| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PKO | 26.900 | - | - | KKK- | KKK- | - | - | Emdbmhod | 3mSn | - | 395 | 3vYt+395 | - | 503.00000 |
| Y-1 | SSN | 833.000 | - | - | YYY | AAA | - | - | Yuuzverp | 3bUd | - | 149 | 3wZm+149 | - | 951.00000 |
| K-2 | GDZ | 3.000 | - | - | KKK | GGG | - | - | Tujoafoo | 3rDf | - | 170 | 3vEt+170 | - | 228.00000 |
| U | VDH | 34.000 | - | - | QQ- | OO- | - | - | Aebmdpep | 3gGx | - | 690 | 3zFw+674 | - | 57.00000 |
| N | CBP | 41.000 | - | - | O- | K- | - | - | Sqzdpsut | 3aTb | - | 950 | 3lXg+830 | - | 94.00000 |
| V | KOY | 14.600 | - | - | F | G | - | - | Chwjyoye | 3rSz | - | 260 | 3bXq+260 | - | 872.00000 |
| Ywb | EOV | 15.470 | - | - | WX | EU | - | - | - | - | - | - | - | - | Retained |
| C | SWL | 57.000 | - | - | VV | KK | - | - | Mxplcbix | 3vUl | - | 215 | 3qFn+215 | - | 562.00000 |
Tranche Comments
Y-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Uam X;
K-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Waj K;
C: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144I/Nke O;
V: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Bqx N;
R: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144O/Iie Y;
U: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144J/Mrd L;
N: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Kev S;
Ywb: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Mla P;
Deal Comments
Rch Doww Epxzcoe 2.00
Risk Retention
HJx Qvhdodzp
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 10, 2016
WAL Test Period End Date
Mar 7, 2002