| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Bvc | HFG | 10.900 | - | NK | - | EY | - | - | - | - | - | - | - | - | - | - | Retained |
| U | LIT | 7.300 | 25.70 | M3 | - | - | - | - | 3.50% | - | Duwlzzqv | MGCJ | - | 650 | GIDR+650 | - | 846.00000 |
| Z-2 | BUA | 6.000 | 3.90 | - | - | LLL | - | - | 84.70% | - | Repfjbwp | BUGZ | 130 | 130 | MUBX+130 | - | 718.00000 |
| U-2 | GJG | 7.000 | 5.60 | - | - | JJJ- | - | - | 80.00% | - | Hbrvowpz | QZFP | 340-350 | 350 | BKQY+350 | - | 838.00000 |
| E-1 | ERE | 74.000 | 9.30 | - | - | EEE- | - | - | 94.00% | - | Pwfrecbf | PWCC | 235-245 | 240 | HETR+240 | - | 334.00000 |
| A | XIH | 70.000 | 8.60 | - | - | WW- | - | - | 1.00% | - | Quhhdywg | ACHZ | 425-435 | 445 | VGTF+445 | - | 815.00000 |
| W-1 | VGX | 878.000 | 1.60 | Gjj | - | - | - | - | 98.00% | - | Hlhjzqta | BGPO | 113 | 113 | NDDR+113 | - | 627.00000 |
| U | MYQ | 28.000 | 3.60 | - | - | Y | - | - | 63.00% | - | Isvqmbyw | WJHI | 160-165 | 170 | ILCC+170 | - | 912.00000 |
| L | XFZ | 19.000 | 4.30 | - | - | II | - | - | 36.00% | - | Ocshyuws | AYLS | 140-145 | 145 | NGEU+145 | - | 966.00000 |
Tranche Comments
W-1: Redemption: 2027-03-19; Registration: 144A/Gqg D;
Z-2: Redemption: 2027-03-19; Registration: 144A/Zki H;
L: Redemption: 2027-03-19; Registration: 144I/Bhy T;
U: Redemption: 2027-03-19; Registration: 144D/Mpj M;
E-1: Redemption: 2027-03-19; Registration: 144L/Yym H;
U-2: Redemption: 2027-03-19; Registration: 144F/Zpr J;
A: Redemption: 2027-03-19; Registration: 144T/Chj X;
U: Redemption: 2027-03-19; Registration: 144O/Zzh L;
Bvc: Redemption: 2027-03-19; Registration: 144V/Ciw R;
Deal Comments
Xyh Ekpp Dgvcyrf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 27, 2016