| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KSG | 96.000 | - | ZK | GX | OOO- | - | - | 30.00% | - | Qeokdjwb | PUZC | - | 320 | YPUW+320 | - | - |
| E | NQJ | 36.000 | - | EM | HS | CC- | - | - | 6.00% | - | Dvebhkzj | XHVA | - | 615 | EWDL+615 | - | - |
| T-2 | CHW | 5.000 | - | UW | ZM | E | - | - | 64.00% | - | Dsdsoynf | TAZW | - | 255 | VOZR+255 | - | - |
| X-1 | RHW | 94.000 | - | CW | CN | A+ | - | - | 33.98% | - | Pfquxxal | MSLM | - | 220 | UEVA+220 | - | - |
| B | KCF | 51.000 | - | AW | KI | FF | - | - | 29.00% | - | Wwruhmml | SGEI | - | 180 | LJSK+180 | - | - |
| J | XIZ | 789.000 | - | Lmm | HL | UA | - | - | 44.00% | - | Rpdckrbo | KEUX | - | 148 | ZIXK+148 | - | - |
| Auu | ZNJ | 15.600 | - | MP | KY | HD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2026-06-24; Registration: 144Z/Mhq L;
B: Redemption: 2026-06-24; Registration: 144D/Dzn G;
X-1: Redemption: 2026-06-24; Registration: 144T/Mfw A;
T-2: Redemption: 2026-06-24; Registration: 144B/Tmy K;
F: Redemption: 2026-06-24; Registration: 144P/Lnx A;
E: Redemption: 2026-06-24; Registration: 144X/Dkj R;
Auu: Redemption: 2026-06-24; Registration: 144J/Bsk L;
Deal Comments
Yxp-Nznn Zgpmxjk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 23, 2016