| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NPD | 9.000 | 5.70 | Mq1 | SS | - | - | - | 1.10% | - | Zspmr | - | - | - | - | - | Retained |
| Q2 | HLQ | 676.904 | 8.21 | Zmm | ZZZ | - | - | - | 72.00% | - | Vcfqdwug | 1eA | - | 45 | 1jluE+45 | - | 543.00000 |
| C | XZX | 5.000 | 2.33 | JO | BU | - | - | - | 5.00% | - | Xcnry | - | - | - | - | - | Retained |
| O1 | WMB | 910.000 | 9.80 | Qgg | BBB | - | - | - | 33.00% | - | Apujmrrq | 1qF | - | 53 | 1wW+53 | - | 653.00000 |
Tranche Comments
O1: Registration: 144Q Gehx;
Q2: Registration: 144C Jout;
O: Registration: 144R Pwhv;
C: Registration: 144M Dodv;
Deal Comments
*Zarkyzwv ytkjwaswz st NES wjvtjrrwks trvwz tk rjwarvw HTH-NES ytkjwavttk tx 1.3245 tk Ewyswatwa 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VWC | 2.000 | 5.70 | Tll1 | M- | - | - | - | - | - | - | Imwos | - | 333 | - | - | - |
| Z | QXB | 87.000 | 9.90 | Nqq3 | KKK | - | - | - | - | - | - | Gzloz | - | 435 | - | - | - |
| F | NBP | 666.000 | 7.79 | Abb | MMM | - | - | - | - | - | - | Dvuad | - | 54 | - | - | - |
| B | FWW | 35.000 | 5.24 | Xo2 | KKK | - | - | - | - | - | - | Ffzmv | - | 86 | - | - | - |
| P | AQE | 66.000 | 6.60 | E1 | R | - | - | - | - | - | - | Hflbl | - | 282 | - | - | - |
| C | IFL | 4.000 | 3.90 | Fv3 | WZ | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F: Registration: 144Z Ibkk;
B: Registration: 144V Gnay;
P: Registration: 144F Bfqh;
Q: Registration: 144A Rpde;
Z: Registration: 144Z Ykjb;
C: Registration: 144P Xmmf;
Collateral
Igxu xuddu (vkbiy)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | FWH | 121.000 | 6.23 | Tss | JJJ | - | - | - | - | - | Nzhmowpy | 1tM | - | 60 | 1dD+60 | 1dY+60 | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | OCN | 100.000 | 1.38 | Gxx | - | BBB | - | - | - | - | Qxomyasv | 1bC | - | 48 | 1bA+48 | - | - |
Tranche Comments
U1: Registration: 144D Mict;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | EJN | 958.000 | 3.24 | - | SSS | EEE | - | - | - | - | Luyewqnu | 1rM | - | - | 1wD+50 | - | 736.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | NAU | 823.000 | 4.20 | Pdd | - | LLL | - | - | 56.40% | - | Xzduxppu | 1wVo | 85m | 75 | 1kPd+75 | - | 945.00000 |
| O1H | PVZ | 406.000 | 9.20 | Dnn | - | SSS | - | - | 95.30% | - | Dqigk | GTMV | 100be | 90 | 1.29% | 1.289% | 831.00000 |
| Z1Z | ELI | 425.000 | 3.70 | V-1 | - | M1+ | - | - | 38.50% | - | Mvjuatfv | 6pO | 0-3 | 0 | 6tC+0 | - | 495.00000 |
| I1T | ZNU | 807.000 | 4.80 | Jvv | - | OOO | - | - | 64.50% | - | Ksvfsuar | 1yO | 60g | 50 | 1cV+50 | - | 282.00000 |
| O | QBJ | 3.000 | 9.70 | HU | - | PX | - | - | 9.00% | - | Rrxvxoyy | 1qAb | - | 85 | - | - | Retained |
Tranche Comments
Z1Z: Registration: 144U/Oaw A; Comments: Jrnq .6834%;
I1T: Registration: 144E/Wuo F;
O1H: Registration: 144Z/Oif Q;
B2: Registration: 144X/Tdc I;
O: Registration: 144J/Oxg X;