| 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 |
|---|
| R | KCW | 6.498 | 1.75 | - | TTT | - | - | - | - | - | Xsawq | Ufuyv | - | 275 | 4.28% | 4.327% | - |
| S | QEF | 90.438 | 5.61 | - | XX | - | - | - | - | - | Mlvjb | Owhqv | - | 600 | 6.00% | 7.689% | - |
| H | TAW | 65.223 | 9.89 | - | X | - | - | - | - | - | Bcpiy | Mzayd | - | 850 | 6.00% | 10.309% | - |
| Y | YQV | 144.455 | 6.12 | - | P- | - | - | - | - | - | Doybl | PKIT | - | 175 | 2.61% | 2.625% | - |
Tranche Comments
Y: Registration: 144U Fzqx;
R: Registration: 144N Tmfa;
S: Registration: 144P Jeng;
H: Registration: 144X Ahup;