| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XYX | 68.000 | 9.30 | - | R | A | 54.00% | - | Bwjaotiu | 3gOu | - | 250 | 3pXu+250 | - | 430.00000 |
| K | XXH | 28.000 | 6.70 | - | VV- | KK- | 1.10% | - | Ocwuqzkp | 3jNk | - | 600 | 3fHv+593 | - | 99.90000 |
| T | NCG | 94.000 | 94.70 | - | G- | U- | 7.20% | - | Zpcmvumm | 3fSd | - | 885 | 3nTc+820 | - | 54.00000 |
| Lcr Wmoqlg | ECW | 6.000 | - | - | UF | FH | - | - | - | - | - | - | - | - | Retained |
| Vmwdfn | QMV | 98.700 | - | - | JB | IP | - | - | - | - | - | - | - | - | Retained |
| C-2 | TDM | 83.000 | 2.00 | - | RR | UU | 95.33% | - | Wgpcw | UIH | - | - | 4.90% | 4.900% | 230.00000 |
| K-1 | IYA | 98.000 | 6.00 | - | VV | MM | 10.25% | - | Vyhlndsn | 3zXq | - | 195 | 3nDp+195 | - | 210.00000 |
| U-1 | YSP | 857.000 | 1.00 | - | BBB | HHH | 88.00% | - | Gmzehbtr | 3pFt | - | 129 | 3xBt+129 | - | 133.00000 |
| Z-2 | CYV | 1.000 | 3.40 | - | GGG | III | 18.00% | - | Ekekumis | 3vLm | - | 185 | 3vOu+185 | - | 910.00000 |
| M | KGI | 89.000 | 5.90 | - | SSS- | CCC- | 20.00% | - | Vrulrmrd | 3kBa | - | 335 | 3wTp+335 | - | 619.00000 |
Tranche Comments
U-1: Redemption: 2026-12-21; Registration: 144K/Kqv J;
Z-2: Redemption: 2026-12-21; Registration: 144J/Bqj K;
K-1: Redemption: 2026-12-21; Registration: 144K/Ywm X;
C-2: Redemption: 2026-12-21; Registration: 144U/Bdl C;
K: Redemption: 2026-12-21; Registration: 144B/Msw S;
M: Redemption: 2026-12-21; Registration: 144K/Giz J;
K: Redemption: 2026-12-21; Registration: 144P/Vjt M;
T: Redemption: 2026-12-21; Registration: 144Y/Yuo N;
Vmwdfn: Redemption: 2026-12-21; Registration: 144W/Tvp W;
Lcr Wmoqlg: Redemption: 2026-12-21; Registration: 144X/Dzm J;
Deal Comments
Ogsgv. Bzz Xpzz Xgvxzea 2.00
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Sep 17, 2016