| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-PP | RIK | 4.300 | - | - | F- | - | - | - | 3.10% | - | Vpjwuylo | DWOT | 875-900 | 900 | PYJA+883 | - | - |
| W-TT | QAZ | 179.000 | - | - | EEE | - | - | - | 27.00% | - | Qkqhjcpv | WJVC | 135-136 | 136 | JVLG+136 | - | - |
| A-2-ZZ | XCA | 1.000 | - | - | CCC- | - | - | - | 34.00% | - | Wojuvxor | GUMP | 420-430 | 439 | EYMF+439 | - | - |
| Z-TT | VIB | 10.000 | - | - | GG | - | - | - | 60.00% | - | Tytzrtlb | KSDE | 160-165 | 165 | MSTP+165 | - | - |
| I-DD | VXH | 77.000 | - | - | M | - | - | - | 16.00% | - | Csrhwexb | TCKX | 190-200 | 200 | BYIE+200 | - | - |
| U-AA | PGB | 57.000 | - | - | UU- | - | - | - | 3.00% | - | Ddsqkrst | SZXP | 560r | 580 | ZXEP+580 | - | - |
| Ozm | NNR | 67.000 | - | - | HH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1-SS | REM | 15.000 | - | - | KKK- | - | - | - | 80.00% | - | Esqyyxre | SHZB | 285-295 | 295 | LWIU+295 | - | - |
Tranche Comments
W-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144B/Cde C;
Z-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Pkr Q;
I-DD: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Y/Ipn P;
A-1-SS: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144U/Guk R;
A-2-ZZ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Qnn G;
U-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144F/Rvi M;
W-PP: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Vqk T;
Ozm: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144F/Ktl R;
Deal Comments
Fumug. Wwm Wezz Wuftwar 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 9, 2017