| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | NSV | 332.000 | - | Ygg | - | BW | - | - | 79.00% | - | Mzkbtzbs | BYTN | 125 | 125 | SNLM+125 | - | - |
| E | ZOS | 43.000 | - | IL | - | JJ | - | - | 15.00% | - | Bxjrudur | PGXT | 155-160 | 160 | MIYI+160 | - | - |
| P | VUR | 78.000 | - | DG | - | B | - | - | 11.00% | - | Zzrfaucy | QZIP | 170-180 | 180 | IMZO+180 | - | - |
| O2 | VPM | 4.000 | - | ZF | - | WWW | - | - | 16.00% | - | Pswdcaxr | QKHP | - | 145 | XHUQ+145 | - | - |
| D1 | ZUA | 78.000 | - | DD | - | XXX- | - | - | 93.00% | - | Qkqobyuc | AXDK | 260-275 | 270 | LBYJ+270 | - | - |
| YJ | OOO | 26.000 | - | DX | - | OO- | - | - | 7.00% | - | Wcpclhiq | LCZX | 475-500 | 485 | HMJM+485 | - | - |
| S2 | PIG | 5.000 | - | OX | - | KKK- | - | - | 82.00% | - | Gboqrlhw | OAXO | 370-380 | 380 | MQSD+380 | - | - |
| Wvq | IXO | 36.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: Redemption: 2027-01-24; Registration: 144Q/Tcf J;
O2: Redemption: 2027-01-24; Registration: 144W/Wui N;
E: Redemption: 2027-01-24; Registration: 144T/Wnm S;
P: Redemption: 2027-01-24; Registration: 144H/Xjy Y;
D1: Redemption: 2027-01-24; Registration: 144A/Ftg H;
S2: Redemption: 2027-01-24; Registration: 144V/Rta J;
YJ: Redemption: 2027-01-24; Registration: 144C/Cwk J;
Wvq: Redemption: 2027-01-24; Registration: 144T/Blj G;
Deal Comments
Zth Vwtt Kntsthg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 27, 2017