| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 540.000 | - | Aaa | - | AAA | - | - | - | - | Floating | 3mL | - | 112 | 3mL+112 | - | - |
| A-2-R | USD | 101.000 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B-R | USD | 50.000 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| C-R | USD | 51.400 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 275 | 3mL+275 | - | - |
| D-R | USD | 34.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 560 | 3mL+560 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FJO | 85.100 | - | H2 | - | - | - | - | - | - | Hjpkqldr | 3kC | - | 330 | 3jA+330 | - | - |
| S | WRJ | 13.600 | - | Uuu3 | - | - | - | - | - | - | Phkhcuwq | 3qU | - | 370 | 3fY+370 | - | - |
| Ujjgkf | HNJ | 42.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | NIN | 10.800 | - | Je3 | - | - | - | - | - | - | Lmsasxoq | 3jU | - | 630 | 3kU+630 | - | - |
| F-1 | ZTZ | 893.700 | - | Ggg | - | WWW | - | - | - | - | Fzpkkoxr | 3aR | - | 155 | 3iQ+155 | - | - |
| K-2 | TNV | 90.800 | - | Uj2 | - | - | - | - | - | - | Zcfomcyv | 3jS | - | 235 | 3iM+235 | - | - |
Tranche Comments
F-1: Registration: 144E/Oeh Q;
K-2: Registration: 144P/Cjr H;
K: Registration: 144T/Crp Q;
S: Registration: 144X/Cbg X;
C: Registration: 144B/Hqh G;
Ujjgkf: Registration: 144D/Lso V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FTD | 31.200 | - | H2 | - | SI | - | - | - | - | Elwwokcu | 3bS | - | 350 | 3mL+350 | - | - |
| Ujlp | YCK | 281.900 | - | JZ | - | XM | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | NPO | 66.600 | - | Nw2 | - | PV | - | - | - | - | Yvrchzvp | 3kK | - | 275 | 3pS+275 | - | - |
| S-1 | ONP | 836.000 | - | Oww | - | KKK | - | - | - | - | Fdkbbkfx | 3xF | - | 177 | 3jW+177 | - | - |
| D | KHG | 33.100 | - | Cxx3 | - | JH | - | - | - | - | Khfofadl | 3zR | - | 410 | 3fW+410 | - | - |
| X | GSN | 90.900 | - | Gd3 | - | PR | - | - | - | - | Hccvkrsx | 3lW | - | 565 | 3hP+565 | - | - |
Tranche Comments
S-1: First Pay: 2015-05-25; Redemption: 2017-02-25;
V-2: First Pay: 2015-05-25; Redemption: 2017-02-25;
V: First Pay: 2015-05-25; Redemption: 2017-02-25;
D: First Pay: 2015-05-25; Redemption: 2017-02-25;
X: First Pay: 2015-05-25; Redemption: 2017-02-25;
Ujlp: First Pay: 2015-05-25; Redemption: 2017-02-25;
Deal Comments
Iqp Ifss Lsomqun 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 21, 1996
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QYP | 26.000 | - | Vyy2 | WWW | - | - | - | - | - | - | - | - | - | - | - | - |
| J | GRX | 574.000 | - | Bgg | UUU | - | - | - | - | - | Pllbhkhw | 3nK | - | - | 3dS+175 | - | - |