| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | XLA | 5.000 | 3.50 | - | - | YYY | - | - | 71.00% | - | Vmcvdaxa | IVCG | - | 192 | YQOW+192 | - | - |
| L-1 | YZL | 39.000 | 7.30 | - | - | EEE+ | - | - | 91.00% | - | Iryhhfak | LKHU | - | 426 | TZCO+426 | - | - |
| Y | JWG | 1.000 | 1.10 | Ipp | - | - | - | - | - | - | Iwjdqweg | ZSLP | - | 100 | ZJAY+100 | - | - |
| D | OQA | 90.000 | 9.90 | - | - | RR | - | - | 32.00% | - | Gcvbqeef | JYKW | - | 220 | GCGH+220 | - | - |
| K | VWX | 63.000 | 7.20 | - | - | P | - | - | 19.00% | - | Fqsrkooi | GJPN | - | 270 | NNCJ+270 | - | - |
| K-2 | AKP | 7.000 | 15.00 | - | - | YYY- | - | - | 26.00% | - | Qppez | - | - | - | 9.60% | - | - |
| Faf | MYC | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | NLV | 314.000 | 5.40 | Gff | - | - | - | - | 22.00% | - | Qjmuteim | QYDA | - | 164 | ISDG+164 | - | - |
| Z | HFJ | 67.000 | 22.80 | - | - | XX- | - | - | 7.00% | - | Atdakitw | LKLL | - | 715 | IVJE+715 | - | - |
Tranche Comments
Y: Redemption: 2026-04-28; Registration: 144Z/Yzb M;
N-1: Redemption: 2026-04-28; Registration: 144K/Dcy M;
Y-2: Redemption: 2026-04-28; Registration: 144X/Zar D;
D: Redemption: 2026-04-28; Registration: 144L/Aqr E;
K: Redemption: 2026-04-28; Registration: 144G/Dmn N;
L-1: Redemption: 2026-04-28; Registration: 144E/Zve K;
K-2: Redemption: 2026-04-28; Registration: 144U/Vhw D;
Z: Redemption: 2026-04-28; Registration: 144O/Bfs W;
Faf: Redemption: 2026-04-28; Registration: 144M/Kfi A;
Deal Comments
Ysz Npvv Qpnwsul 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 1, 2017