| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XRH | 73.000 | 4.70 | - | - | TT- | - | - | 9.00% | - | Dfbvkvhz | PUXS | - | 684 | MTIX+684 | - | - |
| E | YKT | 97.000 | 7.50 | - | - | R | - | - | 44.00% | - | Affypjfz | PGEY | - | 215 | WCOK+215 | - | - |
| B | MAZ | 31.000 | 3.70 | - | - | SS | - | - | 13.00% | - | Wfxsmpyp | IBZZ | - | 185 | BOYV+185 | - | - |
| F-1 | JNS | 41.000 | 8.20 | - | - | NNN- | - | - | 61.00% | - | Zwralqls | EYLU | - | 350 | WWLN+350 | - | - |
| Wxw | QJN | 37.900 | - | WG | - | GK | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | ZHS | 9.000 | 8.70 | - | - | DDD- | - | - | 14.00% | - | Yqmuj | - | - | - | 7.76% | - | - |
| O-1 | MBW | 863.000 | 2.80 | Szz | - | - | - | - | 49.00% | - | Kfzzjoes | JOAQ | - | 140 | SYNU+140 | - | - |
| V-2 | MCO | 13.000 | 7.60 | - | - | JJJ | - | - | 28.00% | - | Sbsqmyxw | CEZR | - | 163 | HCES+163 | - | - |
Tranche Comments
O-1: Redemption: 2026-10-20; Registration: 144M/Tbr F;
V-2: Redemption: 2026-10-20; Registration: 144G/Myk Y;
B: Redemption: 2026-10-20; Registration: 144O/Xfd C;
E: Redemption: 2026-10-20; Registration: 144L/Pii D;
F-1: Redemption: 2026-10-20; Registration: 144T/Aum L;
Z-2: Redemption: 2026-10-20; Registration: 144X/Zrf G;
J: Redemption: 2026-10-20; Registration: 144B/Tts N;
Wxw: Redemption: 2026-10-20; Registration: 144U/Wpn O;
Deal Comments
Xzv Yknn Sooqzah 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 26, 2016