| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BSM | 10.181 | 6.30 | - | VVV- | LLL- | 95.00% | - | Eyouacjr | 3iNt | - | 385 | 3qYt+374 | - | 18.86000 |
| Y | QNP | 18.174 | 3.80 | - | G- | G- | 1.30% | - | Uhzuaspu | 3xUl | - | 985 | 3dNp+899 | - | 75.00000 |
| Uja | DJN | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | MHM | 480.000 | 5.60 | - | AAA | NNN | 73.00% | - | Gqshezxp | 3jZq | - | 145 | 3tZe+145 | - | 535.00000 |
| N1 | COQ | 91.100 | 8.40 | - | II | QQ | 89.00% | - | Bzlaslob | 3pAd | - | 230 | 3aOt+230 | - | 406.00000 |
| Z2 | FDT | 17.000 | - | - | RR | NN | - | - | Yrhvx | UTA | - | - | 5.250% | 5.250% | 437.00000 |
| J | DPM | 11.532 | 1.00 | - | E | G | 27.83% | - | Mfjyhjsq | 3fDn | - | 265 | 3pHu+265 | - | 693.00000 |
| Y | IQS | 43.992 | 3.00 | - | EE- | OO- | 3.73% | - | Qhubrkhz | 3dHj | - | 675 | 3hXk+667 | - | 83.70000 |
Tranche Comments
C: Redemption: 2026-12-11; Registration: 144Q/Ywi X;
N1: Redemption: 2026-12-11; Registration: 144E/Qvw N;
Z2: Redemption: 2026-12-11; Registration: 144U/Vbn O;
J: Redemption: 2026-12-11; Registration: 144C/Qhe F;
D: Redemption: 2026-12-11; Registration: 144D/For L;
Y: Redemption: 2026-12-11; Registration: 144G/Mww X;
Y: Redemption: 2026-12-11; Registration: 144U/Iuv V;
Uja: Redemption: 2026-12-11; Registration: 144I/Auj D;
Deal Comments
Aio Ywcc Yycvidq 2.00. Bgy dywc lwg ixgviyd wcig SVH406.2g qi SVH456.25g
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Jan 28, 2016