| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pyu | INZ | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | ROV | 942.000 | 1.40 | Dmm | - | DDD | - | - | 31.00% | - | Cqxrzqyo | TAVR | - | 147 | PZPI+147 | - | - |
| I-2 | LYQ | 56.000 | 2.60 | - | - | QQQ | - | - | 42.00% | - | Xkjzquzt | TUNZ | - | 167 | HJSO+167 | - | - |
| N | AHF | 38.000 | 3.30 | - | - | C | - | - | 47.00% | - | Fdolkvso | CTHU | - | 215 | EDYH+215 | - | - |
| U | UTZ | 47.000 | 6.90 | - | - | FF | - | - | 68.00% | - | Dhsaoymr | JMWO | - | 175 | ZTOX+175 | - | - |
| R | KJG | 64.000 | 93.80 | - | - | PP- | - | - | 1.00% | - | Eqcamcno | IPIC | - | 640 | SUMT+640 | - | - |
| Z | MTR | 62.000 | 9.40 | - | - | FFF- | - | - | 44.00% | - | Dqvmvrlb | QVUU | - | 315 | DWEW+315 | - | - |
Tranche Comments
W-1: Redemption: 2026-07-10; Registration: 144Q/Mht H;
I-2: Redemption: 2026-07-10; Registration: 144T/Jrc F;
U: Redemption: 2026-07-10; Registration: 144I/Mpb Q;
N: Redemption: 2026-07-10; Registration: 144H/Inl B;
Z: Redemption: 2026-07-10; Registration: 144O/Owv I;
R: Redemption: 2026-07-10; Registration: 144X/Vdx P;
Pyu: Redemption: 2026-07-10; Registration: 144P/Owc C;
Deal Comments
Zkh Ykxx Zbbvkni 2.00. Eeb nbkx ckh dkhvvbn ibkg MG$400g wk MG$500g
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 12, 2016