| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | SNA | 71.460 | - | - | - | - | - | - | Ltmuo | - | - | - | 3.250% | - | 735.00000 |
| M2 | ILU | 58.770 | - | - | - | - | - | - | Epscq | - | - | - | 11.000% | - | 669.00000 |
| A1 | NVS | 42.000 | - | - | - | - | - | - | Yccbu | - | - | - | 8.250% | - | 196.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | IFG | 414.000 | 7.22 | Huu | OOO | - | - | - | 95.00% | - | Thfsjspg | 1xB | - | 53 | 1hU+53 | - | 788.00000 |
| T | AYK | 3.000 | 8.95 | GD | JF | - | - | - | 3.00% | - | Zgpti | - | - | - | - | - | Retained |
| D | AJJ | 4.000 | 6.10 | Kh1 | PP | - | - | - | 6.60% | - | Qkmte | - | - | - | - | - | Retained |
| T2 | RLA | 735.640 | 4.30 | Ndd | WWW | - | - | - | 85.00% | - | Tlzmmhie | 1aI | - | 45 | 1gycG+45 | - | 984.00000 |
Tranche Comments
N1: Registration: 144U Fgme;
T2: Registration: 144U Zzzd;
D: Registration: 144N Hqwz;
T: Registration: 144S Jkue;
Deal Comments
*Xwjxzeyc zrxjyweyc er WQW yqnwjjjyxe rjcyc rx jjywjuy TIP-WQW zrxjywcwrx rz 1.3245 rx Qygeykryw 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PYR | 64.000 | 9.80 | I1 | S | - | - | - | - | - | - | Blhxj | - | 282 | - | - | - |
| L | JBJ | 3.000 | 2.80 | Hbb1 | L- | - | - | - | - | - | - | Eehey | - | 333 | - | - | - |
| I | JAW | 47.000 | 6.40 | Pff3 | VVV | - | - | - | - | - | - | Iqynm | - | 435 | - | - | - |
| K | CZN | 23.000 | 5.23 | Ns2 | RRR | - | - | - | - | - | - | Amarh | - | 86 | - | - | - |
| A | AZC | 668.000 | 9.10 | Oww | JJJ | - | - | - | - | - | - | Fdvbo | - | 54 | - | - | - |
| J | BSR | 1.000 | 5.20 | Ep3 | VZ | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144Q Saux;
K: Registration: 144H Qzgu;
A: Registration: 144M Cfor;
L: Registration: 144T Ccoh;
I: Registration: 144X Lure;
J: Registration: 144M Qdzs;
Collateral
Huao yohax (htkoa)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | CUQ | 885.000 | 6.96 | Bqq | ZZZ | - | - | - | - | - | Ixrrcrzg | 1wE | - | 60 | 1mE+60 | 1hZ+60 | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | EVX | 923.000 | 3.67 | Cnn | - | YYY | - | - | - | - | Quzalhva | 1mF | - | 48 | 1rG+48 | - | - |
Tranche Comments
D1: Registration: 144I Kwuk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | JMQ | 579.000 | 8.99 | - | GGG | HHH | - | - | - | - | Cdqjjkms | 1lA | - | - | 1aV+50 | - | 237.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1Z | NJA | 395.000 | 3.10 | Voo | - | PPP | - | - | 78.70% | - | Tcjlkoei | 1zS | 60q | 50 | 1pT+50 | - | 998.00000 |
| B1L | GOV | 449.000 | 8.20 | Vjj | - | JJJ | - | - | 38.40% | - | Pjxfb | YGEK | 100qj | 90 | 1.29% | 1.289% | 539.00000 |
| T | OLP | 7.000 | 9.90 | NG | - | BI | - | - | 4.00% | - | Zjcokcxp | 1wYr | - | 85 | - | - | Retained |
| D2 | EDO | 757.000 | 8.10 | Ogg | - | UUU | - | - | 40.80% | - | Hlbepxhk | 1mAq | 85v | 75 | 1rEl+75 | - | 639.00000 |
| K1K | LVG | 809.000 | 9.10 | B-1 | - | B1+ | - | - | 26.80% | - | Ilkhhzal | 6yW | 0-3 | 0 | 6oJ+0 | - | 631.00000 |
Tranche Comments
K1K: Registration: 144F/Hke X; Comments: Pkkt .6834%;
F1Z: Registration: 144B/Epk D;
B1L: Registration: 144V/Cea V;
D2: Registration: 144Z/Wcl U;
T: Registration: 144D/Tfq Q;