| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1FF | FQK | 864.400 | 2.60 | Waa | - | EEE | - | - | 96.00% | - | Arffvitj | NBMX | - | 152 | PKIV+152 | - | - |
| B1DD | NOB | 23.267 | 7.50 | BB | - | CCC | - | - | 96.30% | - | Qrvxuobs | ZWOK | - | 370 | WPIT+370 | - | - |
| EBB | YIW | 70.000 | 84.20 | PT | - | II- | - | - | 5.00% | - | Dyuckjfq | YGYO | - | 750 | QNMP+750 | - | - |
| SNN | RZR | 5.340 | 1.10 | Ypp | - | BV | - | - | - | - | Qdkzkvwd | GVOQ | - | 130 | TPVI+130 | - | - |
| H1BB | FYI | 42.210 | 7.60 | GY | - | P | - | - | 72.00% | - | Ulropoed | AYGU | - | 255 | TTXN+255 | - | - |
| Qra | NTP | 44.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| HSS | CIJ | 16.500 | 2.80 | GQ | - | QQ | - | - | 34.20% | - | Yyelavlf | SXPZ | - | 200 | KKEZ+200 | - | - |
| NELL | GBZ | 50.213 | 16.40 | KS | - | FFF- | - | - | 81.00% | - | Mmmzf | Pdqev | - | - | 9.05% | - | - |
| O2AA | LWC | 87.190 | 4.90 | CB | - | UUU | - | - | 67.00% | - | Gssuetas | HEFY | - | 172 | PXJU+172 | - | - |
| PCSS | BCV | 98.000 | 4.30 | CR | - | T | - | - | 56.00% | - | Kpjja | Almpp | - | - | 6.81% | - | - |
Tranche Comments
SNN: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Z/Kvu F;
E1FF: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144C/Ane M;
O2AA: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144A/Gow T;
HSS: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144C/Ofh X;
H1BB: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144X/Zun I;
PCSS: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Y/Oxe W;
B1DD: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144N/Aaa M;
NELL: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144H/Gih M;
EBB: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144L/Gpi P;
Qra: First Pay: 2024-10-24; Redemption: 2026-04-24; Registration: 144Q/Dzj U;
Deal Comments
Knvnf. Wrm Nbvv Gnonrrc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 5, 2016
WAL Test Period End Date
Nov 6, 2005