| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EPH | 17.000 | - | SP | FF | DX | - | - | 25.00% | - | Ovykfwdw | DTOP | - | 200 | EHNN+200 | - | - |
| D | IEV | 78.000 | - | PH | Z | EI | - | - | 42.00% | - | Ouxstcci | XGSD | - | 240 | GPNO+240 | - | - |
| G | YHX | 20.500 | - | LW | YY- | ZR | - | - | 2.95% | - | Rpwsywrn | BBXV | - | 675 | MVJA+675 | - | - |
| Bhe | NZY | 58.700 | - | ZL | VO | VA | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | GSP | 607.000 | - | Nee | WWW | ZV | - | - | 28.00% | - | Dyactwea | ZBNA | - | 150 | PYWI+150 | - | - |
| S-2 | ZIK | 8.000 | - | ZI | NNN | BZ | - | - | 62.00% | - | Xwhejqla | CDAU | - | 167 | PLTR+167 | - | - |
| D | AMY | 50.000 | - | AZ | NNN- | QM | - | - | 30.00% | - | Mslbrmaj | GZOF | - | 360 | JIUA+360 | - | - |
Tranche Comments
D-1: Redemption: 2026-04-15; Registration: 144J/Tca O;
S-2: Redemption: 2026-04-15; Registration: 144L/Ljb T;
W: Redemption: 2026-04-15; Registration: 144V/Bee Q;
D: Redemption: 2026-04-15; Registration: 144C/Rqt P;
D: Redemption: 2026-04-15; Registration: 144F/Imo X;
G: Redemption: 2026-04-15; Registration: 144V/Xtp P;
Bhe: Redemption: 2026-04-15; Registration: 144P/Bdi U;
Deal Comments
Zaq Uovv Gnuhaam 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 27, 2016