| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VHI | 33.000 | 8.30 | - | - | S | - | - | 26.00% | - | Ppsxtkjx | WXWO | - | 205 | LTHS+205 | - | - |
| U | PIN | 30.000 | 3.40 | - | - | ZZ | - | - | 90.00% | - | Gfldcffu | TZYV | - | 185 | XBKW+185 | - | - |
| Gjd | HBP | 42.800 | - | ZM | - | ZC | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ZVD | 63.350 | 59.00 | - | - | WW- | - | - | 8.50% | - | Tvectocq | MXYL | - | 650 | NSAW+650 | - | - |
| L-2 | QPK | 1.000 | 7.20 | - | - | JJJ- | - | - | 18.00% | - | Hjodhfhm | LYPZ | - | 450 | XMPD+450 | - | - |
| N | WBU | 5.900 | 65.80 | O3 | - | - | - | - | 5.70% | - | - | - | - | - | - | - | Retained |
| S-1 | ZLO | 845.000 | 9.50 | Wmm | - | LLL | - | - | 22.00% | - | Aecdmept | YGVA | - | 139 | MGBQ+139 | - | - |
| Q-2 | AFL | 46.000 | 8.60 | - | - | MMM | - | - | 78.00% | - | Vhojfedn | AZTZ | - | 160 | MXHH+160 | - | - |
| K-1 | VER | 19.000 | 7.90 | - | - | AAA- | - | - | 45.00% | - | Mebrzoox | GHFW | - | 315 | JBCF+315 | - | - |
Tranche Comments
S-1: Redemption: 2026-10-20; Registration: 144Q/Wig V;
Q-2: Redemption: 2026-10-20; Registration: 144I/Lhw W;
U: Redemption: 2026-10-20; Registration: 144Y/Unb R;
J: Redemption: 2026-10-20; Registration: 144K/Zvl H;
K-1: Redemption: 2026-10-20; Registration: 144I/Cmb O;
L-2: Redemption: 2026-10-20; Registration: 144K/Gfb X;
H: Redemption: 2026-10-20; Registration: 144D/Wkp H;
N: Redemption: 2026-10-20; Registration: 144D/Lme C;
Gjd: Redemption: 2026-10-20; Registration: 144H/Fxp A;
Deal Comments
Hhz Shmm Honhhqe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 31, 2016