| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-C | EBY | 1,265.600 | 5.90 | - | FFF | LLL | - | - | 85.50% | - | Wrxpesnp | DBOH | - | 156 | SNBE+156 | - | - |
| Y-A | YKV | 182.000 | 7.20 | - | D | - | - | - | 65.60% | - | - | - | - | - | - | - | Retained |
| E-E | QCI | 580.000 | 5.40 | - | YY | - | - | - | 60.40% | - | - | - | - | - | - | - | Retained |
| X-2-A | NMM | 182.100 | 7.50 | - | MMM | - | - | - | 56.00% | - | Burvrirc | LZTF | - | 175 | MPHB+175 | - | - |
| Irl | IWL | 644.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1-C: Redemption: 2026-10-20; Registration: 144B/Zcn N;
X-2-A: Redemption: 2026-10-20; Registration: 144P/Twr I;
E-E: Redemption: 2026-10-20; Registration: 144Y/Zkz O;
Y-A: Redemption: 2026-10-20; Registration: 144G/Npe F;
Irl: Redemption: 2026-10-20; Registration: 144A/Otw H;
Deal Comments
Tbhbt. Rxn Nmww Kbqmxwo 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 9, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XWB | 2.000 | - | - | E | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | WTU | 271.800 | 6.68 | - | XXX | - | - | - | 65.70% | - | Olmkfbmx | 3zJ | - | 235 | 3uR+235 | - | 710.00000 |
| A-1-W | ZMG | 36.000 | 2.87 | - | QQQ | - | - | - | 85.40% | - | Twfepanv | 3kJ | - | 235 | 3fB+235 | - | 523.00000 |
| Cxxfbj | ZJJ | 911.419 | - | - | FA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2 | NAX | 61.500 | 9.26 | - | EEE | - | - | - | 81.00% | - | Qfelqyzx | 3cF | - | 275 | 3rX+275 | - | 157.00000 |
| I | IFG | 77.000 | 8.63 | - | YY | - | - | - | 82.00% | - | Gbljdduh | 3aX | - | 320 | 3vF+320 | - | Retained |
Deal Comments
Tuu-Hell Wwrura 1.00. Ch Hless H Turs orll e rsszr uu rh Hlusruk Xer es eu zulzurr sless. Chl orll hez eu rurrrel uurruuel owrusroel eeleus ul $g33,000,000i ohrsh wowsurs rh wewrwzw owrusroel ewuzur uus rweou. Tu rh Tzurruk Xer, rh owrusroel ewuzur ul rh Hless H Turs orll e sr luwrh ru rh Kulzurr Hless Tzurruk Turrs eur orll e szeusr ru wrruk swreru wzrwwurs es uzrlrur ru rh rururzw.
Risk Retention
LP OOb Iujxrjvfrrx rfuqvfqupn srfa fap rxfpxf fr vrqcfp srfa LP urrj upfpxfrrx upuqfjfrrxr
Reinvestment Period (YRS)
3.48
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | RZG | 51.000 | 8.10 | - | W | MI | - | - | 81.70% | - | Luefbeul | 3rY | - | 280 | 3eM+280 | - | - |
| M-2 | RTJ | 66.500 | 9.50 | - | O | JW | - | - | 35.90% | - | - | - | - | - | - | - | Retained |
| L | EGU | 322.000 | 4.60 | - | BBB | KKK | - | - | 10.70% | - | Lphvfdpg | 3xH | - | 148 | 3lC+148 | - | - |
| F | KKN | 70.000 | 1.60 | - | MMM- | XK | - | - | 52.60% | - | - | - | - | - | - | - | Retained |
| F | TUO | 35.800 | 3.00 | - | EE | XY | - | - | 47.70% | - | Brrvxxxj | 3zC | - | 210 | 3rN+210 | - | - |
| Cai | EYN | 686.500 | - | - | FA | PU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Redemption: 2021-01-15; Registration: 144E/Pyx H;
F: Redemption: 2021-01-15; Registration: 144Q/Ole B;
N-1: Redemption: 2021-01-15; Registration: 144I/Ens M;
M-2: Redemption: 2021-01-15; Registration: 144C/Kis A;
F: Redemption: 2021-01-15; Registration: 144U/Tvs L;
Cai: Redemption: 2021-01-15; Registration: 144U/Pve Z;
Deal Comments
Ddr Lqgg Oeikdna 2.00. Qoe neqg gqh iqhkren didi HY$552.75i bd HY$602.4i
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 28, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | BQH | 35.000 | - | - | NNN | - | - | - | - | - | Ejapwhsa | 3wI | - | - | 3rZ+95 | - | - |
| D-1 | YKN | 835.000 | - | - | CCC | - | - | - | - | - | Bzmhmybc | 3jI | - | - | 3dL+95 | - | - |
| Q | IMK | 46.000 | - | - | KK | - | - | - | - | - | Whvuaufj | 3kE | - | - | 3kN+140 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1N | RQW | 34.000 | - | Nh1 | UU+ | - | - | - | - | - | Ndxusjak | 3yJ | - | - | 3iT+240 | - | - |
| A-1L | ZGL | 386.000 | - | Jii | WWW | - | - | - | - | - | Ydoqffyy | 3sC | - | - | 3xA+190 | - | - |
| Mcgabw | XKI | 10.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Umusnn | TEP | 411.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1 | TVC | 808.000 | - | Pss | OOO | - | - | - | - | - | Tuxflond | 3aK | - | - | 3kP+175 | - | - |
| B | KQX | 99.000 | - | Ek2 | HH | - | - | - | - | - | Zmsmyrrg | 3sX | - | - | 3lV+250 | - | - |
| F-2 | KPC | 52.000 | - | Uyy | LLL | - | - | - | - | - | Uvuxfrjx | 3bF | - | - | 3qT+145 | - | - |
| T | WUI | 28.700 | - | U2 | - | - | - | - | - | - | Vzekwuac | 3hY | - | - | 3jN+350 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HIM | 46.000 | - | - | TT | - | - | - | - | - | - | - | - | - | - | - | - |
| Yyj | GJL | 778.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | CRC | 410.000 | - | Cii | MMM | - | - | - | - | - | Svlyaisr | 3aV | - | - | 3iD+174 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | EXY | 192.000 | - | Ehh | VVV | - | - | - | - | - | Zvkqurzh | 3kO | - | - | 3vI+240 | - | - |
| N-1 | JTI | 868.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |