| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1MM | HEP | 7,104.000 | - | ME | BBB | OOO | - | - | 71.00% | - | Rpqbhmvc | XUZO | - | 149 | HDMT+149 | - | - |
| J2FF | PAY | 637.000 | - | JT | HHH | QA | - | - | 62.00% | - | Azqeualx | ZWXN | - | 175 | STDF+175 | - | - |
| ZKK | UQK | 657.000 | - | JQ | OO- | QN | - | - | 44.00% | - | Zdqqpzuo | AMJU | - | 725 | AOPO+725 | - | - |
| OGG | WRB | 713.000 | - | PF | DD | PD | - | - | 32.80% | - | Bmcjlyjz | MDJP | - | 190 | YKVI+190 | - | - |
| DSS | PVA | 705.000 | - | IX | DDD- | IN | - | - | 21.70% | - | Aqsuhlox | TTBD | - | 375 | PASV+375 | - | - |
| SGG | GFT | 901.000 | - | ZY | B | MV | - | - | 46.00% | - | Vwrdbltv | XIYA | - | 225 | YAMF+225 | - | - |
| Gnu | RXC | 119.970 | - | XI | QV | DW | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1MM: Redemption: 2027-01-15; Registration: 144H/Qnq Z;
J2FF: Redemption: 2027-01-15; Registration: 144A/Rxm L;
OGG: Redemption: 2027-01-15; Registration: 144T/Mvc P;
SGG: Redemption: 2027-01-15; Registration: 144U/Pmq Y;
DSS: Redemption: 2027-01-15; Registration: 144A/Qlq H;
ZKK: Redemption: 2027-01-15; Registration: 144W/Aio U;
Gnu: Redemption: 2027-01-15; Registration: 144J/Qmr G;
Deal Comments
Zcocq. Hkk Ssuu Gcatkol 2.00
Risk Retention
GQ - Sebz LG/GT - Seb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 1, 2016