| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | BWV | 2.400 | - | WG | LLL | - | - | - | 74.00% | - | Fqnnk | - | - | - | 8.468% | - | - |
| Ejo | XHY | 49.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | VAG | 47.800 | - | OL | H | - | - | - | 20.00% | - | Whltatzm | XQCF | 205-215 | 220 | MHQA+220 | - | - |
| M1C | JUU | 2.000 | - | HO | KKK+ | - | - | - | 43.00% | - | Goata | - | - | - | 7.470% | - | - |
| K2 | OBN | 81.500 | - | Uqq | JE | - | - | - | 99.00% | - | Oskaeyqd | NJST | 160-165 | 165 | QDSB+165 | - | - |
| H1 | OAJ | 756.600 | - | Dtt | XI | - | - | - | 18.00% | - | Llobkwim | TACW | 145 | 145 | AWUA+145 | - | - |
| F | PNM | 19.300 | - | GH | BB | - | - | - | 42.00% | - | Lbfvoobq | SETV | 175-180 | 180 | QMOA+180 | - | - |
| S1D | ZLN | 79.940 | - | YP | EEE+ | - | - | - | 33.00% | - | Rdhshcxv | NXKP | - | 340 | JLNW+340 | - | - |
| T | QBQ | 55.700 | - | JX | UU- | - | - | - | 3.00% | - | Yolyefko | JKLR | - | 665 | LBAW+665 | - | - |
Tranche Comments
H1: Redemption: 2026-07-20; Registration: 144K/Cxd S;
K2: Redemption: 2026-07-20; Registration: 144E/Ddv Z;
F: Redemption: 2026-07-20; Registration: 144H/Xvr U;
V: Redemption: 2026-07-20; Registration: 144Y/Dri X;
S1D: Redemption: 2026-07-20; Registration: 144D/Bxx O;
M1C: Redemption: 2026-07-20; Registration: 144T/Ukb X;
W2: Redemption: 2026-07-20; Registration: 144O/Ffy V;
T: Redemption: 2026-07-20; Registration: 144H/Npf C;
Ejo: Redemption: 2026-07-20; Registration: 144C/Lnm W;
Deal Comments
Vfk Vzbb Tbkzftd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 7, 2017