| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1J2 | ALR | 892.240 | - | - | DDD | AAA | - | - | 60.50% | - | Wedlpvvd | ZBFW | - | 150 | IJUK+150 | - | - |
| P2V2 | RNL | 21.780 | - | - | - | VVV | - | - | 47.00% | - | Pwszbyrl | EDFF | 170 | 170 | VTAY+170 | - | - |
| O1K2 | YHM | 34.000 | - | - | FFF- | - | - | - | 20.00% | - | Phwujirt | BVAU | 345-355 | 350 | HEWR+350 | - | - |
| Aor | ZVK | 40.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XI2 | LGQ | 65.000 | - | - | SS- | - | - | - | 2.00% | - | Kwvizkio | XAUX | 625-645 | 625 | KEXI+625 | - | - |
| E2E2 | EEL | 33.000 | - | - | BB | - | - | - | 74.00% | - | Sonqf | Fgtdk | 190-195 | - | 5.790% | - | - |
| S2D2 | XAB | 4.000 | - | - | WWW- | - | - | - | 31.00% | - | Vmzrsihi | MCHY | 465-485 | 465 | HQEE+465 | - | - |
| QI2 | TXW | 33.000 | - | - | J | - | - | - | 41.00% | - | Nxeuniyn | IIFJ | 235-240 | 240 | QPEO+240 | - | - |
| B1S2 | EGK | 30.000 | - | - | KK | - | - | - | 80.00% | - | Omrzzhxf | LAMT | 190-195 | 195 | HLKW+195 | - | - |
Tranche Comments
I1J2: Redemption: 2026-04-23; Registration: 144I/Amo E; Comments: Iaj-axmgja;
P2V2: Redemption: 2026-04-23; Registration: 144C/Ofj F;
B1S2: Redemption: 2026-04-23; Registration: 144Q/Tri L;
E2E2: Redemption: 2026-04-23; Registration: 144O/Hoo G;
QI2: Redemption: 2026-04-23; Registration: 144V/Eoq O;
O1K2: Redemption: 2026-04-23; Registration: 144Z/Ljh F;
S2D2: Redemption: 2026-04-23; Registration: 144P/Fqj I;
XI2: Redemption: 2026-04-23; Registration: 144D/Rwz S;
Aor: Redemption: 2026-04-23; Registration: 144Z/Csf Z;
Deal Comments
Smmmy. Dow Duoo Nmzbopa 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 12, 2016