| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | CFU | 74.000 | 2.60 | - | - | WWW- | - | - | 49.00% | - | Yzscpdjj | ZZIS | 295-305 | 305 | YNMY+305 | - | - |
| N | LHA | 97.000 | 7.60 | - | - | RR | - | - | 29.00% | - | Udbqzcrd | SYJZ | 170-175 | 175 | XDPH+175 | - | - |
| I | NVI | 82.000 | 3.10 | - | - | ZZ- | - | - | 2.00% | - | Jrurzcne | ECKM | 600-625 | 625 | QQKW+625 | - | - |
| T-1 | WCJ | 644.000 | 9.10 | Sbb | - | - | - | - | 71.00% | - | Ubkfyozs | XGTU | 130 | 130 | AKWA+130 | - | - |
| K-2 | VPF | 12.000 | 5.50 | - | - | EEE | - | - | 14.00% | - | Muzpjjdv | GOPG | 155-160 | 160 | BDNV+160 | - | - |
| T-2 | ROH | 2.000 | 4.70 | - | - | WWW- | - | - | 66.51% | - | Itikx | - | 410-420 | 430 | 8.16% | - | - |
| Kburwx | COR | 71.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | CYE | 12.000 | 6.30 | - | - | R | - | - | 45.00% | - | Tbtwucht | CECP | 200 | 200 | JWHY+200 | - | - |
Tranche Comments
T-1: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144C/Vix U;
K-2: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144D/Dzk I;
N: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144V/Wzj M;
U: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144D/Oxc J;
L-1: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144A/Mmv D;
T-2: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144F/Mki Q;
I: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144G/Pah U;
Kburwx: First Pay: 2025-07-20; Redemption: 2026-01-20; Registration: 144D/Efu O;
Deal Comments
Roc-Sjss Mentosi 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 18, 2016