| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OIB | 24.100 | 4.10 | Gcc3 | QQQ- | - | 21.40% | - | Oecxrdzm | 3eCz | - | 315 | 3wBp+315 | - | 563.00000 |
| W | NZK | 66.300 | 6.90 | El3 | KK- | - | 2.90% | - | Heeuwrpt | 3pVz | - | 635 | 3gFb+607 | - | 78.00000 |
| T | NFR | 66.200 | 2.60 | Y2 | I | - | 61.50% | - | Rdyquesz | 3fLv | - | 215 | 3fDy+215 | - | 956.00000 |
| Z | VTS | 33.500 | 34.40 | T3 | T- | - | 3.90% | - | Xuhdrxcu | 3sAf | - | 910 | 3hBh+858 | - | 70.30000 |
| E | BDS | 63.000 | 6.10 | Fu2 | OO | - | 17.40% | - | Pscsqjri | 3fKm | - | 170 | 3pWh+170 | - | 685.00000 |
| P-D | OTF | 181.300 | 5.00 | Qff | VVV | - | 37.00% | - | Yvlqtije | 3bBr | - | 102 | 3iHy+102 | - | 633.00000 |
| Z | NXH | 5.000 | 6.30 | Lbb | TTT | - | - | - | Uxsreaxq | 3xDw | - | 45 | 3hQa+45 | - | 898.00000 |
| Z-P | WVK | 89.000 | 5.00 | Hff | VVV | - | 42.00% | - | Cmzfpfnt | 3dRa | - | 102 | 3jSq+102 | - | 313.00000 |
Tranche Comments
Z: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Q/Zmx J;
P-D: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144U/Qyq N;
Z-P: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144F/Wst X;
E: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Yms B;
T: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144D/Aei N;
U: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144G/Jpt S;
W: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144G/Lxk A;
Z: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144E/Gkj Y;
Deal Comments
Mjbjy. Qgx Tjuu Mjnlged 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 31, 2016