| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VLP | 5.350 | 7.22 | - | - | - | - | JJJ | - | - | Rvmvo | Nyibv | - | 400 | 6.09% | 6.094% | 86.45260 |
| Y | ILT | 62.350 | 6.22 | - | - | - | - | BB+ | - | - | Pnigx | Lchqy | - | - | 7.50% | - | - |
| I | IQF | 263.000 | 2.86 | - | - | - | - | C- | - | - | Tuset | Fgbpp | - | 290 | 4.97% | 4.974% | 99.58171 |
Tranche Comments
I: First Pay: 2017-09-20; Registration: 144L/Abp L;
Q: First Pay: 2017-09-20; Registration: 144U/Bnz R;
Y: First Pay: 2017-09-20; Registration: 144U/Tnt M; Comments: Hyy-sgjuyx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UCP | 70.540 | 4.15 | - | WWW | - | - | KKK+ | - | - | Wolgk | CFG | - | - | 5.25% | - | - |
| D | URH | 2.700 | 4.50 | - | WW | - | - | KK+ | - | - | Ltlox | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144P Bkrt;
D: Registration: 144A Vdiv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TGK | 550.600 | 8.80 | - | - | - | - | R | - | - | Uqklf | Gwtrg | - | 230 | 4.18% | 4.190% | 20.70072 |
| O | ATP | 34.000 | 4.73 | - | - | - | - | LLL | - | - | Yzqqq | Jreya | - | 390 | 5.58% | - | - |
Tranche Comments
X: Registration: 144W Yidg;
O: Registration: 144I Word;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BCE | 588.000 | 7.16 | - | PPP+ | - | - | - | - | - | Aatvk | Nkhqs | 195-200 | 180 | 4.02% | 4.026% | - |
| H | OAR | 83.300 | 4.61 | - | YY | - | - | - | - | - | Aufqe | Sjkhf | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
V: Registration: 144H Ming;
H: Registration: 144B Sbvz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KFA | 93.200 | 4.80 | - | GGG+ | - | - | - | - | - | Jcyav | Pqhrl | - | 230 | 4.59% | - | - |
Tranche Comments
N: Registration: 144H Julf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PWP | 24.375 | 8.18 | - | LLL+ | - | - | - | - | - | Zpcja | - | - | - | 4.90% | - | - |
Tranche Comments
I: Registration: 144G Lbtu;