| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-EE | WTL | 43.800 | 1.53 | - | NN | - | - | - | 80.00% | - | Gqwzpxib | MNGA | - | 270 | XGHH+270 | - | 670.00000 |
| O-HH | AKX | 42.000 | 9.95 | - | E | - | - | - | 95.00% | - | Kcbhhoyb | TJKQ | - | 325 | GAGE+325 | - | 305.00000 |
| Y-DD | EBI | 68.000 | 7.50 | - | ZZZ- | - | - | - | 31.00% | - | Avorsyhi | VWHB | - | 525 | WPMT+525 | - | 434.00000 |
| E-E | FCY | 52.000 | 1.83 | - | UU | - | - | - | 62.00% | - | Yxbaosnd | YCHX | - | 270 | VMXL+270 | - | 715.00000 |
| M-S | NZX | 41.000 | 7.95 | - | SS- | - | - | - | 77.00% | - | Dmkectjq | YDQA | - | 825 | ZGSZ+806 | - | 20.00000 |
| D-G-FF | CHF | 14.000 | 7.96 | - | EEE | - | - | - | 33.30% | - | Pqmhvass | PQTT | - | 200 | DOOZ+200 | - | 649.00000 |
| Tqxkrl | TNS | 79.430 | - | - | ST | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-PP | EOV | 582.500 | 5.91 | - | HHH | - | - | - | 47.30% | - | Quzychzu | XDSO | - | 200 | ZPGE+200 | - | 605.00000 |
Tranche Comments
Y-1-PP: Redemption: 2026-03-28; Registration: 144E/Jvz U;
D-G-FF: Redemption: 2026-03-28; Registration: 144H/Izd C;
D-EE: Redemption: 2026-03-28; Registration: 144N/Ibl K;
E-E: Redemption: 2026-03-28; Registration: 144Q/Jdn T;
O-HH: Redemption: 2026-03-28; Registration: 144Y/Nfa U;
Y-DD: Redemption: 2026-03-28; Registration: 144Z/How C;
M-S: Redemption: 2026-03-28; Registration: 144M/Eik Z;
Tqxkrl: Redemption: 2026-03-28; Registration: 144G/Eoy S;
Deal Comments
Ghjhm. Rko Evyy Fhnekif 2.00
Risk Retention
SL - Igs, Unsoiog 7
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 19, 2017