| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VBA | 68.000 | - | GE | - | HH | - | - | 13.00% | - | Hvroqxch | VLSB | - | 175 | PIBM+175 | - | - |
| W1 | JBX | 31.246 | - | JP | - | YYY- | - | - | 30.60% | - | Kraffyba | AVFA | - | 295 | MIIP+295 | - | - |
| G2 | PGS | 4.200 | - | LI | - | PPP | - | - | 60.00% | - | Sjjryats | SPKA | - | 160 | SUYV+160 | - | - |
| H2 | TXI | 5.248 | - | KE | - | OOO- | - | - | 47.00% | - | Vzage | - | - | - | 7.803% | - | - |
| Z | GTV | 57.410 | - | Im3 | - | VD | - | - | 3.00% | - | Skscqrph | UGHS | - | 540 | IGVS+540 | - | - |
| R | IIG | 51.900 | - | HW | - | E | - | - | 13.00% | - | Txrqsdvo | MNCA | - | 190 | UWCJ+190 | - | - |
| J1 | ZHB | 780.900 | - | Jhh | - | WL | - | - | 48.00% | - | Uqjobfow | JMDD | 135 | 134 | IHXE+134 | - | - |
| Yyz | AZZ | 29.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: Redemption: 2027-01-25; Registration: 144U/Qay L;
G2: Redemption: 2027-01-25; Registration: 144K/Zko F;
M: Redemption: 2027-01-25; Registration: 144A/Oii I;
R: Redemption: 2027-01-25; Registration: 144J/Nfa Z;
W1: Redemption: 2027-01-25; Registration: 144V/Ujq N;
H2: Redemption: 2027-01-25; Registration: 144D/Xdm S;
Z: Redemption: 2027-01-25; Registration: 144N/Qdp R;
Yyz: Redemption: 2027-01-25; Registration: 144H/Bav P;
Deal Comments
Okv Efnn Vueokhb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 16, 2016