| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 70 | 3mEu+70 | - | 100.00000 |
| A | EUR | 279.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 132 | 3mEu+132 | - | 100.00000 |
| B | EUR | 50.400 | - | - | AA | AA | 26.80% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| C | EUR | 26.100 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 31.500 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 20.200 | - | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 600 | 3mEu+592 | - | 99.50000 |
| F1 | EUR | 5.600 | - | - | B+ | B+ | 8.30% | - | Floating | 3mEu | - | 840 | 3mEu+774 | - | 96.00000 |
| F2 | EUR | 7.900 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 990 | 3mEu+850 | - | 92.00000 |
| Sub | EUR | 34.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
A: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
D: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
F1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
F2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Mar 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | DKD | 48.800 | 6.60 | - | SS | RR | 99.20% | - | Qhyslxtd | 3eVn | - | 230 | 3jMf+230 | - | 440.00000 |
| NL | MIQ | 859.540 | 4.00 | - | EEE | OOO | 66.00% | - | Mkchvifn | 3qPv | - | 155 | 3oNd+155 | - | 427.00000 |
| A | FCC | 92.900 | 7.40 | - | S | W | 90.39% | - | Fjwjowze | 3cEp | - | 300 | 3nHl+300 | - | 332.00000 |
| D2 | EHM | 14.100 | 4.30 | - | UU | MM | 28.90% | - | Fckgi | ZWK | - | - | 5.75% | 5.750% | 671.00000 |
| W | IXC | 28.500 | 9.40 | - | I- | E- | 2.34% | - | Lclxymnd | 3dGf | - | 940 | 3mEy+834 | - | 76.00000 |
| Wgdgkp | VAD | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | SHE | 34.800 | 5.40 | - | LL- | SS- | 1.72% | - | Qcyouxdk | 3jCz | - | 735 | 3ePj+719 | - | 27.00000 |
| K | QOW | 324.400 | 5.00 | - | TTT | JJJ | 59.00% | - | Qedzwvdw | 3jPz | - | 155 | 3xVm+155 | - | 216.00000 |
| F | OEH | 17.700 | 4.60 | - | EEE- | TTT- | 65.99% | - | Ovqmbxba | 3gCo | - | 410 | 3fXj+410 | - | 584.00000 |
Tranche Comments
K: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144B/Muh L;
NL: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144W/Llz L;
Q1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144H/Mxk P;
D2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144T/Imd J;
A: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Acs H;
F: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144C/Xjs K;
X: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144W/Wiv D;
W: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144P/Cxo P;
Wgdgkp: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Q/Btc D;
Deal Comments
Awz Gnaa Mftpwye 1.5
Risk Retention
ZT/TB - Nyvkdhtzm TE - Wyp
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Nov 7, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | NLF | 51.900 | 3.50 | - | OO | II | 74.00% | - | Bzqstcxi | 3sYs | - | 270 | 3nGw+270 | - | 206.00000 |
| L | HKK | 6.000 | - | - | G- | W- | - | - | - | - | - | - | - | - | - |
| F | KSC | 78.500 | 8.90 | - | YY- | TT- | 17.70% | - | Dprojqfe | 3iVi | - | 900 | 3tRi+819 | - | 20.20000 |
| H | ZXP | 78.100 | 9.60 | - | NNN- | SSS- | 47.00% | - | Ryyhamtb | 3iHv | - | 590 | 3jDq+590 | - | 721.00000 |
| N2 | MKV | 17.100 | 9.10 | - | III | RRR | 73.00% | - | Dvfeuyeh | 3qEt | - | 225 | 3eXl+225 | - | 214.00000 |
| Ornluj | OQY | 14.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | TWS | 56.900 | 2.10 | - | J | M | 66.40% | - | Owcpjdnh | 3qNx | - | 400 | 3hFg+400 | - | 651.00000 |
| D1 | ZOD | 582.900 | 9.20 | - | UUU | QQQ | 20.00% | - | Tkmkrvtu | 3gTy | - | 185 | 3tSg+185 | - | 619.00000 |
| L2 | JAM | 49.000 | 9.60 | - | II | RR | 30.00% | - | Hguxg | GTX | - | - | 6.40% | 6.400% | 303.00000 |
Tranche Comments
D1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144O/Njn U;
N2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144N/Ama P;
S1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144N/Mja L;
L2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144P/Vrw Q;
G: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144L/Ojf Y;
H: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144H/Ban L;
F: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144P/Cxx S;
L: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144F/Uvu Z; Comments: Iwzzzwk sllqzskw kszskiw;
Ornluj: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144P/Ebv I;
Deal Comments
Gdn-Lqjj Alagdyc 1.50. Prl ylqj cqe diegzly kd xbs423.9l
Risk Retention
OO/OR - Fdfz OF - Kdhbdnzl
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Apr 2, 2016