| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | QML | 83.000 | - | LY | LI | XX | - | - | 47.00% | - | Xxkojwbr | WCTF | - | 240 | ZKQB+240 | - | - |
| V | EZL | 34.000 | - | GG | IX | C | - | - | 85.00% | - | Lksbjdyo | LBNK | - | 285 | AUPQ+285 | - | - |
| Rzq | ZZZ | 17.570 | - | YL | GL | ZL | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | YED | 254.000 | - | Bss | WJ | XS | - | - | 19.00% | - | Rfzkojee | EIUR | - | 170 | ECTX+170 | - | - |
| R-1 | BXN | 81.000 | - | XM | JE | OOO- | - | - | 50.40% | - | Wkxwuoil | ZUEB | - | 500 | IQOE+500 | - | - |
| B-2 | OZX | 9.000 | - | JM | II | FFF- | - | - | 83.80% | - | Pejezcqp | KCNH | - | 575 | JEXF+575 | - | - |
| Q-2J | KID | 7.000 | - | XS | EV | BB | - | - | 57.00% | - | Wjxlp | QWVF | - | 225 | 6.077% | - | - |
| O | MYF | 34.000 | - | BR | NR | PP- | - | - | 2.94% | - | Hpbrktzs | EOJO | - | 900 | CVCB+845 | - | - |
| F | AFN | 2.000 | - | JZ | AK | T- | - | - | 5.54% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Redemption: 2026-03-22; Registration: 144M/Dbr D;
P-2: Redemption: 2026-03-22; Registration: 144E/Mbg N;
Q-2J: Redemption: 2026-03-22; Registration: 144K/Bnu V;
V: Redemption: 2026-03-22; Registration: 144C/Htp M;
R-1: Redemption: 2026-03-22; Registration: 144J/Wqr C;
B-2: Redemption: 2026-03-22; Registration: 144T/Jir Z;
O: Redemption: 2026-03-22; Registration: 144X/Gli R;
F: Redemption: 2026-03-22; Registration: 144X/Vwj M;
Rzq: Redemption: 2026-03-22; Registration: 144C/Xuj W;
Deal Comments
Dp-Hssmp. Zuv Bmkk Opqmuyh 2.00
Risk Retention
SX/XP - Cpr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 6, 2016