| 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 |
|---|
| H | XJQ | 964.553 | 9.77 | - | C- | - | - | - | - | - | Qkuny | QLYH | - | 175 | 2.61% | 2.625% | - |
| S | ZFJ | 9.528 | 4.82 | - | DDD | - | - | - | - | - | Rilfo | Bzioj | - | 275 | 4.28% | 4.327% | - |
| Y | CQU | 74.401 | 3.74 | - | AA | - | - | - | - | - | Mahmz | Agdkv | - | 600 | 6.00% | 7.689% | - |
| I | VIP | 19.887 | 7.43 | - | L | - | - | - | - | - | Qbigo | Wgblw | - | 850 | 6.00% | 10.309% | - |
Tranche Comments
H: Registration: 144S Xdzv;
S: Registration: 144X Hphb;
Y: Registration: 144K Aihf;
I: Registration: 144L Sqdl;