Btkmzvlt | WVZU | - | 640 | JQIJ+640 | - | - |
| A | UKT | 55.000 | 9.60 | - | - | WWW- | - | - | 86.00% | - | Ymmztaqb | VPJH | - | 315 | JGKW+315 | - | - |
| Nac | BCZ | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | OIY | 80.000 | 1.50 | - | - | LLL | - | - | 67.00% | - | Eebvpovg | DZCW | - | 167 | GNQS+167 | - | - |
| C-1 | INH | 627.000 | 8.50 | Dee | - | QQQ | - | - | 45.00% | - | Ksfazcbi | KCMH | - | 147 | ZBJU+147 | - | - |
| N | OMC | 49.000 | 4.80 | - | - | X | - | - | 66.00% | - | Gswbrwlt | NMGS | - | 215 | PJQW+215 | - | - |
| Z | NMA | 28.000 | 6.40 | - | - | EE | - | - | 36.00% | - | Ukkyrhrm | WIHV | - | 175 | EQSH+175 | - | - |
Tranche Comments
C-1: Redemption: 2026-07-10; Registration: 144K/Apa S;
O-2: Redemption: 2026-07-10; Registration: 144I/Fqw Z;
Z: Redemption: 2026-07-10; Registration: 144A/Dce K;
N: Redemption: 2026-07-10; Registration: 144N/Wqf C;
A: Redemption: 2026-07-10; Registration: 144Z/Wzb Z;
X: Redemption: 2026-07-10; Registration: 144G/Mom Q;
Nac: Redemption: 2026-07-10; Registration: 144N/Hjy D;
Deal Comments
Ncy Xykk Glrncbq 2.00. Fpl blyk syg sxgnolb prck BM$400k ic BM$500k
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 21, 2016