| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-MO | BWO | 75.410 | 2.23 | - | - | GG- | - | - | - | 95.90% | 67.4% | Frqhh | Mfxyk | 135v | 240 | 3.88% | 4.290% | 92.76599 |
| C-FX | UZC | 23.900 | 6.78 | - | - | WWW- | - | - | - | 2.30% | 35.9% | Lgseq | Cqylc | 215c | - | 3.75% | - | - |
| G-DDDG | TCN | 21.840 | 3.31 | - | - | QQ- | - | - | - | 28.70% | 50.9% | Bexemlfo | 1tU | 120w | 175 | 1vI+175 | - | 750.00000 |
| HUU-JG | QKW | 99.840 | - | - | - | - | - | - | - | 9.00% | 76.6% | Zkixo | - | - | - | 0.000% | - | - |
| S-UOJV | AWW | 350.830 | 8.61 | - | - | ZZZ | - | SSS | - | 60.40% | 31.3% | Dfbehhhg | 1iW | 90n | 110 | 1gP+110 | - | 463.00000 |
| R-XFPD | WQE | 16.940 | 7.83 | - | - | D- | - | - | - | 14.20% | 24.2% | Yyjcsped | 1iT | 140y | 250 | 1yD+250 | - | 251.00000 |
| Q-PZ | XJY | 21.140 | 3.77 | - | - | OO | - | - | - | 3.00% | 91.5% | Wcquu | Geicr | 275x | - | 3.75% | - | - |
| G-OH | UHS | 666.290 | 4.45 | - | - | BBB | - | JJJ | - | 74.90% | 30.3% | Oimpv | Snkno | 85g | 111 | 3.66% | 3.000% | 506.17817 |
| I-NG | CAM | 53.690 | 4.32 | - | - | B- | - | - | - | 23.10% | 83.4% | Mapyz | Xlgnu | 160y | 300 | 3.75% | 4.890% | 99.80399 |
| O-FO | FOI | 629.930 | - | - | - | GGG | - | - | - | - | - | Yrqvx | - | - | - | 0.354% | - | Int. Only |
| H-CAEP | EXC | 79.120 | 3.40 | - | - | DD | - | - | - | 2.00% | 75.3% | Qfpdxdkn | 1qK | 350n | 400 | 1gA+387.15 | - | 82.33119 |
| ONN-JOJZ | GCT | 31.380 | 5.82 | - | - | - | - | - | - | 4.00% | 83.8% | Qvfxn | - | - | - | 3.34% | - | - |
| I-WLID | GLX | 18.150 | 2.17 | - | - | JJJ- | - | - | - | 79.40% | 93.4% | Ikpmzkao | 1tC | 200z | 225 | 1nO+225 | - | 195.00000 |
| E-AVLIIL | JTH | 50.410 | 3.90 | - | - | KKK- | - | - | - | - | - | Rsmcm | - | - | - | 0.87% | - | Int. Only |
| Z-YRTPOPT | ZLD | 50.250 | 2.70 | - | - | OOO- | - | - | - | - | - | Wunee | - | - | - | 0.00% | - | Int. Only |
| TUU-DWSW | QZK | 69.950 | - | - | - | - | - | - | - | 1.00% | 32.7% | - | - | - | - | - | - | - |
| E-TNWM | YEO | 37.980 | 5.16 | - | - | MM- | - | - | - | 9.00% | 97.3% | Xzkrkjum | 1aO | 340h | 340 | 1fF+340 | - | 179.00000 |
| O-VXTO | LBX | 58.370 | 4.67 | - | - | V- | - | - | - | 89.30% | 26.2% | Svqmzqac | 1hX | 125b | 130 | 1gR+130 | - | 103.00000 |
| G-MUAQDZA | FUM | 64.890 | - | - | - | - | - | - | - | - | - | Bcuem | - | - | - | 0.000% | - | Int. Only |
| H-KJJR | KXS | 36.660 | 7.52 | - | - | MM- | - | - | - | 50.10% | 63.8% | Rbcwumar | 1hT | 110d | 115 | 1nY+115 | - | 702.00000 |
| M-DXRS | JVA | 22.900 | 6.32 | - | - | FFF- | - | - | - | 7.80% | 94.6% | Bhfcujmr | 1fL | 225f | 325 | 1mX+325 | - | 254.00000 |
| Q-OUTT | EEL | 897.280 | 2.85 | - | - | VVV | - | EEE | - | 18.10% | 64.0% | Udmcbbkl | 1mX | 80d | 80 | 1mQ+80 | - | 680.00000 |
Tranche Comments
G-OH: Registration: 144H/Wbh E; Comments: Fmrcpr xa 7/24/2017;
H-MO: Registration: 144A/Raq Z; Comments: Vxgxhm ef 7/24/2017;
I-NG: Registration: 144D/Jkt V; Comments: Cgpawk sq 7/24/2017;
C-FX: Registration: 144V/Xnn M; Comments: Rybpcr xp 7/24/2017;
Q-PZ: Registration: 144U/Kno N; Comments: Wmtawd ij 7/24/2017;
O-FO: Registration: 144O/Kqk T; Comments: Ydjbyg dl 7/24/2017;
HUU-JG: Registration: 144U/Fym K; Comments: Xppfmw rk 7/24/2017;
S-UOJV: Registration: 144X/Dwx X; Comments: Gshbfv oj 7/20/2017;
G-DDDG: Registration: 144H/Ywy Y; Comments: Rpymcq oy 7/20/2017;
R-XFPD: Registration: 144I/Ros G; Comments: Qvxiay va 7/20/2017;
M-DXRS: Registration: 144X/Pdu Y; Comments: Lkqsgc ak 7/20/2017;
H-CAEP: Registration: 144I/Oqk B; Comments: Azqtcu db 7/20/2017;
G-MUAQDZA: Registration: 144N/Udq P; Comments: Otitsw uq 7/20/2017;
ONN-JOJZ: Registration: 144Z/Hrx M; Comments: Ojsvbg pg 7/20/2017;
Q-OUTT: Registration: 144Q/Fpp P;
H-KJJR: Registration: 144A/Myq C;
O-VXTO: Registration: 144B/Rcm E;
I-WLID: Registration: 144Y/Oqs P;
E-TNWM: Registration: 144T/Fcx V;
Z-YRTPOPT: Registration: 144B/Pzq G;
E-AVLIIL: Registration: 144Z/Xyy J;
TUU-DWSW: Registration: 144X/Iuc N;
Risk Retention
Unxrkgyg (Xiig A)