| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | DZE | 99.000 | 1.30 | P2 | A | - | - | - | Cehrbbuv | 3mMg | 215-220 | 215 | 3fGn+215 | - | 230.00000 |
| I | XDJ | 83.000 | 1.60 | Sqq3 | KKK | - | - | - | Wpqkckjr | 3kOk | 310-320 | 310 | 3mDh+310 | - | 280.00000 |
| Y-1 | ILS | 48.520 | 2.70 | Qr2 | KK | - | - | - | Qfsctjsh | 3kPb | 170y | 175 | 3oLu+175 | - | 825.00000 |
| R-2 | VXA | 6.600 | 8.50 | Bg2 | QQ | - | - | - | Dhrot | RNM | - | - | 2.05% | 2.050% | 539.00000 |
| Q | QSW | 88.870 | 49.00 | X3 | V- | - | - | - | Huvslfrm | 3yUp | 910-920 | 945 | 3jDi+907 | - | 97.10000 |
| J | NWX | 833.180 | 5.70 | Wdd | PPP | - | - | - | Mjkhkyfk | 3yKa | 102-103 | 102 | 3cDv+102 | - | 742.00000 |
| Ycq | PPR | 73.400 | - | NT | QF | - | - | - | - | - | - | - | - | - | Retained |
| T | CTD | 29.300 | 5.20 | Ui3 | AA- | - | - | - | Rdbxslcu | 3vOh | 610-620 | 620 | 3bYe+606 | - | 54.00000 |
Tranche Comments
J: First Pay: 2022-04-15; Redemption: 2023-04-15;
Y-1: First Pay: 2022-04-15; Redemption: 2023-04-15;
R-2: First Pay: 2022-04-15; Redemption: 2023-04-15;
P: First Pay: 2022-04-15; Redemption: 2023-04-15;
I: First Pay: 2022-04-15; Redemption: 2023-04-15;
T: First Pay: 2022-04-15; Redemption: 2023-04-15;
Q: First Pay: 2022-04-15; Redemption: 2023-04-15;
Ycq: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Kch Iocc Fpvtcoa 2.00
Risk Retention
Tvll jyelvk tpjvfpkell vkeyjype jknyj OA QQ
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 25, 2016