| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1-N | MTS | 221.270 | 7.19 | - | ZZZ | - | - | - | 90.00% | - | Ccvdvmcz | XMSS | - | 152 | WQFH+152 | - | 944.00000 |
| W-T | VHW | 73.160 | 1.70 | - | GG- | - | - | - | 13.00% | - | - | - | - | - | - | - | Retained |
| O-E | YCC | 15.950 | 6.00 | - | OOO- | - | - | - | 41.00% | - | Ycrcfwbn | QUDT | - | 355 | NQNV+355 | - | 724.00000 |
| Mvpfta | LRG | 995.850 | - | - | LI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-G | PIY | 50.000 | 1.66 | - | Q | - | - | - | 41.00% | - | Lzjqzlfd | MYAN | - | 210 | BDTB+210 | - | 145.00000 |
| V-2-U | PLC | 4.400 | 8.95 | - | QQQ | - | - | - | 85.00% | - | Tseslvqj | QIHX | - | 165 | SHME+165 | - | 199.00000 |
| D-2-C-H | WTD | 45.000 | 3.83 | - | CCC | - | - | - | 29.00% | - | Fezicbvi | ATUD | - | 165 | LKYM+165 | - | 110.00000 |
| Q-M | NRY | 27.510 | 9.36 | - | FF | - | - | - | 57.00% | - | Erspwkci | CHVG | - | 175 | TLCU+175 | - | 797.00000 |
Tranche Comments
K-1-N: Redemption: 2027-03-03; Registration: 144I/Mkr R;
V-2-U: Redemption: 2027-03-03; Registration: 144O/Bik E;
D-2-C-H: Redemption: 2027-03-03; Registration: 144Z/Xnl T;
Q-M: Redemption: 2027-03-03; Registration: 144A/Hqp P;
X-G: Redemption: 2027-03-03; Registration: 144U/Gnb N;
O-E: Redemption: 2027-03-03; Registration: 144X/Cmv R;
W-T: Redemption: 2027-03-03; Registration: 144P/Gew O;
Mvpfta: Redemption: 2027-03-03; Registration: 144U/Fhm H;
Deal Comments
Fcfck. Zge Gmuu Ucujgvb 2.00
Reinvestment Period (YRS)
1.47
Reinvestment Period End Date
Aug 26, 2017