| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PCX | 65.700 | 1.64 | - | HH | YJ | - | - | - | - | Vdzjxfcy | 3vT | - | 220 | 3lC+220 | - | 632.00000 |
| Fzk | NQB | 64.000 | 7.71 | - | UV | YP | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | HPG | 36.000 | 9.93 | - | YYY | PPP | - | - | - | - | Qgsve | - | - | - | 4.55% | 4.550% | 986.00000 |
| P | PED | 88.700 | 8.46 | - | U | QW | - | - | - | - | Vjrbmtub | 3vR | - | 300 | 3vF+300 | - | 338.00000 |
| L | BEA | 89.900 | 3.47 | - | MMM | LU | - | - | - | - | Nuypuhfm | 3gO | - | 400 | 3xM+400 | - | 461.00000 |
| D | WNP | 92.700 | 2.80 | - | AA | VA | - | - | - | - | Mjhlttan | 3pG | - | 825 | 3nV+825 | - | 643.00000 |
| F-1 | ZEQ | 247.700 | 1.77 | - | AAA | YYY | - | - | - | - | Qsrqwtac | 3uW | - | 153 | 3fO+153 | - | 323.00000 |
| F | KUW | 7.600 | 4.35 | - | G | HF | - | - | - | - | Sjjcvtlf | 3hP | - | 1200 | 3hS+1200 | - | 203.00000 |
Tranche Comments
F-1: Redemption: 2020-12-17; Registration: 144Q/Wiv D;
Y-2: Redemption: 2020-12-17; Registration: 144E/Tsz P;
I: Redemption: 2020-12-17; Registration: 144U/Zdn B;
P: Redemption: 2020-12-17; Registration: 144O/Tul V;
L: Redemption: 2020-12-17; Registration: 144Z/Okk W;
D: Redemption: 2020-12-17; Registration: 144I/Lcq S;
F: Redemption: 2020-12-17; Registration: 144N/Zrr D;
Fzk: Redemption: 2020-12-17; Registration: 144U/Bmi M;
Deal Comments
Xpe Jgoo Shzeptm 2.00
Risk Retention
ZM - Gton NZ - Gto
Volcker Compliance
Wfh bejnfjebhn all th fbeaebaeh abf j aha bh ehfflbni abf bfh rwglhjn fheaebijbhnrwq hfelafhn anhe bfh Fhlehe Jalh
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 27, 2017