| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OFZ | 42.000 | 4.70 | - | AA | - | - | - | 77.00% | - | Wejhbkqy | PAFC | - | 185 | TSCL+185 | - | - |
| H | PAM | 8.910 | 16.80 | - | MM- | - | - | - | 2.94% | - | Hmqjurca | QJVP | - | 759 | DDYE+759 | - | - |
| T-1 | AWN | 30.000 | 1.80 | - | DDD- | - | - | - | 23.00% | - | Bmjxemlk | EDLJ | - | 365 | LSNX+365 | - | - |
| C-2 | WIO | 1.000 | 69.70 | - | TTT- | - | - | - | 95.00% | - | Gionk | - | - | - | 7.52% | - | - |
| O-1 | CKE | 179.000 | 4.10 | - | HHH | - | - | - | 99.00% | - | Nmjocxkv | GHFZ | - | 144 | YKLU+144 | - | - |
| R | IFV | 1.000 | 8.30 | - | PPP | - | - | - | - | - | Uvvkncqn | VZUY | - | 105 | GMFE+105 | - | - |
| X-2 | HPV | 46.000 | 8.00 | - | EEE | - | - | - | 66.00% | - | Pkqwbtsp | VQDJ | - | 164 | GTAT+164 | - | - |
| Alx | WAH | 25.000 | - | - | KD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | LZF | 12.000 | 7.40 | - | G | - | - | - | 28.00% | - | Qbpysdae | VCHI | - | 220 | NBLG+220 | - | - |
Tranche Comments
R: Redemption: 2026-10-16; Registration: 144Z/Bvf G;
O-1: Redemption: 2026-10-16; Registration: 144B/Nmt R;
X-2: Redemption: 2026-10-16; Registration: 144T/Fir Y;
Y: Redemption: 2026-10-16; Registration: 144L/Wue G;
L: Redemption: 2026-10-16; Registration: 144D/Wtn W;
T-1: Redemption: 2026-10-16; Registration: 144B/Vor R;
C-2: Redemption: 2026-10-16; Registration: 144M/Jir X;
H: Redemption: 2026-10-16; Registration: 144K/Vco N;
Alx: Redemption: 2026-10-16; Registration: 144K/Gaa S;
Deal Comments
Rzs Ltll Jheezhp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 29, 2016