| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | AZB | 26.900 | - | OI | EEE | GW | - | - | 30.00% | - | Ajesyhnl | ZLUU | - | 180 | JCHJ+180 | - | - |
| E | FZS | 78.000 | - | XE | EE | QZ | - | - | 71.00% | - | Ckqfccnz | VBVG | - | 190 | MSMM+190 | - | - |
| Ula | JNG | 40.100 | - | QU | GQ | ZC | - | - | - | - | - | - | - | - | - | - | Retained |
| N1P | CPC | 93.000 | - | WI | MMM | ZZ | - | - | 77.00% | - | Oldmhxfu | BAVD | - | 163 | JAAY+163 | - | - |
| V1M | KQX | 49.600 | - | KF | EEE | DS | - | - | 75.00% | - | Vgrje | Ntwad | - | 163 | 5.138% | - | - |
| Y | LQA | 44.000 | - | AI | T | TU | - | - | 72.00% | - | Ikqaxakl | YUEN | - | 260 | TOCD+260 | - | - |
| J1I | HZT | 534.000 | - | DR | EEE | LH | - | - | 29.00% | - | Yqvwctii | KDHF | - | 163 | GKAC+163 | - | - |
| B1 | WYJ | 88.000 | - | EZ | EEE | ZB | - | - | 23.00% | - | Xkchmxtj | HUWD | - | 163 | VTGF+163 | - | - |
| X | HFI | 12.000 | - | KL | RRR- | WE | - | - | 21.00% | - | Uwsrffmm | DGBN | - | 450 | DNMH+450 | - | - |
Tranche Comments
B1: Redemption: 2026-10-15; Registration: 144I/Eny W;
N1P: Redemption: 2026-10-15; Registration: 144Y/Lcw V;
J1I: Redemption: 2026-10-15; Registration: 144Z/Cqn G;
V1M: Redemption: 2026-10-15; Registration: 144Q/Lbg C;
L2: Redemption: 2026-10-15; Registration: 144W/Usq F;
E: Redemption: 2026-10-15; Registration: 144W/Okc V;
Y: Redemption: 2026-10-15; Registration: 144K/Dyw E;
X: Redemption: 2026-10-15; Registration: 144M/Utw E;
Ula: Redemption: 2026-10-15; Registration: 144B/Dom J;
Deal Comments
Tnc Bngg Rothnox 2.00
Risk Retention
PM - Rrrp LP/PY - Rrr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 13, 2016