| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2A | BXX | 57.000 | - | - | RRR | - | - | - | 60.86% | - | Epbukqbd | BINJ | 160l | 162 | ZCFA+162 | - | - |
| LI | JFR | 20.000 | - | - | CC- | - | - | - | 9.00% | - | Kpzmcfjw | JEGY | 600 | 600 | TTEB+600 | - | - |
| VI | PGA | 5.100 | - | - | V- | - | - | - | 1.49% | - | - | - | - | - | - | - | Retained |
| KM | YWF | 43.000 | - | - | Y | - | - | - | 81.00% | - | Trcyhpnp | ZLSN | 200-215 | 215 | NHLX+215 | - | - |
| V2Q | YVN | 9.000 | - | - | ZZZ- | - | - | - | 20.00% | - | Icxna | - | 430o | - | 7.429% | - | - |
| O1N | JJU | 84.000 | - | - | LLL- | - | - | - | 15.00% | - | Lkhjxhmt | BWFL | 310-320 | 310 | NQWC+310 | - | - |
| O1V | JJV | 207.000 | - | - | RRR | - | - | - | 48.00% | - | Fkqmwyae | LKDK | 142 | 142 | ISXC+142 | - | - |
| OG | HAK | 75.000 | - | - | XX | - | - | - | 45.00% | - | Vvozoxqm | WBXQ | 180 | 180 | WSPN+180 | - | - |
| Cue | GET | 73.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1V: Redemption: 2026-10-20; Registration: 144T/Zpi W; Comments: Ltu-Lblmux;
W2A: Redemption: 2026-10-20; Registration: 144X/Jhb G;
OG: Redemption: 2026-10-20; Registration: 144Y/Rrs R; Comments: Ppj-Pqanjw;
KM: Redemption: 2026-10-20; Registration: 144F/Grq R;
O1N: Redemption: 2026-10-20; Registration: 144F/Wzu G;
V2Q: Redemption: 2026-10-20; Registration: 144N/Pku S;
LI: Redemption: 2026-10-20; Registration: 144X/Puh M; Comments: Chq-Ctkoqw;
VI: Redemption: 2026-10-20; Registration: 144D/Cor F;
Cue: Redemption: 2026-10-20; Registration: 144L/Wvn K;
Deal Comments
Lxuxw. Wmt Nbkk Xxfrmli 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 21, 2016