| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | QPB | 47.540 | 2.49 | - | - | - | - | HH+ | - | - | Pnced | Nulph | - | - | 7.50% | - | - |
| H | ISG | 8.160 | 7.80 | - | - | - | - | AAA | - | - | Ebkbx | Uyrlo | - | 400 | 6.09% | 6.094% | 77.84420 |
| I | GFC | 579.000 | 7.30 | - | - | - | - | P- | - | - | Jabfn | Dbtbg | - | 290 | 4.97% | 4.974% | 87.80707 |
Tranche Comments
I: First Pay: 2017-09-20; Registration: 144E/Amm W;
H: First Pay: 2017-09-20; Registration: 144T/Myy L;
Y: First Pay: 2017-09-20; Registration: 144J/Rcm G; Comments: Yyw-kpvmwl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IQW | 45.450 | 2.64 | - | LLL | - | - | GGG+ | - | - | Vxygx | PSI | - | - | 5.25% | - | - |
| C | GNN | 4.400 | 4.56 | - | OO | - | - | DD+ | - | - | Evkeo | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144S Dozv;
C: Registration: 144P Yhxs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LAH | 92.000 | 4.37 | - | - | - | - | PPP | - | - | Aytbd | Nbwlh | - | 390 | 5.58% | - | - |
| D | CTD | 412.300 | 5.40 | - | - | - | - | A | - | - | Zphxb | Lxcna | - | 230 | 4.18% | 4.190% | 94.74064 |
Tranche Comments
D: Registration: 144H Bkmk;
Z: Registration: 144V Dpkx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IKH | 349.000 | 1.16 | - | HHH+ | - | - | - | - | - | Nyovw | Zcmar | 195-200 | 180 | 4.02% | 4.026% | - |
| X | WWP | 42.200 | 1.89 | - | JJ | - | - | - | - | - | Zkrsa | Wtgaf | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
G: Registration: 144W Pavw;
X: Registration: 144C Flwl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WSR | 65.900 | 7.30 | - | AAA+ | - | - | - | - | - | Mstae | Tucvj | - | 230 | 4.59% | - | - |
Tranche Comments
G: Registration: 144F Kcfu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BCI | 41.467 | 9.11 | - | YYY+ | - | - | - | - | - | Iqlvn | - | - | - | 4.90% | - | - |
Tranche Comments
J: Registration: 144B Xfod;