| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XIJ | 118.000 | - | - | GGG | CCC | - | - | Kmmeldah | 3bRg | - | 100 | 3vBg+100 | - | 925.00000 |
| L-2 | LAF | 39.000 | - | - | UU | NN | - | - | Vbrzx | OJL | - | - | 2.050% | 2.050% | 335.00000 |
| E | DFK | 14.000 | - | - | V | A | - | - | Ocuphzcy | 3iVp | - | 220 | 3gTu+220 | - | 695.00000 |
| S | HXG | 37.000 | - | - | III- | AAA- | - | - | Wbbdaptn | 3gMi | - | 310 | 3aDh+310 | - | 765.00000 |
| J | JKR | 84.430 | - | - | MM- | HH- | - | - | Qsulufur | 3pYv | - | 635 | 3jVm+618 | - | 68.00000 |
| P-1 | APP | 64.000 | - | - | QQ | FF | - | - | Vhljvruw | 3vZr | - | 175 | 3gFp+175 | - | 286.00000 |
| I | JWT | 34.100 | - | - | L- | X- | - | - | Yacbvfqa | 3jJf | - | 930 | 3yQm+881 | - | 18.00000 |
| Pjr | IXR | 69.000 | - | - | SN | FK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2022-04-15; Redemption: 2023-05-17;
P-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
L-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
E: First Pay: 2022-04-15; Redemption: 2023-05-17;
S: First Pay: 2022-04-15; Redemption: 2023-05-17;
J: First Pay: 2022-04-15; Redemption: 2023-05-17;
I: First Pay: 2022-04-15; Redemption: 2023-05-17;
Pjr: First Pay: 2022-04-15; Redemption: 2023-05-17;
Deal Comments
Ztm Cwkk Hbsgtwj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 21, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JTT | 162.000 | - | Nyy | DDD | - | 61.00% | - | Dzympchy | 3yVg | - | 83 | 3aNk+83 | - | 884.00000 |
| D | ZXO | 62.500 | - | W3 | E- | - | 7.00% | - | Axrpcpde | 3eTu | - | 850 | 3rMo+776 | - | 26.00000 |
| Y | KUC | 69.900 | - | Cr3 | VV- | - | 30.00% | - | Ephxaybw | 3vPj | - | 575 | 3fIh+541 | - | 17.50000 |
| B | EFO | 70.900 | - | Gzz3 | NNN | - | 28.50% | - | Bcovurao | 3bRb | - | 320 | 3zJx+320 | - | 450.00000 |
| A | SUD | 31.700 | - | J2 | N | - | 47.70% | - | Vzbdbpjh | 3aRz | - | 205 | 3pIn+205 | - | 320.00000 |
| Q | LFS | 34.000 | - | Zn2 | EE | - | 81.00% | - | Jpmuryyb | 3eCa | - | 135 | 3cPy+135 | - | 930.00000 |
| Tvu | CSG | 69.600 | - | PV | VL | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2021-10-15; Redemption: 2022-10-15;
Q: First Pay: 2021-10-15; Redemption: 2022-10-15;
A: First Pay: 2021-10-15; Redemption: 2022-10-15;
B: First Pay: 2021-10-15; Redemption: 2022-10-15;
Y: First Pay: 2021-10-15; Redemption: 2022-10-15;
D: First Pay: 2021-10-15; Redemption: 2022-10-15;
Tvu: First Pay: 2021-10-15; Redemption: 2022-10-15;
Deal Comments
Bap Txbb Txawaod 1.00
Risk Retention
EL - Wedfrxkz/Edrqrgkfbd