| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1E | RWM | 14.000 | - | ZR | YG | QQ- | - | - | 9.00% | - | Cezvcokh | DKIX | - | 740 | VMLF+740 | - | - |
| WO | JUB | 54.000 | - | BM | AE | WW | - | - | 65.00% | - | Xwypzwfq | NOMN | - | 185 | JXSP+185 | - | - |
| G2S | OVK | 7.900 | - | IZ | IR | RR- | - | - | 2.92% | - | Yuqjtlqf | DVPR | - | - | LPSV+830 | - | - |
| JO | VPG | 60.000 | - | XO | DB | F | - | - | 19.00% | - | Hlpmcueu | HHKL | - | 225 | ZSKV+225 | - | - |
| I1O | QKM | 635.000 | - | LC | CH | UUU | - | - | 49.00% | - | Jssbzjkl | HMVI | - | 144 | QZSH+144 | - | - |
| H1G | QYQ | 22.000 | - | JF | UW | SSS- | - | - | 47.00% | - | Ashkosal | ZEKQ | - | 350 | MJPQ+350 | - | - |
| Ekn | LBD | 21.410 | - | PX | FC | PF | - | - | - | - | - | - | - | - | - | - | Retained |
| D2J | ENS | 40.000 | - | CV | BM | PPP | - | - | 71.00% | - | Hrmvepwz | JULJ | - | 160 | GQUG+160 | - | - |
| I2B | NGJ | 4.000 | - | KY | VN | BBB- | - | - | 16.00% | - | Lmauzadj | CENT | - | 525 | LBSN+525 | - | - |
Tranche Comments
I1O: Redemption: 2026-07-21; Registration: 144C/Kdt K;
D2J: Redemption: 2026-07-21; Registration: 144L/Xzy Z;
WO: Redemption: 2026-07-21; Registration: 144Z/Dsn L;
JO: Redemption: 2026-07-21; Registration: 144U/Ieg M;
H1G: Redemption: 2026-07-21; Registration: 144H/Dvc E;
I2B: Redemption: 2026-07-21; Registration: 144I/Zhw Z;
C1E: Redemption: 2026-07-21; Registration: 144E/Dso Z;
G2S: Redemption: 2026-07-21; Registration: 144G/Hdf W;
Ekn: Redemption: 2026-07-21; Registration: 144T/Uxv W;
Deal Comments
Mkykm. Wso-Antt Qkwmsxp 2.00
Risk Retention
DW/WV - Mqt
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 11, 2017