| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2S | LKW | 91.960 | - | KE | - | JJJ | - | - | 16.00% | - | Nmzflspg | MCVN | 160-165 | 165 | QTNN+165 | - | - |
| TT | BRE | 14.420 | - | VQ | - | ZZ | - | - | 75.00% | - | Pqcedqyl | VPZM | 175-180 | 180 | GMAJ+180 | - | - |
| Bmp | CIK | 10.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1E | VCB | 316.000 | - | Phh | - | NB | - | - | 78.00% | - | Kmwhxuhs | SYZM | 141 | 141 | SCHF+141 | - | - |
| M2C | TZB | 2.990 | - | QF | - | EEE- | - | - | 93.97% | - | Qykps | Xeoqi | 460-480 | - | 7.470% | - | - |
| CC | ZTH | 2.340 | - | V3 | - | HV | - | - | 3.45% | - | - | - | - | - | - | - | Retained |
| BQ | ZMH | 28.900 | - | NX | - | A | - | - | 92.00% | - | Tmoijzif | HCAI | 205-215 | 205 | QDGJ+205 | - | - |
| H1R | BAI | 20.800 | - | AA | - | CCC- | - | - | 19.00% | - | Mqcpdwrh | CMOM | 325-335 | 335 | VDUE+335 | - | - |
| YP | ZLM | 88.940 | - | XJ | - | NN- | - | - | 7.00% | - | Ncqakijm | SVCL | 675-700 | 675 | VAAB+675 | - | - |
Tranche Comments
Z1E: Redemption: 2026-10-20; Registration: 144B/Acb J;
Q2S: Redemption: 2026-10-20; Registration: 144N/Psr T;
TT: Redemption: 2026-10-20; Registration: 144N/Lbr R;
BQ: Redemption: 2026-10-20; Registration: 144B/Hjg U;
H1R: Redemption: 2026-10-20; Registration: 144J/Itb J;
M2C: Redemption: 2026-10-20; Registration: 144M/Duv W;
YP: Redemption: 2026-10-20; Registration: 144X/Vhr V;
CC: Redemption: 2026-10-20; Registration: 144B/Wjf J;
Bmp: Redemption: 2026-10-20; Registration: 144A/Kro I;
Deal Comments
Egpgp. Dzx Vnee Zgpjzni 2.00. Ixg ngne inp ucpjbgn ppzz TU$400z pz TU$424.52z
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 10, 2018