| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | WHG | 370.300 | - | - | - | - | - | - | 90.00% | - | Nysleqhr | 3mV | - | 115 | 3iU+115 | - | - |
| W | GHB | 88.000 | - | - | - | - | - | - | 5.98% | - | Ecqbkskm | 3xD | - | 625 | 3vP+625 | - | - |
| F-2 | QRE | 66.000 | - | - | - | - | - | - | 16.00% | - | Zpchx | - | - | - | 2.202% | - | - |
| S | IJG | 37.340 | - | - | - | - | - | - | 85.15% | - | Jmhxedqv | 3gY | - | 165 | 3hU+165 | - | - |
| Wob | RCM | 14.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | VTL | 55.000 | - | - | - | - | - | - | 33.76% | - | Fkwhrpkt | 3iU | - | 195 | 3tE+195 | - | - |
| M | JAG | 22.100 | - | - | - | - | - | - | 56.43% | - | Mljppyfd | 3yE | - | 315 | 3mK+315 | - | - |
Tranche Comments
D-1: Redemption: 2023-07-15; Registration: 144K/Ewe C;
F-2: Redemption: 2023-07-15; Registration: 144Q/Fyn G;
S: Redemption: 2023-07-15; Registration: 144G/Qbe C;
K: Redemption: 2023-07-15; Registration: 144K/Vex K;
M: Redemption: 2023-07-15; Registration: 144Y/Iqm Z;
W: Redemption: 2023-07-15; Registration: 144B/Mad T;
Wob: Redemption: 2023-07-15; Registration: 144P/Ejn X;
Deal Comments
Lof Nscc Gmwgoeh 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 22, 2016