| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-K | CHF | 43.000 | 2.20 | - | HHH- | - | - | - | 30.36% | - | Htwfltux | WIYB | 260-265 | 265 | EHMV+265 | - | - |
| G-Z | PQT | 49.000 | 3.30 | - | T | - | - | - | 73.94% | - | Beybbqdd | NZBB | 170-175 | 175 | NSED+175 | - | - |
| L-A | BJC | 51.000 | 1.50 | - | NN- | - | - | - | 2.58% | - | Zbkwevck | BMOL | 490 | 490 | LNMD+490 | - | - |
| Y-C | EPG | 69.000 | 2.30 | - | DD | - | - | - | 88.21% | - | Sszodoaa | PMBB | 160 | 160 | UOCC+160 | - | - |
| V-2-G | PWT | 2.000 | 9.60 | - | ZZZ- | - | - | - | 97.73% | - | Flcyafje | CWPY | 370-375 | 375 | QIFJ+375 | - | - |
| L-F | KTQ | 802.000 | 1.70 | - | ZZZ | - | - | - | 77.40% | - | Emqjvbqa | KTFR | - | 125 | ANDW+125 | - | - |
Tranche Comments
L-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Anb Z;
Y-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Itd C;
G-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Tdq Q;
W-1-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Kic Z;
V-2-G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Cwl W;
L-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Ywu M;
Deal Comments
Gfefl. Wmy Luxx Afylmdo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 18, 2016