| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ZBB | GBI | 411.700 | 6.50 | - | UUU | - | - | - | 16.00% | - | Hlmmyoyl | IGLF | - | 120 | DZYV+120 | - | - |
| WOO | ZKK | 55.600 | 5.00 | - | Z | - | - | - | 66.00% | - | Jdybcmow | QBVA | - | 190 | JQDO+190 | - | - |
| U1DD | BWS | 60.000 | 7.50 | - | VVV- | - | - | - | 63.00% | - | Xblvpqhw | ENSI | - | 300 | YCSH+300 | - | - |
| CQQ | BYA | 59.800 | 3.20 | - | ZZ- | - | - | - | 1.00% | - | Hqlqcwzc | ABSC | - | 645 | JGTA+637 | - | - |
| DMM | MBQ | 6.800 | 3.60 | - | SSS | - | - | - | - | - | Uklwqbao | PBLG | - | 95 | AGFB+95 | - | - |
| Xau | EVZ | 23.900 | - | - | WX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BCC | GLV | 94.830 | 5.70 | - | BB | - | - | - | 19.00% | - | Pewcroea | XKBI | - | 155 | MUQJ+155 | - | - |
| KTFF | WOF | 8.700 | 9.70 | - | YYY- | - | - | - | 40.00% | - | Amicp | - | - | 300 | 7.15% | - | - |
Tranche Comments
DMM: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Ett N;
ZBB: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Orr N;
BCC: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Try G;
WOO: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Tnf V;
U1DD: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Zpa X;
KTFF: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Vut W;
CQQ: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Mjn H;
Xau: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Jny Q;
Deal Comments
Gwvwh. Nuv Mtuu Cwvhute 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 22, 2024
WAL Test Period End Date
Oct 18, 2017