| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PHM | 62.800 | 38.80 | - | V- | Y- | 1.68% | - | Zhpmyyzf | 3xOn | - | 800 | 3vGm+784 | - | 64.00000 |
| H-1 | NPP | 118.000 | 8.00 | - | SSS | UUU | 25.00% | - | Vhkkzsso | 3fRn | - | 122 | 3lRt+122 | - | 694.00000 |
| Wcrnqo | TBA | 97.100 | - | - | CE | EV | - | - | - | - | - | - | - | - | Retained |
| Q | KIR | 13.800 | 6.00 | - | MM | AA | 21.32% | - | Vbsamxhb | 3wPr | - | 170 | 3lPk+170 | - | 835.00000 |
| F | KBQ | 80.100 | 3.70 | - | WWW | JJJ- | 53.67% | - | Ileftsva | 3mLh | - | 280 | 3dKx+280 | - | 325.00000 |
| A-1-W | ULU | 77.000 | 4.00 | - | XXX | TTT | 69.00% | - | Nrwspljz | 3xFl | - | 122 | 3bZs+122 | - | 459.00000 |
| Q-2 | OIN | 94.000 | 9.60 | - | LLL | QQQ | 15.57% | - | Llyzzlpf | 3mLf | - | 145 | 3lLf+145 | - | 260.00000 |
| F | CEA | 94.200 | 5.40 | - | Q | J | 33.00% | - | Nqprthnk | 3eLv | - | 200 | 3lOj+200 | - | 286.00000 |
| J | CXS | 41.200 | 1.40 | - | YY- | LL- | 7.30% | - | Jrxojexf | 3hQo | - | 485 | 3bLl+485 | - | 205.00000 |
Tranche Comments
H-1: Redemption: 2026-09-27; Registration: 144A/Ckt W;
A-1-W: Redemption: 2026-09-27; Registration: 144D/Azo G;
Q-2: Redemption: 2026-09-27; Registration: 144P/Eln Z;
Q: Redemption: 2026-09-27; Registration: 144F/Okv R;
F: Redemption: 2026-09-27; Registration: 144O/Vbj C;
F: Redemption: 2026-09-27; Registration: 144H/Rkc N;
J: Redemption: 2026-09-27; Registration: 144T/Icg K;
I: Redemption: 2026-09-27; Registration: 144F/Ksq R;
Wcrnqo: Redemption: 2026-09-27; Registration: 144Y/Dio N;
Deal Comments
Vcj Moaa Ohmgcvz 2.00
Risk Retention
DB - Rvudjxab
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 6, 2018