| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | DCZ | 45.000 | 9.00 | Xf2 | - | FF | 34.00% | - | Qxxkumly | 3cWs | - | 150 | 3yKj+150 | - | 900.00000 |
| Y | BAJ | 57.800 | 8.90 | R2 | - | O | 10.00% | - | Ukckrkpq | 3dGy | - | 220 | 3pTg+220 | - | 285.00000 |
| Y | GDM | 30.000 | 1.50 | Uzz3 | - | BBB- | 95.00% | - | Zmdkdfpe | 3xLk | - | 320 | 3oMk+320 | - | 308.00000 |
| H-M | FWD | 649.000 | 6.00 | Wyy | - | ZZZ | 40.00% | - | Zjvkcjyb | 3vOd | - | 79 | 3dMx+79 | - | 960.00000 |
| P | AZJ | 70.100 | 2.90 | Ru3 | - | PP- | 95.00% | - | Bpqzyqbf | 3iQc | - | 650 | 3vDr+622 | - | 28.00000 |
| A | OAB | 35.200 | 84.10 | M3 | - | E- | 8.00% | - | Hurrwxdd | 3dYa | - | 900 | 3bLu+834 | - | 60.90000 |
| Cmc | ZGC | 56.200 | - | BF | - | YM | - | - | - | - | - | - | - | - | Retained |
| V-U | LTZ | 73.000 | 4.00 | Fvv | - | PPP | 10.00% | - | Mrxrpjzv | 3wXa | - | 79 | 3tYr+79 | - | 583.00000 |
| G-2 | FIW | 11.000 | 2.00 | Ko2 | - | LL | 51.00% | - | Suxjh | - | - | - | 1.85% | 1.850% | 619.00000 |
Tranche Comments
H-M: Redemption: 2022-10-15; Registration: 144I/Wjm U;
V-U: Redemption: 2022-10-15; Registration: 144M/Mwn Z;
Q-1: Redemption: 2022-10-15; Registration: 144L/Kxq T;
G-2: Redemption: 2022-10-15; Registration: 144Z/Uhn P;
Y: Redemption: 2022-10-15; Registration: 144F/Jvm F;
Y: Redemption: 2022-10-15; Registration: 144O/Yyf Q;
P: Redemption: 2022-10-15; Registration: 144A/Fjj E;
A: Redemption: 2022-10-15; Registration: 144G/Ibe E;
Cmc: Redemption: 2022-10-15; Registration: 144L/Kfi D;
Deal Comments
Lkwkt. Jkh Gfkk Hkfukua 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 17, 2016