| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | REH | 90.000 | - | - | MM- | - | - | - | 7.00% | - | Ihbrypch | IIQM | 550a | 550 | ADPY+550 | - | - |
| W | WPS | 84.000 | - | - | V | - | - | - | 58.00% | - | Jemzsjtl | KUYK | 190-200 | 190 | SUMH+190 | - | - |
| Q2 | BMV | 8.000 | - | - | XXX | - | - | - | 30.20% | - | Rdyysmcw | METY | 156c | 160 | BQJC+160 | - | - |
| X2 | ZRH | 9.000 | - | - | RRR- | - | - | - | 69.00% | - | Ijtbq | - | 400-410 | - | 7.912% | - | - |
| Ddc | UVI | 88.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F1 | ZHH | 697.000 | - | - | EEE | - | - | - | 99.00% | - | Khfmxkfd | QWTS | 136b | 136 | NAGB+136 | - | - |
| A | GBE | 16.000 | - | - | LL | - | - | - | 10.00% | - | Qluqsfis | AUYA | 170-175 | 175 | PTPA+175 | - | - |
| Z1 | TZE | 27.000 | - | - | PPP- | - | - | - | 67.00% | - | Semevfmo | XBMQ | - | 305 | NYHU+305 | - | - |
Tranche Comments
F1: Redemption: 2026-12-30; Registration: 144N/Ndd A;
Q2: Redemption: 2026-12-30; Registration: 144X/Ail G;
A: Redemption: 2026-12-30; Registration: 144W/Xnt U;
W: Redemption: 2026-12-30; Registration: 144T/Row A;
Z1: Redemption: 2026-12-30; Registration: 144Y/Fcz R;
X2: Redemption: 2026-12-30; Registration: 144B/Wvk I;
Q: Redemption: 2026-12-30; Registration: 144A/Wxh A;
Ddc: Redemption: 2026-12-30; Registration: 144E/Tkd L;
Deal Comments
Zws Vall Lzumwfk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 17, 2017