| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | JVN | 419.000 | - | Ikk | - | WH | - | - | 39.00% | - | Quebwodo | WMMO | 113 | 113 | PKYA+113 | - | - |
| C1 | YSK | 70.000 | - | UQ | - | QQQ- | - | - | 67.00% | - | Ipprdtee | CQDX | 250-260 | 250 | IJHD+250 | - | - |
| Tsu | UEE | 98.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I2 | BRQ | 2.000 | - | EX | - | OOO- | - | - | 86.00% | - | Xezxurze | XVQD | 350w | 365 | KQWN+365 | - | - |
| B | ABQ | 31.000 | - | GT | - | HH- | - | - | 9.00% | - | Rlryajap | PGBA | 450v | 450 | IKLZ+450 | - | - |
| F2 | IFZ | 34.000 | - | YW | - | OOO | - | - | 48.00% | - | Exlcluhx | CJLN | 135c | 135 | ALAT+135 | - | - |
| M | XCT | 98.000 | - | BW | - | H | - | - | 99.00% | - | Jhyjuicz | IMKW | 170-175 | 165 | GLSA+165 | - | - |
| U | XUV | 1.000 | - | O3 | - | QZ | - | - | 7.30% | - | Cyvbroea | VZTY | - | 700 | QIAK+700 | - | - |
| A | CRC | 32.000 | - | CT | - | XX | - | - | 35.00% | - | Bzulsjza | WGSS | 150b | 150 | MJCC+150 | - | - |
Tranche Comments
A1: Redemption: 2027-04-11; Registration: 144V/Edk D;
F2: Redemption: 2027-04-11; Registration: 144C/Bad M;
A: Redemption: 2027-04-11; Registration: 144F/Nou Y;
M: Redemption: 2027-04-11; Registration: 144X/Hzt G;
C1: Redemption: 2027-04-11; Registration: 144V/Dbw K;
I2: Redemption: 2027-04-11; Registration: 144D/Yjy V;
B: Redemption: 2027-04-11; Registration: 144E/Mbd M;
U: Redemption: 2027-04-11; Registration: 144O/Gvm R;
Tsu: Redemption: 2027-04-11; Registration: 144I/Frq D;
Deal Comments
Xpp-Rwhh Kfsapmx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 21, 2016