| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | KED | 51.000 | - | JH | - | CCC | - | - | - | - | Jmuahehr | ZCDK | - | 365 | BGEP+365 | - | - |
| W2 | CCY | 34.000 | - | DY | - | LLL | - | - | - | - | Muobywjh | KLOL | 165-170 | 170 | EIFT+170 | - | - |
| F2 | WGL | 22.000 | - | IH | - | III- | - | - | - | - | Mcznm | - | - | - | 9.854% | - | - |
| I | JQJ | 73.000 | - | UO | - | CC | - | - | - | - | Ibxfxfdq | YNGD | 190-200 | 205 | GUUW+205 | - | - |
| Yww | CSO | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | AQM | 40.000 | - | VH | - | PP- | - | - | - | - | Fdpoavxm | BTXV | 675-700 | 675 | NXBV+675 | - | - |
| A | AEP | 32.000 | - | QR | - | U | - | - | - | - | Plkbvuxe | JGBV | 235b | 250 | YNDC+250 | - | - |
| X1 | LGG | 162.000 | - | Uee | - | ZZZ | - | - | - | - | Twkbqfdv | NAAZ | - | 150 | LAWL+150 | - | - |
Tranche Comments
X1: Redemption: 2026-03-28; Registration: 144C/Jpv S;
W2: Redemption: 2026-03-28; Registration: 144M/Pzf S;
I: Redemption: 2026-03-28; Registration: 144O/Tvj O;
A: Redemption: 2026-03-28; Registration: 144M/Gdm H;
C1: Redemption: 2026-03-28; Registration: 144Q/Gxy N;
F2: Redemption: 2026-03-28; Registration: 144A/Rnn W;
W: Redemption: 2026-03-28; Registration: 144U/Aum Z;
Yww: Redemption: 2026-03-28; Registration: 144E/Uzv I;
Deal Comments
Wyc Yfzz Lanryxt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 26, 2017