| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1E | XLF | 663.000 | - | Coo | - | - | - | - | - | - | Oeqzryws | 3wO | - | 169 | 3fY+169 | - | - |
| E | FEY | 15.400 | - | Xtt3 | - | - | - | - | - | - | Mumeaepx | 3mX | - | 500 | 3pZ+420 | - | - |
| Y-1M | GQG | 23.000 | - | Cii | - | - | - | - | - | - | Zmgpl | - | - | 169 | 2.571% | - | - |
| Kwp | IRI | 20.100 | - | YG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2H | CWO | 94.000 | - | Iss | - | - | - | - | - | - | Ewkmvtwp | 3zO | - | 189 | 3aN+180 | - | - |
| D-1W | HGL | 47.000 | - | Mq2 | - | - | - | - | - | - | Zpmel | - | - | 200 | 3.206% | - | - |
| T-1O | FSZ | 2.000 | - | Y2 | - | - | - | - | - | - | Zozyd | - | - | 325 | 4.525% | - | - |
| P-1Q | AGG | 63.600 | - | X2 | - | - | - | - | - | - | Inhbfcpn | 3hQ | - | 325 | 3gX+325 | - | - |
| J-1F | HEQ | 18.000 | - | Vz2 | - | - | - | - | - | - | Fbrvelwp | 3gJ | - | 200 | 3hK+200 | - | - |
| B | HIW | 38.300 | - | Ce3 | - | - | - | - | - | - | Dwkmbjle | 3iJ | - | 900 | 3tX+812 | - | - |
Tranche Comments
E-1E: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144K/Ftk A;
Y-1M : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144Z/Xhk L;
H-2H : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144C/Lmr E;
J-1F : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144H/Rqe M;
D-1W: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144P/Odo Q;
P-1Q : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144X/Esk D;
T-1O: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144E/Cwh S;
E : First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144L/Bob B;
B: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144E/Csi Y;
Kwp: First Pay: 2022-01-18; Redemption: 2023-07-15; Registration: 144I/Vmt I;
Deal Comments
Khy Djff Dotshpx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 7, 2016