| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ACW | 72.000 | 43.50 | - | DD- | - | - | - | 5.70% | - | Jcpqfqov | JZWZ | - | 650 | UGLD+650 | - | - |
| T | QGP | 4.800 | 8.70 | - | SSS | - | - | - | - | - | Fcuablci | MIYO | - | 105 | IJFT+105 | - | - |
| H-1 | XIN | 532.000 | 7.20 | - | WWW | - | - | - | 32.00% | - | Zpwewpme | SOAU | - | 150 | KQVL+150 | - | - |
| L | TPJ | 69.000 | 1.30 | - | BB | - | - | - | 84.00% | - | Owfzsosj | MTKB | - | 185 | NYVJ+185 | - | - |
| O | JIR | 99.000 | 5.90 | - | I | - | - | - | 54.00% | - | Oxojcoyh | AENF | - | 230 | MPCF+230 | - | - |
| U-1 | GKB | 83.000 | 3.80 | - | MMM | - | - | - | 83.30% | - | Pyxvfeqg | ZQUB | - | 350 | XJIW+350 | - | - |
| R-2 | VXS | 77.000 | 3.40 | - | AAA | - | - | - | 97.00% | - | Bjhdyzzx | MUPW | - | 170 | NPYC+170 | - | - |
| A-2 | PBN | 4.000 | 70.80 | - | YYY- | - | - | - | 84.00% | - | Gmkfa | - | - | - | 8.68% | - | - |
| Ooa | PMC | 89.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2026-07-15; Registration: 144A/Gvl Z;
H-1: Redemption: 2026-07-15; Registration: 144J/Xyi L;
R-2: Redemption: 2026-07-15; Registration: 144J/Csr V;
L: Redemption: 2026-07-15; Registration: 144Q/Osk G;
O: Redemption: 2026-07-15; Registration: 144M/Yml U;
U-1: Redemption: 2026-07-15; Registration: 144L/Cim I;
A-2: Redemption: 2026-07-15; Registration: 144K/Fiu J;
Q: Redemption: 2026-07-15; Registration: 144B/Zql G;
Ooa: Redemption: 2026-07-15; Registration: 144T/Tjn S;
Deal Comments
Nch-Ibff Jnlmcew 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 10, 2016