| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KZ | BIQ | 65.800 | - | IX | - | Z | - | - | 17.00% | - | Sxshzmlj | KGVF | 195-200 | 195 | HPNG+195 | - | - |
| JL | EOQ | 94.100 | - | JJ | - | MM- | - | - | 1.00% | - | Lxpykxac | CUXK | - | 580 | NELM+580 | - | - |
| C1P | LFU | 83.700 | - | NV | - | VVV- | - | - | 61.00% | - | Mxshlkwf | EYVY | 295-305 | 305 | XPFM+305 | - | - |
| ZV | GRU | 80.000 | - | KL | - | KK | - | - | 73.00% | - | Qrzyqzwn | JTNE | 170d | 175 | PENI+175 | - | - |
| DW | TXP | 590.000 | - | Fgg | - | DR | - | - | 39.00% | - | Nqmyrmvy | YKLM | 136-137 | 136 | UUHN+136 | - | - |
| Q2Q | ELM | 2.110 | - | FX | - | EEE- | - | - | 85.00% | - | Luljylpp | WABM | 415-425 | 425 | XVWC+425 | - | - |
| Zxd | PVI | 99.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
DW: Redemption: 2026-10-25; Registration: 144K/Ofm N;
ZV: Redemption: 2026-10-25; Registration: 144U/Yla L;
KZ: Redemption: 2026-10-25; Registration: 144Z/Pwi O;
C1P: Redemption: 2026-10-25; Registration: 144Q/Hhi S;
Q2Q: Redemption: 2026-10-25; Registration: 144H/Ryt N;
JL: Redemption: 2026-10-25; Registration: 144H/Uyu I;
Zxd: Redemption: 2026-10-25; Registration: 144G/Ehr T;
Deal Comments
Ewjwg. Dpr Vvll Kwtrprb 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 8, 2017