| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IVM | 346.000 | 8.20 | - | VVV | GGG | 33.20% | - | Tryxsbsw | 3lYi | - | 155 | 3aLa+155 | - | 862.00000 |
| L-1 | IHS | 74.800 | 1.60 | - | AA | WW | 78.50% | - | Lmldqwxr | 3nSw | - | 230 | 3lEg+230 | - | 232.00000 |
| U | GIS | 78.900 | 4.80 | - | YY | TT- | 78.00% | - | - | - | - | - | - | - | Retained |
| L | TXB | 4.900 | 2.40 | - | Z- | P- | 82.20% | - | - | - | - | - | - | - | Retained |
| U-2 | AUZ | 85.000 | 7.30 | - | XX | RR | 84.40% | - | Cmmff | - | - | - | 2.60% | 2.600% | 378.00000 |
| Kwn | ZII | 82.900 | - | - | HX | SG | - | - | - | - | - | - | - | - | - |
| V | XMP | 34.000 | 6.50 | - | DDD | MMM- | 48.00% | - | Xxbuwwhw | 3wMe | - | 410 | 3lLl+410 | - | 291.00000 |
| N | ZTS | 29.000 | 9.90 | - | F | O | 52.10% | - | Vdpcloty | 3hCy | - | 280 | 3mTp+280 | - | 616.00000 |
Tranche Comments
S: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144F/Trr R;
L-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144U/Meh U;
U-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144K/Vfq C;
N: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144I/Tqc I;
V: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144O/Yos T;
U: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144P/Mdr K;
L: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144M/Ffs Y;
Kwn: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144U/Luj O;
Deal Comments
Bqt-Hajj Swnlqve 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 14, 2016