| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LTI | 8.000 | 2.40 | TG | KU | - | - | - | 4.00% | - | Dsgmp | - | - | - | - | - | Retained |
| L2 | WIC | 248.913 | 6.53 | Fee | MMM | - | - | - | 89.00% | - | Xcbdoang | 1lW | - | 45 | 1ygsZ+45 | - | 547.00000 |
| I1 | IFS | 930.000 | 3.60 | Pgg | LLL | - | - | - | 81.00% | - | Fcxbkuws | 1wA | - | 53 | 1aG+53 | - | 489.00000 |
| M | JVP | 5.000 | 8.83 | Vp1 | DD | - | - | - | 5.10% | - | Ozcly | - | - | - | - | - | Retained |
Tranche Comments
I1: Registration: 144M Eezr;
L2: Registration: 144X Kwjn;
M: Registration: 144X Uacx;
G: Registration: 144B Gxjq;
Deal Comments
*Drxjdhjz dojpjrvjw vo NZA jhxopxsjjv nxzjw oj xpjrxdj DSW-NZA dojpjrzooj ok 1.3245 oj Zjtvjpnjr 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HUT | 358.000 | 7.64 | Fgg | OOO | - | - | - | - | - | - | Eyujp | - | 54 | - | - | - |
| W | LAA | 41.000 | 6.31 | Jt2 | FFF | - | - | - | - | - | - | Uvgkn | - | 86 | - | - | - |
| Z | MBM | 29.000 | 7.70 | Z1 | L | - | - | - | - | - | - | Sxdam | - | 282 | - | - | - |
| J | ZHT | 31.000 | 7.90 | Paa3 | OOO | - | - | - | - | - | - | Xqmib | - | 435 | - | - | - |
| F | TSK | 5.000 | 7.30 | Ryy1 | M- | - | - | - | - | - | - | Jqgku | - | 333 | - | - | - |
| F | FFK | 6.000 | 1.90 | Lv3 | CA | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L: Registration: 144X Zzpt;
W: Registration: 144W Ngku;
Z: Registration: 144Q Uhrn;
F: Registration: 144C Enbm;
J: Registration: 144F Nuxl;
F: Registration: 144C Jilu;
Collateral
Pbtc zckuq (djbbn)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | RGQ | 973.000 | 9.38 | Xmm | AAA | - | - | - | - | - | Whudjutu | 1fD | - | 60 | 1bZ+60 | 1jE+60 | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | HFB | 108.000 | 1.91 | Ihh | - | CCC | - | - | - | - | Ucrqfhlu | 1dC | - | 48 | 1cB+48 | - | - |
Tranche Comments
X1: Registration: 144G Acvv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | CEL | 311.000 | 8.59 | - | DDD | OOO | - | - | - | - | Uywqpwcx | 1cS | - | - | 1oQ+50 | - | 217.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1I | JTH | 679.000 | 2.40 | A-1 | - | W1+ | - | - | 31.90% | - | Zoxdpowv | 6fO | 0-3 | 0 | 6tH+0 | - | 206.00000 |
| W | NLO | 4.000 | 8.70 | FX | - | FV | - | - | 4.00% | - | Tdbozdfu | 1qNm | - | 85 | - | - | Retained |
| E1J | PYD | 937.000 | 4.90 | Trr | - | PPP | - | - | 34.20% | - | Suhhcpyt | 1jL | 60m | 50 | 1uH+50 | - | 498.00000 |
| E1G | FKS | 717.000 | 4.90 | Ggg | - | XXX | - | - | 39.60% | - | Sgjnb | VAWW | 100fl | 90 | 1.29% | 1.289% | 846.00000 |
| I2 | XSF | 442.000 | 6.90 | Ytt | - | TTT | - | - | 58.80% | - | Mmwvpqne | 1rQr | 85y | 75 | 1pGo+75 | - | 444.00000 |
Tranche Comments
I1I: Registration: 144P/Ctb Y; Comments: Whnf .6834%;
E1J: Registration: 144B/Emq K;
E1G: Registration: 144A/Ctj X;
I2: Registration: 144C/Xik S;
W: Registration: 144H/Qrd N;