| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | NCB | 90.000 | - | - | JJJ | - | - | - | 88.00% | - | Wvpzpsik | TDPJ | 170a | 170 | CUWP+170 | - | - |
| X-2 | ATT | 5.000 | - | - | UUU- | - | - | - | 25.00% | - | Fmcupfmr | BXVU | - | 475 | TCAH+475 | - | - |
| Gex | HCB | 51.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | RGB | 58.000 | - | - | UU- | - | - | - | 6.00% | - | Iljaeaas | PSWA | 625-650 | 625 | WHQL+625 | - | - |
| C-1 | WZU | 92.000 | - | - | D+ | - | - | - | 37.00% | - | Rxvwhcbc | BHKH | - | 210 | DASD+210 | - | - |
| M-1 | PFD | 499.000 | - | - | OOO | - | - | - | 87.00% | - | Skcmxdcq | ZMFE | - | 151 | KXEF+151 | - | - |
| Z-1 | UXV | 24.000 | - | - | KKK | - | - | - | 79.39% | - | Mvwkjftl | PZDF | - | 320 | KUGF+320 | - | - |
| D-2 | LJU | 98.000 | - | - | HH | - | - | - | 48.00% | - | Wtqzj | - | - | - | 5.926% | - | - |
| N-2 | ISA | 6.000 | - | - | S | - | - | - | 93.00% | - | Ubsuahbq | AVCN | - | 255 | STGD+255 | - | - |
| L-1 | CXD | 65.000 | - | - | CC | - | - | - | 41.00% | - | Ueoapbis | GIPQ | - | 185 | EJXW+185 | - | - |
Tranche Comments
M-1: Redemption: 2026-06-20; Registration: 144O/Qvd R;
D-2: Redemption: 2026-06-20; Registration: 144O/Itv I;
L-1: Redemption: 2026-06-20; Registration: 144Q/Cbf W;
D-2: Redemption: 2026-06-20; Registration: 144K/Kjv X;
C-1: Redemption: 2026-06-20; Registration: 144P/Tli C;
N-2: Redemption: 2026-06-20; Registration: 144P/Hng J;
Z-1: Redemption: 2026-06-20; Registration: 144L/Glz B;
X-2: Redemption: 2026-06-20; Registration: 144A/Jmv H;
D: Redemption: 2026-06-20; Registration: 144K/Iys P;
Gex: Redemption: 2026-06-20; Registration: 144Q/Pns G;
Deal Comments
Atk Nmyy Afuxtvg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 10, 2017