| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-W | QAV | 846.000 | 3.60 | - | YYY | PPP | 33.00% | - | Wryycvxp | 3vVa | - | 128 | 3sTh+128 | - | 781.00000 |
| W-W | AHM | 66.200 | 9.10 | - | JJJ | OOO | 94.00% | - | Okhfusdd | 3vGx | - | 128 | 3hNz+128 | - | 778.00000 |
| V | BPE | 49.860 | 9.40 | - | CCC- | RRR- | 15.00% | - | Chxprtik | 3fWl | - | 295 | 3sCr+295 | - | 874.00000 |
| Cvmknw | NQL | 63.400 | - | - | JV | GM | - | - | - | - | - | - | - | - | Retained |
| H | GZA | 65.640 | 67.70 | - | Q- | Y- | 6.80% | - | Gezfxzhb | 3aLb | - | 785 | 3dUa+761 | - | 18.50000 |
| D | MCP | 41.410 | 4.70 | - | KK | TT | 60.00% | - | Mdypeymk | 3eXc | - | 180 | 3mJw+180 | - | 144.00000 |
| S | SMN | 23.894 | 2.90 | - | AA- | FF- | 1.60% | - | Xjkbstqv | 3fQn | - | 495 | 3jMv+495 | - | 959.00000 |
| Z | GSM | 36.200 | 3.20 | - | Q | X | 26.00% | - | Okmuzktj | 3zOj | - | 210 | 3zWg+210 | - | 875.00000 |
Tranche Comments
G-W: Redemption: 2026-09-26; Registration: 144N/Lse Z;
W-W: Redemption: 2026-09-26; Registration: 144G/Iux P;
D: Redemption: 2026-09-26; Registration: 144E/Hll T;
Z: Redemption: 2026-09-26; Registration: 144P/Xxp T;
V: Redemption: 2026-09-26; Registration: 144F/Fqq N;
S: Redemption: 2026-09-26; Registration: 144N/Djo Y;
H: Redemption: 2026-09-26; Registration: 144X/Phq O;
Cvmknw: Redemption: 2026-09-26; Registration: 144V/Bti Z;
Deal Comments
Ibm Nwxx Psoibzl 1.5
Risk Retention
KS - Fsipusxnni
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 1, 2017