| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-VV | QBY | 86.000 | 9.40 | - | - | RR- | - | - | 7.00% | - | Dzxzxobp | AOIL | 515-540 | 525 | LAPF+525 | - | - |
| I-2SS | QRU | 60.000 | 1.60 | - | - | XXX | - | - | 16.00% | - | Wxfqswie | DKAJ | 150-155 | 150 | NCDI+150 | - | - |
| I-MM | TRD | 73.000 | 6.60 | - | - | C | - | - | 72.00% | - | Jbszqjkx | DKYB | 180-185 | 180 | WJXF+180 | - | - |
| H-1GG | LEZ | 18.000 | 7.90 | - | - | UU | - | - | 74.00% | - | Dubmjsld | PVCK | 160-165 | 165 | UMMY+165 | - | - |
| Qib | XQB | 74.900 | - | - | - | VU | - | - | - | - | - | - | - | - | - | - | Retained |
| F | NVT | 6.000 | 3.90 | - | - | BBB | - | - | - | - | Swohbmig | XCHJ | 95 | 95 | ASHX+95 | - | - |
| J-1VV | UIV | 943.000 | 1.10 | - | JJJ | VVV | - | - | 13.00% | - | Yhowsdyq | UJXI | 125 | 125 | CTXG+125 | - | - |
| N-GG | TGB | 49.000 | 7.10 | - | - | JJJ- | - | - | 67.00% | - | Ouvhvbbh | JSVP | 285-295 | 285 | IGVT+285 | - | - |
Tranche Comments
F: Redemption: 2027-01-15; Registration: 144I/Cnm U;
J-1VV: Redemption: 2027-01-15; Registration: 144M/Ghi I;
I-2SS: Redemption: 2027-01-15; Registration: 144T/Jii Q;
H-1GG: Redemption: 2027-01-15; Registration: 144G/Rwd V;
I-MM: Redemption: 2027-01-15; Registration: 144M/Eib N;
N-GG: Redemption: 2027-01-15; Registration: 144A/Pwb E;
Q-VV: Redemption: 2027-01-15; Registration: 144L/Qko R;
Qib: Redemption: 2027-01-15; Registration: 144A/Tvt S;
Deal Comments
Kxsxg. Act Oall Vxgkcpm 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 31, 2017