| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | NLG | 33.000 | - | CE | - | EEE | - | - | 61.37% | - | Fieebxii | BNOW | 145u | 153 | KAOO+153 | - | - |
| L1 | ROP | 30.000 | - | WB | - | BB | - | - | 31.00% | - | Sudbhmdl | LMDW | - | 165 | JUID+165 | - | - |
| L | IPN | 78.000 | - | DX | - | T | - | - | 29.00% | - | Zebfmxym | XKLM | 185-190 | 195 | EOVY+195 | - | - |
| Kyy | JTN | 65.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O2 | JKM | 1.000 | - | ON | - | QQ | - | - | 34.00% | - | Invfi | - | - | - | 5.374% | - | - |
| S1 | QBJ | 15.000 | - | QH | - | BBB- | - | - | 84.00% | - | Wlzzfoer | IHZW | 280-290 | 295 | ZSCB+295 | - | - |
| T1 | YMU | 638.000 | - | Obb | - | WWW | - | - | 37.00% | - | Rdwwxhpz | YTPS | - | 135 | JPWK+135 | - | - |
| R2 | XVG | 9.000 | - | YN | - | RRR- | - | - | 46.00% | - | Psyqqpka | BXQB | 410-420 | 420 | ZCTW+420 | - | - |
| T | LKX | 40.000 | - | FL | - | WW- | - | - | 5.00% | - | Prbhurlj | ZKLW | 540-560 | 575 | IIST+575 | - | - |
Tranche Comments
T1: Redemption: 2026-10-15; Registration: 144I/Fnt N; Comments: Gyq-Gzyoqt;
N2: Redemption: 2026-10-15; Registration: 144J/Jcx Z;
L1: Redemption: 2026-10-15; Registration: 144N/Kag Y;
O2: Redemption: 2026-10-15; Registration: 144H/Zcu V;
L: Redemption: 2026-10-15; Registration: 144I/Mmq G;
S1: Redemption: 2026-10-15; Registration: 144Z/Ifc M;
R2: Redemption: 2026-10-15; Registration: 144X/Pad R;
T: Redemption: 2026-10-15; Registration: 144T/Irh C;
Kyy: Redemption: 2026-10-15; Registration: 144T/Qzk Z;
Deal Comments
Aqt Awvv Mjzzqbr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 12, 2017