| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EYU | 46.000 | - | BW | FQ | W | - | - | 98.00% | - | Fpyowaso | SPJY | - | 190 | JCUL+190 | - | - |
| P | VGE | 6.300 | - | P3 | CH | VU | - | - | 3.40% | - | - | - | - | - | - | - | Retained |
| G-1 | PEE | 835.300 | - | Udd | OX | RRR | - | - | 51.70% | - | Nbhdrpyf | XLQK | - | 135 | MBLG+135 | - | - |
| C-2 | ZWL | 27.900 | - | BW | NU | YYY | - | - | 31.00% | - | Hfmkapuh | XGJO | - | 150 | LAEG+150 | - | - |
| Rst | ARH | 57.320 | - | QP | ZI | AU | - | - | - | - | - | - | - | - | - | - | Retained |
| W | KOJ | 70.000 | - | UJ | MQ | PP- | - | - | 2.00% | - | Lvfrxbyg | ZUGK | - | 540 | LGQR+540 | - | - |
| D-2 | BAK | 9.000 | - | PH | TS | KKK- | - | - | 68.00% | - | Frozextx | PXOD | - | 400 | PNBS+400 | - | - |
| U | UVP | 70.000 | - | JF | EK | MM | - | - | 79.00% | - | Vkrjrdpj | MUMD | - | 160 | VCPQ+160 | - | - |
| T-1 | JKJ | 29.000 | - | KO | BN | GGG- | - | - | 20.00% | - | Xhhflfrv | XHQX | - | 285 | HOYI+285 | - | - |
Tranche Comments
G-1: Redemption: 2026-10-24; Registration: 144F/Tmq P;
C-2: Redemption: 2026-10-24; Registration: 144O/Zvp O;
U: Redemption: 2026-10-24; Registration: 144Q/Udg E;
X: Redemption: 2026-10-24; Registration: 144N/Jno K;
T-1: Redemption: 2026-10-24; Registration: 144G/Mnz V;
D-2: Redemption: 2026-10-24; Registration: 144I/Nre F;
W: Redemption: 2026-10-24; Registration: 144I/Csw X;
P: Redemption: 2026-10-24; Registration: 144N/Rwi T;
Rst: Redemption: 2026-10-24; Registration: 144W/Hlq G;
Deal Comments
Kxf Fzkk Sglgxzm 2.00
Risk Retention
AV - Ztyd BA/AC - Zty
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 26, 2017