| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 168.977 | 1.38 | - | A- | - | - | A+ | - | - | Fixed | EDSF | 135a | 130 | 3.06% | 3.088% | 99.98894 |
| B | USD | 21.048 | 3.58 | - | BBB- | - | - | BBB+ | - | - | Fixed | Swaps | 200-210 | 200 | 3.97% | 4.007% | 99.98693 |
| C | USD | 15.546 | 4.20 | - | BB- | - | - | BB+ | - | - | Fixed | Swaps | 400-410 | 385 | 5.82% | 5.897% | 99.97850 |
| D | USD | 15.660 | 4.32 | - | B- | - | - | B+ | - | - | Fixed | Swaps | 550-575 | 540 | 6.00% | 7.454% | 95.05262 |
Tranche Comments
A: First Pay: 2017-12-15; Registration: 144A Only;
B: First Pay: 2017-12-15; Registration: 144A Only;
C: First Pay: 2017-12-15; Registration: 144A Only;
D: First Pay: 2017-12-15; Registration: 144A Only;
Pricing Speed
20% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WHR | 9.920 | 6.66 | - | TTT | - | - | - | - | - | Pbhki | Fzrxm | - | 275 | 4.28% | 4.327% | - |
| E | LZE | 12.479 | 1.57 | - | NN | - | - | - | - | - | Ytysq | Lrgjs | - | 600 | 6.00% | 7.689% | - |
| O | TTW | 377.268 | 7.97 | - | L- | - | - | - | - | - | Gamrz | ANQU | - | 175 | 2.61% | 2.625% | - |
| R | IHQ | 28.741 | 7.59 | - | T | - | - | - | - | - | Ovfzm | Vraig | - | 850 | 6.00% | 10.309% | - |
Tranche Comments
O: Registration: 144F Ndvu;
U: Registration: 144X Mwqg;
E: Registration: 144T Hhir;
R: Registration: 144T Qgoo;