| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2A | HPC | 13.000 | 7.60 | - | UUU | - | - | - | 83.00% | - | Ovkqyprh | HHCK | 155 | 155 | LVZC+155 | - | - |
| Y-2B | WGU | 50.000 | 9.40 | - | ZZZ- | - | - | - | 38.00% | - | Jqcbtxxj | DGMN | - | 400 | YNEO+400 | - | - |
| S | ITX | 8.000 | 4.90 | - | VVV | - | - | - | - | - | Rcmbafsn | AUDI | 105 | 105 | SUJC+105 | - | - |
| W-W | KTS | 68.000 | 9.80 | - | XX | - | - | - | 31.00% | - | Plcuvxpp | SMOB | 175 | 175 | NNVT+175 | - | - |
| J-Z | MGQ | 31.000 | 9.10 | - | B | - | - | - | 79.00% | - | Dheadlls | JEIS | 190-195 | 200 | BCJZ+200 | - | - |
| J-U | VVL | 21.000 | 43.00 | - | BB- | - | - | - | 7.00% | - | Szsmzebm | LADO | - | 600 | IAKE+600 | - | - |
| M-1E | ETZ | 612.000 | 1.50 | - | BBB | - | - | - | 23.00% | - | Clsxmeqq | WYYL | 136 | 136 | WYXV+136 | - | - |
| V-1W | QPK | 28.000 | 2.70 | - | MMM | - | - | - | 78.00% | - | Lkeujpci | NEBS | 295 | 295 | LNPE+295 | - | - |
| Fyu | ZNK | 36.207 | - | - | LT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2027-01-21; Registration: 144M/Fch P;
M-1E: Redemption: 2027-01-21; Registration: 144F/Zcf P;
T-2A: Redemption: 2027-01-21; Registration: 144Q/Jfs K;
W-W: Redemption: 2027-01-21; Registration: 144A/Rmb F;
J-Z: Redemption: 2027-01-21; Registration: 144F/Muq L;
V-1W: Redemption: 2027-01-21; Registration: 144N/Qnh J;
Y-2B: Redemption: 2027-01-21; Registration: 144M/Ehu T;
J-U: Redemption: 2027-01-21; Registration: 144B/Mow Q;
Fyu: Redemption: 2027-01-21; Registration: 144G/Jec E;
Deal Comments
Mvwve. Zkk Ujaa Uvsgkox 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 27, 2017