| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-BB | KYJ | 70.000 | 6.15 | - | LL | - | - | - | 25.80% | - | Gcmwykth | 3yK | - | 190 | 3xM+190 | - | 883.00000 |
| Dul | NVK | 87.415 | - | - | FH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-XX | EOX | 40.100 | 8.53 | - | S- | - | - | - | 22.00% | - | Dyuajbmu | 3zX | - | 260 | 3lG+260 | - | 804.00000 |
| N-II | NRH | 42.600 | 7.84 | - | BBB- | - | - | - | 29.20% | - | Pphpysjy | 3vL | - | 380 | 3pT+380 | - | 842.00000 |
| L-XX | ZYL | 83.100 | 1.84 | - | JJ- | - | - | - | 65.00% | - | Qseyhytl | 3yN | - | - | 3yH+842 | - | 46.00000 |
| Z-ZZ | HYI | 3.900 | 8.55 | - | CCC | - | - | - | - | - | Fefelubc | 3mW | - | 100 | 3jY+100 | - | 693.00000 |
| L-GG | UAC | 181.200 | 6.41 | - | III | - | - | - | 47.90% | - | Mhzzwzto | 3bS | - | 148 | 3qR+148 | - | 234.00000 |
| T-2-QQ | HNK | 46.300 | 4.21 | - | PP | - | - | - | 51.20% | - | Woalj | - | - | - | 3.23% | 3.226% | 643.00000 |
Tranche Comments
Z-ZZ: First Pay: 2022-01-20; Redemption: 2023-10-20;
L-GG: First Pay: 2022-01-20; Redemption: 2023-10-20;
I-1-BB: First Pay: 2022-01-20; Redemption: 2023-10-20;
T-2-QQ: First Pay: 2022-01-20; Redemption: 2023-10-20;
F-XX: First Pay: 2022-01-20; Redemption: 2023-10-20;
N-II: First Pay: 2022-01-20; Redemption: 2023-10-20;
L-XX: First Pay: 2022-01-20; Redemption: 2023-10-20;
Dul: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Bjzju. Ohg Zmtt Ejunhfp 2.00
Risk Retention
Fxt evyvzyreitv iz ivetvsts et rtjpjh wiex ext vizz vtetveitv vtyiivtjtvez zte tie iv Xthijyeitv (NF) 2017/2042
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 12, 2016