| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NOB | 38.000 | 5.40 | - | - | R | - | - | 43.00% | - | Qfpuldkj | UCKS | - | 270 | KEKM+270 | - | - |
| Sky | ISQ | 22.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | HIC | 9.000 | 3.80 | Ipp | - | - | - | - | - | - | Zryfrmar | HUYJ | - | 100 | IANO+100 | - | - |
| L | YPA | 99.000 | 5.60 | - | - | ZZ | - | - | 65.00% | - | Shxwbfvg | WEDB | - | 220 | SBNH+220 | - | - |
| K-1 | IEZ | 677.000 | 4.50 | Tjj | - | - | - | - | 83.00% | - | Asprfxby | IIIB | - | 164 | GTNR+164 | - | - |
| S-2 | XOO | 2.000 | 1.10 | - | - | SSS | - | - | 62.00% | - | Lqrdacpf | DXXB | - | 192 | IYQD+192 | - | - |
| R-2 | JGZ | 5.000 | 29.00 | - | - | SSS- | - | - | 14.00% | - | Bjvuz | - | - | - | 9.60% | - | - |
| T | JLA | 59.000 | 22.40 | - | - | EE- | - | - | 5.00% | - | Ehwspmzt | USXB | - | 715 | QYHR+715 | - | - |
| Y-1 | XLM | 86.000 | 2.20 | - | - | YYY+ | - | - | 86.00% | - | Zcufydvb | ZQXM | - | 426 | ATBS+426 | - | - |
Tranche Comments
N: Redemption: 2026-04-28; Registration: 144E/Mmn U;
K-1: Redemption: 2026-04-28; Registration: 144J/Ent K;
S-2: Redemption: 2026-04-28; Registration: 144V/Tqj Q;
L: Redemption: 2026-04-28; Registration: 144J/Twg F;
E: Redemption: 2026-04-28; Registration: 144D/Ahd N;
Y-1: Redemption: 2026-04-28; Registration: 144I/Wwi E;
R-2: Redemption: 2026-04-28; Registration: 144Q/Wbx R;
T: Redemption: 2026-04-28; Registration: 144J/Dnl W;
Sky: Redemption: 2026-04-28; Registration: 144V/Gdp T;
Deal Comments
Dis Cbqq Ifepiiu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 12, 2016