| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BEEE | IUA | 678.000 | - | VJ | YYY | VC | - | - | 67.00% | - | Uyjlllkc | XXDY | - | 124 | YIMZ+124 | - | - |
| IOO | TOA | 21.000 | - | KV | C | FV | - | - | 15.00% | - | Jxvjexel | SNUF | - | 175 | VLPI+175 | - | - |
| Q1BBC | PLO | 12.000 | - | YJ | FF | KX | - | - | 66.00% | - | Ebrmyxon | KBBU | - | 155 | QNBD+155 | - | - |
| WYY | RPD | 68.000 | - | UU | GG- | CL | - | - | 9.00% | - | Oeqhlayt | NGLC | - | 480 | MHZM+480 | - | - |
| H1PP | ANC | 50.000 | - | VI | VVV- | XX | - | - | 64.00% | - | Nfcudara | GBXW | - | 270 | PMQP+270 | - | - |
| T2TT | XIZ | 3.000 | - | PL | HHH- | SL | - | - | 69.00% | - | Myckdpma | TDWU | - | 370 | GVYE+370 | - | - |
| MNN | KRY | 143.000 | - | FW | HHH | PI | - | - | 97.00% | - | Ockoasbc | LJNJ | - | 124 | DECL+124 | - | - |
| X2TT | CZG | 82.000 | - | WH | KK | XU | - | - | 16.00% | - | Rmujt | GYKO | - | 160 | 5.510% | - | - |
| VWW | FFY | 7.700 | - | SS | DDD | NV | - | - | - | - | Nzfurswa | TUTJ | - | 95 | NKSP+95 | - | - |
| Q1WW | BJV | 30.000 | - | DG | WW | ZM | - | - | 52.00% | - | Mrpalenu | CCYH | - | 155 | TJUN+155 | - | - |
| Cps | NFM | 63.700 | - | YM | UL | BX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
VWW: Redemption: 2027-01-09; Registration: 144T/Pwp N;
MNN: Redemption: 2027-01-09; Registration: 144C/Zuy E;
BEEE: Redemption: 2027-01-09; Registration: 144Z/Usp C;
Q1WW: Redemption: 2027-01-09; Registration: 144G/Aqu L;
Q1BBC: Redemption: 2027-01-09; Registration: 144A/Jbv L;
X2TT: Redemption: 2027-01-09; Registration: 144T/Ufl X;
IOO: Redemption: 2027-01-09; Registration: 144F/Vrd G;
H1PP: Redemption: 2027-01-09; Registration: 144C/Oit Z;
T2TT: Redemption: 2027-01-09; Registration: 144Y/Vwg S;
WYY: Redemption: 2027-01-09; Registration: 144I/Gmr P;
Cps: Redemption: 2027-01-09; Registration: 144O/Wca T;
Deal Comments
Fxaxe. Ikj Swll Kxvakxb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 7, 2016