| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2L2 | FUA | 9.000 | 7.00 | - | QQ | - | - | - | 77.00% | - | Lipwqbiw | NLVF | - | 190 | BTWT+190 | - | - |
| Kiy | TLF | 33.363 | - | - | QN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2C2 | TTW | 6.000 | 79.00 | - | AAA- | - | - | - | 19.00% | - | Brlxhwoq | DLJE | - | 425 | GJQA+425 | - | - |
| Y-1V2 | WHT | 97.000 | 5.60 | - | ZZZ- | - | - | - | 30.00% | - | Qdmypypv | CBZL | - | 320 | APEP+320 | - | - |
| V-Z2 | JYU | 346.000 | 2.50 | - | RRR | - | - | - | 53.00% | - | Wrlmpiwj | EXQW | - | 138 | PIJV+138 | - | - |
| O-Q2 | AIJ | 14.000 | 9.50 | - | Z | - | - | - | 68.00% | - | Fbsbzpox | WYQJ | - | 200 | JSHM+200 | - | - |
| D-1S2 | ZWZ | 76.000 | 1.40 | - | KK | - | - | - | 96.00% | - | Phwqjkxd | LYCG | - | 175 | UYHA+175 | - | - |
| Llu Ayy | TRQ | 9.818 | - | - | HK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-Z2 | FKX | 17.000 | 50.60 | - | II- | - | - | - | 3.69% | - | Ixhbctos | LEWG | - | 650 | ZWDM+650 | - | - |
Tranche Comments
V-Z2: Redemption: 2026-07-15; Registration: 144V/Hwo N;
D-1S2: Redemption: 2026-07-15; Registration: 144U/Jcl P;
W-2L2: Redemption: 2026-07-15; Registration: 144C/Xbn M;
O-Q2: Redemption: 2026-07-15; Registration: 144D/Uyi H;
Y-1V2: Redemption: 2026-07-15; Registration: 144K/Ubc H;
X-2C2: Redemption: 2026-07-15; Registration: 144X/Vso G;
G-Z2: Redemption: 2026-07-15; Registration: 144V/Wcg B;
Kiy: Redemption: 2026-07-15; Registration: 144L/Inr G;
Llu Ayy: Redemption: 2026-07-15; Registration: 144L/Lzi D;
Deal Comments
Txexx. Gbw Twqq Xxkrbsm 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 24, 2017