| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1E | TQW | 439.000 | 4.20 | Rtt | - | SSS | - | - | 28.00% | - | Dexawpvt | GBEB | - | 120 | DTTZ+120 | - | - |
| JZ | TIM | 60.000 | 1.50 | ZG | - | N | - | - | 27.00% | - | Xzyzdcwk | VGAH | - | 200 | BWUU+200 | - | - |
| JA | IIQ | 24.200 | 12.40 | IV | - | EE- | - | - | 5.00% | - | Loymoalq | ITOM | - | 550 | LCGX+550 | - | - |
| S1Z | IMM | 52.000 | 9.30 | KN | - | ZZZ- | - | - | 28.00% | - | Fukehcuk | MVPX | - | 300 | TBQQ+300 | - | - |
| Nqq Ijs | CGR | 40.900 | - | ZV | - | GO | - | - | - | - | - | - | - | - | - | - | Retained |
| L2M | AYR | 5.400 | 5.00 | QF | - | AAA | - | - | 95.80% | - | Nrljpcbh | EGEC | - | 140 | NMWY+140 | - | - |
| J2I | IPR | 7.520 | 19.00 | LV | - | ZZZ- | - | - | 55.33% | - | Iqmlvedb | LVWG | - | 400 | MPWX+400 | - | - |
| MJ | XVH | 22.700 | 3.10 | SC | - | II | - | - | 97.00% | - | Hpvzzuum | VLCG | - | 160 | SXME+160 | - | - |
Tranche Comments
V1E: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144P/Fqw J;
L2M: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144B/Lnv O;
MJ: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144J/Ybt L;
JZ: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144N/Kjf C;
S1Z: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144M/Vao M;
J2I: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144I/Pta I;
JA: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144W/Ttu I;
Nqq Ijs: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144H/Mvt N;
Deal Comments
Tmmmb. Zzz Xpmm Umzkzkf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2016