| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Irg | PUD | 24.700 | - | - | NO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-X | NCL | 86.796 | 5.10 | - | RR- | - | - | - | 40.50% | - | Mvrzd | NIKI | 800 | 800 | EXWA+800 | - | 487.00000 |
| K-N | TVB | 890.700 | 9.50 | - | TTT | - | - | - | 61.00% | - | Swtid | QGIO | 190-195 | 195 | GTKB+195 | - | 803.00000 |
| C-W | BFW | 24.700 | 5.30 | - | LLL- | - | - | - | 10.00% | - | Qfnnf | BPHE | 500-515 | 515 | ABZJ+515 | - | 937.00000 |
| C-H | TBC | 48.000 | 5.90 | - | F | - | - | - | 47.00% | - | Apvml | IZSZ | 315-320 | 310 | GTUC+310 | - | 429.00000 |
| V-Y | WGB | 26.500 | 5.20 | - | KK | - | - | - | 99.00% | - | Wlaut | WQEM | 245-250 | 240 | OCOJ+240 | - | 389.00000 |
Tranche Comments
K-N: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144T/Pyg W;
V-Y: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144H/Jzo E;
C-H: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144G/Xvk Z;
C-W: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144M/Gjs M;
M-X: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144M/Vcc S;
Irg: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144C/Ezt F;
Deal Comments
Fhfho. Vso Lmuu Qhutscp 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 27, 2016