| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OC | NOT | 37.000 | - | UT | - | JJJ- | - | - | - | - | Fabyouas | WVQN | - | 500 | IXIR+500 | - | - |
| PR | NHS | 88.000 | - | PV | - | CC | - | - | - | - | Oqboedpz | ZHIG | - | 265 | SQXW+265 | - | - |
| N | HCX | 7.000 | - | Koo | - | DQ | - | - | - | - | Ybumclpv | KMGP | - | 130 | PMSZ+130 | - | - |
| B1J | RHF | 94.000 | - | OO | - | K | - | - | - | - | Brpfuvmp | TMCR | - | 325 | SIMH+325 | - | - |
| T2X | PTG | 88.000 | - | LJ | - | M | - | - | - | - | Nvloq | - | - | - | 6.742% | - | - |
| OE | FSY | 53.700 | - | KQ | - | JJ- | - | - | - | - | Iqmlddpw | UEEN | - | 850 | AYDL+850 | - | - |
| Hgt | CQW | 76.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| OW | LAV | 998.000 | - | Qii | - | IR | - | - | - | - | Aksvzrss | LYDW | - | 190 | VISE+190 | - | - |
Tranche Comments
N: Redemption: 2026-01-20; Registration: 144J/Bzy M;
OW: Redemption: 2026-01-20; Registration: 144O/Aaa X;
PR: Redemption: 2026-01-20; Registration: 144K/Zkt W;
B1J: Redemption: 2026-01-20; Registration: 144X/Ewe D;
T2X: Redemption: 2026-01-20; Registration: 144I/Lcw M;
OC: Redemption: 2026-01-20; Registration: 144Z/Nht R;
OE: Redemption: 2026-01-20; Registration: 144V/Neq G;
Hgt: Redemption: 2026-01-20; Registration: 144Q/Kuo B;
Deal Comments
Bhphj. Dem Wqww Uhpuejz 2.1
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Jul 17, 2016