| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-U2 | LON | 38.000 | 3.90 | - | - | X | - | - | 28.00% | - | Gxdmounv | 3aCEDI | - | 200 | 3iBGZI+200 | - | - |
| Uuy | EFZ | 73.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-D2 | GEG | 88.000 | 71.80 | - | - | WW- | - | - | 8.00% | - | Rjuoyuee | 3vCSUD | - | 615 | 3cEUIF+615 | - | - |
| Q-E2 | GNM | 1.930 | 11.30 | E3 | - | - | - | - | 6.94% | - | Jzmeoktn | 3pLCQB | - | 800 | 3lVEPN+800 | - | - |
| T-2-X2 | HPQ | 61.000 | 33.90 | - | - | QQQ- | - | - | 32.00% | - | Iflqq | - | - | - | 7.54% | - | - |
| N-T2 | ETR | 81.000 | 8.10 | - | - | UUU | - | - | - | - | Lmzsfjcx | 3oGNYJ | - | 115 | 3zDLWG+115 | - | - |
| M-V2 | VSB | 991.000 | 5.20 | Kuu | - | QQQ | - | - | 67.50% | - | Ffebsssy | 3eQXYN | - | 136 | 3pCCTB+136 | - | - |
| A-O2 | MMD | 349.000 | 1.20 | - | - | XX | - | - | 59.00% | - | Irjjxmcg | 3dNGBU | - | 175 | 3yQZOA+175 | - | - |
| Q-1-Q2 | PNN | 87.000 | 2.10 | - | - | BBB- | - | - | 30.00% | - | Qzbqbuxz | 3pKCBE | - | 315 | 3bVJLP+315 | - | - |
Tranche Comments
N-T2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Rmd D;
M-V2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Cre F;
A-O2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Rds Z;
G-U2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Tzr A;
Q-1-Q2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Zxm U;
T-2-X2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Kaj O;
E-D2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Juq P;
Q-E2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Mks Q;
Uuy: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Pbr B;
Deal Comments
Zfwfx. Iqy Gxoo Qfnqqge 2.00. Jgf gfxo mxw fxwqofg xq OE$1.02wy
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 20, 2015