| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TFU | 98.000 | - | - | K | V | - | - | Sycljqer | 3kRw | - | 260 | 3vIj+260 | - | 417.00000 |
| Qyi | LGV | 48.800 | - | - | QP | MJ | - | - | - | - | - | - | - | - | Retained |
| B | DKF | 697.000 | - | - | CCC | FFF | - | - | Rdlxmnsn | 3vIe | - | 140 | 3dWz+140 | - | 192.00000 |
| K | FUM | 49.000 | - | - | KK- | WW- | - | - | Leboqbzn | 3aSy | - | 670 | 3kZg+670 | - | 211.00000 |
| G-1 | JBE | 8.100 | - | - | YO | FH | - | - | - | - | - | - | - | - | Retained |
| R | EBD | 35.000 | - | - | QQQ- | LLL- | - | - | Zrhdoqps | 3tDa | - | 375 | 3eGl+375 | - | 735.00000 |
| W-3 | SGO | 5.600 | - | - | HT | DL | - | - | - | - | - | - | - | - | Retained |
| I | YFS | 68.000 | - | - | YY | XX | - | - | Kxxfvtrd | 3gXy | - | 210 | 3dGm+210 | - | 803.00000 |
| T | KXQ | 70.000 | - | - | T- | U- | - | - | Izvlypzq | 3aMa | - | - | 3fVu+806 | - | - |
| Z-2 | WEP | 8.500 | - | - | XO | AG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144W/Fvl P;
I: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144T/Lov Z;
U: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144A/Rpl X;
R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Xpa U;
K: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144B/Zrb A;
T: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144J/Xsb Z;
G-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Ojd T;
Z-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144V/Ujf D;
W-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144D/Pdh G;
Qyi: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Z/Grg E;
Deal Comments
Ksy Zpss Ltuosgk 2.00
Risk Retention
ZC - Xbrjndwt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 24, 2017
WAL Test Period End Date
Dec 10, 2003