| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AAV | 956.000 | 4.00 | - | YYY | GGG | 57.00% | - | Yyrwubdw | 3gZi | - | 120 | 3eZe+120 | - | 476.00000 |
| A | ZVR | 87.000 | 7.50 | - | Z | B | 35.00% | - | Vkffjfqp | 3fIi | - | 215 | 3pDl+215 | - | 196.00000 |
| E M | WSG | 98.000 | 4.00 | - | YYY | FFF | 53.00% | - | Vwcazskk | 3lOk | - | 120 | 3dXt+120 | - | 973.00000 |
| Z | GCA | 46.300 | 9.10 | - | ZZ- | RR- | 1.50% | - | Wrmpcpqp | 3lFw | - | 500 | 3kTg+500 | - | 379.00000 |
| I2 | MMC | 74.000 | 7.80 | - | XX | TT | 19.00% | - | Oakks | - | - | - | 4.45% | 4.450% | 820.00000 |
| U1 | MCO | 89.000 | 6.10 | - | SS | SS | 49.00% | - | Gbyebxxl | 3dBg | - | 170 | 3zSp+170 | - | 392.00000 |
| A | INE | 30.000 | 7.40 | - | TTT- | KKK- | 5.50% | - | Klukddtf | 3lUj | - | 310 | 3yFu+310 | - | 851.00000 |
| G | HSE | 55.000 | 3.10 | - | J- | D- | - | - | Yerlycxf | 3yBy | - | 875 | 3dOh+850 | - | 31.70000 |
| Qct | EJU | 60.600 | - | - | GZ | DC | - | - | - | - | - | - | - | - | Retained |
| Jzz Yau | HBV | 88.550 | - | - | AJ | HA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Redemption: 2026-09-15; Registration: 144X/Hfq B;
E M: Redemption: 2026-09-15; Registration: 144V/Prt D;
U1: Redemption: 2026-09-15; Registration: 144A/Fmf O;
I2: Redemption: 2026-09-15; Registration: 144E/Fpl M;
A: Redemption: 2026-09-15; Registration: 144X/Qnh E;
A: Redemption: 2026-09-15; Registration: 144B/Bvs M;
Z: Redemption: 2026-09-15; Registration: 144Z/Lcs V;
G: Redemption: 2026-09-15; Registration: 144D/Run F;
Jzz Yau: Redemption: 2026-09-15; Registration: 144K/Fbq O;
Qct: Redemption: 2026-09-15; Registration: 144Z/Tpb K;
Deal Comments
Wmzmv. Bzr Ccjj Fmnrzrt 1.5
Risk Retention
MH - Vhgdjeahz VM/MG - Zht
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 26, 2017