| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | HJT | 92.000 | 1.00 | - | AA | EE | 38.85% | - | Dhzomwjr | 3oOq | - | 195 | 3zSm+195 | - | 361.00000 |
| W | LZJ | 34.000 | 2.30 | - | A | K | 87.00% | - | Bprkahja | 3aFv | - | 250 | 3qEh+250 | - | 833.00000 |
| Gzcjmd | GNG | 25.200 | - | - | MB | MD | - | - | - | - | - | - | - | - | Retained |
| Q | TLF | 73.000 | 3.70 | - | YYY- | EEE- | 24.00% | - | Iypadhta | 3bSn | - | 335 | 3iOz+335 | - | 651.00000 |
| R | BKG | 59.000 | 52.20 | - | Y- | D- | 9.90% | - | Lzppzxmr | 3yXu | - | 885 | 3lVu+820 | - | 10.00000 |
| S-2 | XYF | 28.000 | 5.00 | - | QQ | RR | 64.89% | - | Jlzhw | ART | - | - | 4.90% | 4.900% | 780.00000 |
| Q | WPW | 28.000 | 2.90 | - | MM- | DD- | 7.60% | - | Xuqtjtrk | 3nQr | - | 600 | 3qGu+593 | - | 34.70000 |
| L-2 | XAR | 1.000 | 8.20 | - | GGG | SSS | 55.00% | - | Gjjpqajd | 3iVk | - | 185 | 3jQy+185 | - | 697.00000 |
| C-1 | OGZ | 995.000 | 1.00 | - | BBB | GGG | 67.00% | - | Tdioabiw | 3bMd | - | 129 | 3dVa+129 | - | 890.00000 |
| Hdv Rgxsbf | PVR | 2.000 | - | - | LI | YJ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: Redemption: 2026-12-21; Registration: 144L/Qbf S;
L-2: Redemption: 2026-12-21; Registration: 144I/Efn C;
Y-1: Redemption: 2026-12-21; Registration: 144Z/Fzj W;
S-2: Redemption: 2026-12-21; Registration: 144U/Zoc J;
W: Redemption: 2026-12-21; Registration: 144X/Cpt U;
Q: Redemption: 2026-12-21; Registration: 144Z/Dml C;
Q: Redemption: 2026-12-21; Registration: 144J/Aoh X;
R: Redemption: 2026-12-21; Registration: 144Q/Oxb I;
Gzcjmd: Redemption: 2026-12-21; Registration: 144D/Dsp M;
Hdv Rgxsbf: Redemption: 2026-12-21; Registration: 144Y/Yig I;
Deal Comments
Yohoq. Uvs Hjgg Somovrk 2.00
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Dec 23, 2016