| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-Y | MNX | 96.000 | 9.69 | - | GG | - | - | - | 30.00% | - | Olqbytsz | HDHT | - | 175 | YMXB+175 | - | 193.00000 |
| I-1I | LOK | 75.000 | 8.34 | - | SSS- | - | - | - | 99.00% | - | Wsvpytxb | ICWZ | - | 325 | YCNT+325 | - | 340.00000 |
| S-2M | YGE | 1.650 | 4.85 | - | PPP- | - | - | - | 63.13% | - | Xggco | Dlwfv | - | 430 | 7.67% | 7.669% | 450.00000 |
| Xvwdto | CIQ | 425.262 | - | - | PU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-Q | COP | 345.000 | 6.58 | - | ZZZ | - | - | - | 98.00% | - | Zvlzzdwm | QCIK | - | 137 | DOKW+137 | - | 718.00000 |
| D-F | GFN | 27.540 | 8.28 | - | BB- | - | - | - | 7.00% | - | Yczyhlkk | UWTM | - | 615 | TXLN+615 | - | 475.00000 |
| S-L | YYW | 42.000 | 8.30 | - | W | - | - | - | 54.00% | - | Mxrzkihk | GWKO | - | 200 | NBWJ+200 | - | 877.00000 |
Tranche Comments
M-Q: Redemption: 2026-09-24; Registration: 144W/Kjl S;
J-Y: Redemption: 2026-09-24; Registration: 144A/Iyg A;
S-L: Redemption: 2026-09-24; Registration: 144G/Pem A;
I-1I: Redemption: 2026-09-24; Registration: 144A/Fes W;
S-2M: Redemption: 2026-09-24; Registration: 144T/Auk I;
D-F: Redemption: 2026-09-24; Registration: 144P/Oay D;
Xvwdto: Redemption: 2026-09-24; Registration: 144M/Jzn M;
Deal Comments
Lxqxv. Dcq Wbqq Lxzfcia 2.00
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Apr 24, 2016