| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | MYJ | 9.000 | - | - | QQQ | - | - | - | 34.00% | - | Ujfqvbmh | GWJL | - | 183 | VDYV+183 | - | - |
| F2-E | JWL | 1.000 | - | - | BBB- | - | - | - | 95.00% | - | Cpmnq | - | - | - | 9.463% | - | - |
| G | YVR | 13.000 | - | - | TT | - | - | - | 27.00% | - | Wlymbcms | YGKJ | 210-215 | 215 | NOML+215 | - | - |
| T | NXH | 34.000 | - | - | M | - | - | - | 51.00% | - | Keksfkoz | FJTF | 260-270 | 265 | SYZA+265 | - | - |
| Rsg | NCY | 88.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1 | JOY | 546.000 | - | - | III | - | - | - | 76.00% | - | Ylbjyddz | QCQY | 163 | 163 | IJTD+163 | - | - |
| Z1 | WIC | 13.000 | - | - | III | - | - | - | 68.00% | - | Dzvxhdda | IIFT | 370-385 | 385 | BELI+385 | - | - |
| N2-S | OCT | 3.000 | - | - | QQQ- | - | - | - | 77.00% | - | Jxmesihu | VPFD | - | 525 | YKMW+525 | - | - |
| W | NHA | 76.000 | - | - | VV- | - | - | - | 9.40% | - | Cqjvjkfs | MDNH | 685-700 | 708 | ZCBZ+708 | - | - |
Tranche Comments
W1: Redemption: 2026-04-25; Registration: 144Y/Ils R;
M2: Redemption: 2026-04-25; Registration: 144X/Rdz W;
G: Redemption: 2026-04-25; Registration: 144D/Tkm J;
T: Redemption: 2026-04-25; Registration: 144A/Ocv D;
Z1: Redemption: 2026-04-25; Registration: 144E/Nyt O;
N2-S: Redemption: 2026-04-25; Registration: 144K/Nug N;
F2-E: Redemption: 2026-04-25; Registration: 144I/Ued O;
W: Redemption: 2026-04-25; Registration: 144E/Rzo A;
Rsg: Redemption: 2026-04-25; Registration: 144Z/Upz X;
Deal Comments
Tfs Oqjj Vavxfqw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 29, 2017