| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | PPB | 14.540 | 6.50 | - | YY | - | - | - | 62.00% | - | Nvmti | - | - | 270 | 5.89% | - | - |
| N | PGI | 54.300 | 8.50 | - | EE- | - | - | - | 7.86% | - | Qvbhddks | QSGD | 900-925 | 875 | XIYF+840 | - | - |
| T | MJH | 15.630 | 9.00 | - | X | - | - | - | 75.70% | - | Dumytcfl | EUQN | 380-390 | 355 | HIFE+355 | - | - |
| Q | LQN | 58.825 | 9.10 | - | DDD- | - | - | - | 24.00% | - | Gybkcjtg | NOZP | 575-585 | 560 | AHYI+560 | - | - |
| Bndhor | IES | 86.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | YMK | 90.610 | 5.90 | - | MM | - | - | - | 78.00% | - | Ptvmktpm | BWTZ | 290-300 | 275 | XEOM+275 | - | - |
| P | EQD | 584.900 | 7.40 | - | SSS | - | - | - | 11.00% | - | Ljuajilh | HUVJ | 210a | 210 | CYIH+210 | - | - |
Tranche Comments
P: First Pay: 2023-07-25; Redemption: 2025-04-25;
S-1: First Pay: 2023-07-25; Redemption: 2025-04-25;
K-2: First Pay: 2023-07-25; Redemption: 2025-04-25;
T: First Pay: 2023-07-25; Redemption: 2025-04-25;
Q: First Pay: 2023-07-25; Redemption: 2025-04-25;
N: First Pay: 2023-07-25; Redemption: 2025-04-25;
Bndhor: First Pay: 2023-07-25; Redemption: 2025-04-25;
Deal Comments
Nhc Vgpp Sxluhfe 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 15, 2017