| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1M | ZBL | 95.000 | - | - | MMM- | - | - | - | 12.00% | - | Jxbzyubv | BXOS | 255-265 | 265 | YGLJ+265 | - | - |
| B2Q | ROC | 7.200 | - | - | BBB- | - | - | - | 85.90% | - | Qfqbluwz | SQAR | 370-375 | 375 | NSJZ+375 | - | - |
| YU | OSO | 92.500 | - | - | SS- | - | - | - | 1.00% | - | Spweckhb | LCXR | 465-475 | 475 | LGKI+475 | - | - |
| Qrc | EKO | 18.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZY | PNP | 967.000 | - | - | III | - | - | - | 68.92% | - | Kjemktoc | GDII | - | 113 | WYKX+113 | - | - |
| MF | KTS | 24.000 | - | - | D | - | - | - | 49.00% | - | Dhuxmlpb | QHUZ | 175y | 180 | JDLX+180 | - | - |
| ID | PSG | 80.000 | - | - | QQ | - | - | - | 34.00% | - | Hvqbjtdr | WCKU | 150-155 | 155 | TCSG+155 | - | - |
Tranche Comments
ZY: Redemption: 2027-03-24; Registration: 144Q/Ksv G; Comments: Wrp-Wkhqpi;
ID: Redemption: 2027-03-24; Registration: 144I/Mkm E;
MF: Redemption: 2027-03-24; Registration: 144C/Mil O;
D1M: Redemption: 2027-03-24; Registration: 144F/Myi Z;
B2Q: Redemption: 2027-03-24; Registration: 144W/Tyk U;
YU: Redemption: 2027-03-24; Registration: 144F/Pjr V;
Qrc: Redemption: 2027-03-24; Registration: 144V/Vhz M;
Deal Comments
Fzyzj. Npu-Lvaa Mzxspew 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 12, 2017