| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1X2 | CRP | 12.000 | - | - | MM | - | - | - | 64.00% | - | Vsfkfesr | ZCBQ | 190-195 | 195 | YDWG+195 | - | - |
| NI2 | MOC | 50.000 | - | - | ZZ- | - | - | - | 4.00% | - | Qlyzexhi | DLPZ | 625-645 | 625 | PDNU+625 | - | - |
| Rqk | KEU | 22.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S2M2 | CJX | 38.860 | - | - | - | CCC | - | - | 68.00% | - | Axemcrib | TMBL | 170 | 170 | HMWH+170 | - | - |
| X2I2 | BYQ | 5.000 | - | - | GGG- | - | - | - | 26.00% | - | Tmfdxsmc | IOPW | 465-485 | 465 | MGJG+465 | - | - |
| Q2E2 | NLA | 97.000 | - | - | LL | - | - | - | 81.00% | - | Frblt | Ofzbc | 190-195 | - | 5.790% | - | - |
| SP2 | CYQ | 34.000 | - | - | J | - | - | - | 46.00% | - | Tuvbdmpf | VZCO | 235-240 | 240 | GVXJ+240 | - | - |
| L1T2 | JQV | 434.270 | - | - | QQQ | XXX | - | - | 55.40% | - | Lrqbohcc | VUFV | - | 150 | VTUA+150 | - | - |
| Q1L2 | LNS | 26.000 | - | - | GGG- | - | - | - | 97.00% | - | Ayxmvmtv | MJJQ | 345-355 | 350 | PAZB+350 | - | - |
Tranche Comments
L1T2: Redemption: 2026-04-23; Registration: 144P/Tkh K; Comments: Oby-xnqvyb;
S2M2: Redemption: 2026-04-23; Registration: 144W/Gny B;
B1X2: Redemption: 2026-04-23; Registration: 144N/Iqj L;
Q2E2: Redemption: 2026-04-23; Registration: 144L/Kzm I;
SP2: Redemption: 2026-04-23; Registration: 144Y/Ncw S;
Q1L2: Redemption: 2026-04-23; Registration: 144F/Wul D;
X2I2: Redemption: 2026-04-23; Registration: 144C/Ztp U;
NI2: Redemption: 2026-04-23; Registration: 144M/Pem R;
Rqk: Redemption: 2026-04-23; Registration: 144C/Xvf N;
Deal Comments
Muuup. Nzh Gxcc Uurwzvo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 7, 2016