| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IJS | 5.847 | 21.80 | U3 | - | - | - | - | 3.60% | - | - | - | - | - | - | - | Retained |
| I | GOF | 15.960 | 8.70 | - | - | VVV- | - | - | 22.00% | - | Xdclhrrt | XEIR | - | 410 | MYNO+410 | - | - |
| X-1 | PVK | 51.000 | 2.80 | - | - | VV | - | - | 31.00% | - | Oymqjjab | GKGN | - | 210 | NYPN+210 | - | - |
| N | QUS | 44.511 | 91.20 | - | - | DD- | - | - | 5.86% | - | Pfbazbqj | CZCY | - | 752 | BIFA+735 | - | - |
| H | ISF | 36.710 | 8.50 | - | - | T | - | - | 32.10% | - | Ifcjdbei | MWFP | - | 265 | YHUU+265 | - | - |
| C-2 | RHY | 88.000 | 9.60 | - | - | SSS | - | - | 28.00% | - | Droyhksn | QGXR | - | 183 | IOVO+183 | - | - |
| A-1 | IJS | 730.000 | 9.70 | Exx | - | - | - | - | 62.00% | - | Ecjcsojg | UDJY | - | 163 | XBIA+163 | - | - |
| Uhi | JIF | 30.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | PGR | 6.000 | 5.70 | - | - | LL | - | - | 29.00% | - | Gkltc | - | - | - | 6.07% | - | - |
Tranche Comments
A-1: Redemption: 2026-04-15; Registration: 144F/Omy R;
C-2: Redemption: 2026-04-15; Registration: 144V/Vry W;
X-1: Redemption: 2026-04-15; Registration: 144W/Vze U;
S-2: Redemption: 2026-04-15; Registration: 144Z/Ltn C;
H: Redemption: 2026-04-15; Registration: 144X/Kjn P;
I: Redemption: 2026-04-15; Registration: 144M/Iqq U;
N: Redemption: 2026-04-15; Registration: 144Q/Vbq A;
E: Redemption: 2026-04-15; Registration: 144Y/Qik P;
Uhi: Redemption: 2026-04-15; Registration: 144G/Kni N;
Deal Comments
Zks Cfww Aaxwkbz 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 31, 2017