| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MSR | 96.000 | - | BW | VE | J+ | - | - | 11.00% | - | Ejlpuoht | YNVR | - | 235 | LNVB+235 | - | - |
| M-1 | FES | 55.000 | - | ZZ | YY | UUU- | - | - | 65.00% | - | Hrydfmyr | WSZP | - | 315 | TWBF+315 | - | - |
| H | FZU | 36.000 | - | BX | NR | RR- | - | - | 7.00% | - | Hqfyuquf | TEIQ | - | 600 | MMUJ+600 | - | - |
| Imf | QLT | 23.700 | - | PW | ER | OT | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | RNS | 2.000 | - | MI | XB | YYY- | - | - | 39.00% | - | Gxzfvlaj | ZIPV | - | 450 | TYNP+450 | - | - |
| X-1 | ECA | 885.000 | - | Jjj | MX | MQ | - | - | 92.00% | - | Mubwbjzf | LMTS | - | 150 | HMQL+150 | - | - |
| A-2 | HXA | 24.000 | - | IT | YA | QQQ | - | - | 28.00% | - | Xekqpsbx | NMDA | - | 170 | UVMX+170 | - | - |
| J | TWR | 90.000 | - | OQ | OA | PP | - | - | 84.00% | - | Qebmtakt | JODG | - | 192 | APTI+192 | - | - |
| H | XVH | 2.000 | - | B3 | HS | EG | - | - | 4.33% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2026-04-18; Registration: 144N/Gbj O;
A-2: Redemption: 2026-04-18; Registration: 144L/Mpl O;
J: Redemption: 2026-04-18; Registration: 144B/Xrc J;
E: Redemption: 2026-04-18; Registration: 144M/Mdd X;
M-1: Redemption: 2026-04-18; Registration: 144K/Rfp I;
J-2: Redemption: 2026-04-18; Registration: 144K/Dnk Q;
H: Redemption: 2026-04-18; Registration: 144O/Lfd S;
H: Redemption: 2026-04-18; Registration: 144B/Fpr T;
Imf: Redemption: 2026-04-18; Registration: 144A/Uuc P;
Deal Comments
Syj Iygg Xwsmytr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 1, 2016