| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BWL | 92.000 | 7.10 | - | QQ | - | - | - | 95.00% | - | Skiuwpsi | UJDL | - | 220 | HUJD+220 | - | - |
| Y | AEE | 62.000 | 5.80 | - | FF- | - | - | - | 8.10% | - | Bsjacvlc | JPCD | - | 750 | IJNV+750 | - | - |
| K-1 | LFZ | 730.000 | 7.10 | - | EEE | - | - | - | 38.00% | - | Ebwzybyv | KSID | - | 127 | HVEN+127 | - | - |
| T | BHK | 48.000 | 5.90 | - | V | - | - | - | 74.00% | - | Vcbtyctq | YIMR | - | 236 | YBPS+236 | - | - |
| P-2 | PVM | 303.000 | 5.90 | - | BBB | - | - | - | 36.00% | - | Kbzyjhrp | SVQF | - | 158 | JUTU+158 | - | - |
| Paz | XHC | 79.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | IUL | 78.000 | 6.80 | - | NNN | - | - | - | 30.70% | - | Cwwbvxcg | KLNF | - | 485 | SKSB+485 | - | - |
| Q-2 | UKK | 21.000 | 2.60 | - | NNN- | - | - | - | 36.00% | - | Cklqftrq | UCTG | - | 609 | GMYR+609 | - | - |
Tranche Comments
K-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Pcx J;
P-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144U/Poo R;
D: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144C/Ixk K;
T: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144V/Ufq H;
Z-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144W/Krx X;
Q-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144D/Fjh G;
Y: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144K/Tas R;
Paz: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144X/Xpq T;
Deal Comments
Fpz Onvv Ytrwpal 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 8, 2017
WAL Test Period End Date
Dec 11, 2025