| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2P | CEL | 8.000 | - | SY | - | CCC- | - | - | 49.00% | - | Fvrbctbm | BPCU | - | 450 | AJCB+450 | - | - |
| H2L | XZI | 93.000 | - | YU | - | JJJ | - | - | 64.00% | - | Pfurofcc | PJQS | 140-145 | 155 | EVWZ+155 | - | - |
| F2G | LYT | 5.000 | - | KI | - | U | - | - | 78.00% | - | Zwovospv | AVVB | - | 230 | CZLV+230 | - | - |
| LU | QBZ | 74.000 | - | EN | - | VV | - | - | 29.00% | - | Ebdrivif | MZMM | 160-165 | 160 | LWEL+160 | - | - |
| A1A | EJJ | 62.000 | - | AG | - | A+ | - | - | 22.00% | - | Iwnuvwbn | NOTS | - | 190 | ZMLP+190 | - | - |
| Zel | CPA | 38.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1N | GVE | 55.000 | - | QN | - | JJJ- | - | - | 63.00% | - | Kbuoawzd | VZKO | - | 310 | NGQC+310 | - | - |
| KF | OMD | 10.000 | - | EQ | - | TT- | - | - | 2.00% | - | Rmfpjlxn | WAMH | 565-585 | 610 | MEJP+610 | - | - |
| E1X | VXI | 945.000 | - | Ioo | - | - | - | - | 53.00% | - | Dkzryfzq | VHUB | 125a | 127 | HHUT+127 | - | - |
Tranche Comments
E1X: Redemption: 2025-08-06; Registration: 144T/Nah H;
H2L: Redemption: 2025-08-06; Registration: 144K/Dmk Y;
LU: Redemption: 2025-08-06; Registration: 144H/Mak B;
A1A: Redemption: 2025-08-06; Registration: 144X/Fyi A;
F2G: Redemption: 2025-08-06; Registration: 144Y/Mkz F;
C1N: Redemption: 2025-08-06; Registration: 144J/Idx V;
P2P: Redemption: 2025-08-06; Registration: 144W/Tmh H;
KF: Redemption: 2025-08-06; Registration: 144N/Vmr B;
Zel: Redemption: 2025-08-06; Registration: 144C/Rbv W;
Deal Comments
Upwpm. Qbx Eyee Dpwabfv 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 24, 2017