| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-D | HAQ | 60.000 | 2.21 | - | Q | - | - | - | 44.00% | - | Fvfyuasa | WMSN | - | 195 | IJWU+195 | - | 861.00000 |
| M-2-B | GOE | 8.000 | 8.72 | - | QQQ- | - | - | - | 20.00% | - | Rrdemlfv | SKVE | - | 420 | MCKJ+420 | - | 667.00000 |
| I-C | XKZ | 616.600 | 2.30 | - | MMM | - | - | - | 44.60% | - | Lrldoxjy | YNLY | - | 137 | NZYI+137 | - | 856.00000 |
| D-E | YOC | 19.000 | 9.98 | - | ZZ | - | - | - | 11.00% | - | Advayjsx | NLDX | - | 165 | SSTC+165 | - | 573.00000 |
| V-P | TXG | 11.000 | 2.90 | - | NN- | - | - | - | 3.00% | - | Apzyaooo | PAAP | - | 575 | HWEM+575 | - | 475.00000 |
| O-1-Q | IFH | 23.740 | 8.62 | - | AAA- | - | - | - | 31.00% | - | Pypqrtfm | CBER | - | 300 | CZKQ+300 | - | 296.00000 |
| Ffredk | HWY | 16.710 | - | - | AW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-C: Redemption: 2026-07-22; Registration: 144U/Apz K;
D-E: Redemption: 2026-07-22; Registration: 144G/Emg U;
H-D: Redemption: 2026-07-22; Registration: 144Z/Vhl E;
O-1-Q: Redemption: 2026-07-22; Registration: 144I/Bcj T;
M-2-B: Redemption: 2026-07-22; Registration: 144O/Yle J;
V-P: Redemption: 2026-07-22; Registration: 144E/Ywo J;
Ffredk: Redemption: 2026-07-22; Registration: 144N/Dig Y;
Deal Comments
Vxwxx. Bqp-Jnkk Gxvqqwj 2.00
Reinvestment Period (YRS)
9.45
Reinvestment Period End Date
Sep 8, 2017