| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | FTV | 937.000 | 4.00 | - | PPP | JJJ | 95.00% | - | Pwyjrizc | 3pBa | - | 122 | 3fUk+122 | - | 766.00000 |
| H | PLB | 48.200 | 6.90 | - | V | U | 67.00% | - | Tummcdtn | 3eBo | - | 200 | 3kYw+200 | - | 601.00000 |
| S-2 | SBR | 42.000 | 4.70 | - | WWW | YYY | 31.41% | - | Ddrfooja | 3kQy | - | 145 | 3eFx+145 | - | 627.00000 |
| Qajgmf | CGZ | 15.700 | - | - | JN | ZB | - | - | - | - | - | - | - | - | Retained |
| S | MLN | 23.200 | 3.00 | - | HH | VV | 81.55% | - | Lwkboamx | 3pKt | - | 170 | 3sEk+170 | - | 246.00000 |
| H | MXG | 94.500 | 8.70 | - | EE- | QQ- | 7.55% | - | Wxdxjcwl | 3nIq | - | 485 | 3zTz+485 | - | 583.00000 |
| U-1-P | XCR | 86.000 | 7.00 | - | HHH | AAA | 19.00% | - | Lxyemver | 3cPz | - | 122 | 3eDc+122 | - | 781.00000 |
| T | IHU | 58.400 | 8.50 | - | KKK | AAA- | 89.41% | - | Yxdzatyx | 3dXz | - | 280 | 3lQx+280 | - | 465.00000 |
| C | WCW | 38.800 | 88.90 | - | L- | U- | 8.54% | - | Lmdpzfon | 3pGp | - | 800 | 3xZi+784 | - | 50.00000 |
Tranche Comments
L-1: Redemption: 2026-09-27; Registration: 144L/Zua N;
U-1-P: Redemption: 2026-09-27; Registration: 144K/Jmm V;
S-2: Redemption: 2026-09-27; Registration: 144P/Ebv Y;
S: Redemption: 2026-09-27; Registration: 144U/Exn P;
H: Redemption: 2026-09-27; Registration: 144V/Ldz Q;
T: Redemption: 2026-09-27; Registration: 144G/Wps S;
H: Redemption: 2026-09-27; Registration: 144Y/Erc K;
C: Redemption: 2026-09-27; Registration: 144U/Fxx B;
Qajgmf: Redemption: 2026-09-27; Registration: 144P/Tes Y;
Deal Comments
Nxw Rpvv Pcrqxxt 2.00
Risk Retention
SS - Tustgncr
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 4, 2016