| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 123.000 | 5.42 | - | - | - | - | A- | - | - | Fixed | Swaps | - | 290 | 4.97% | 4.974% | 99.97008 |
| B | USD | 8.750 | 5.63 | - | - | - | - | BBB | - | - | Fixed | Swaps | - | 400 | 6.09% | 6.094% | 99.96440 |
| C | USD | 13.250 | 4.15 | - | - | - | - | BB+ | - | - | Fixed | Swaps | - | - | 7.50% | - | - |
Tranche Comments
A: First Pay: 2017-09-20; Registration: 144A/Reg S;
B: First Pay: 2017-09-20; Registration: 144A/Reg S;
C: First Pay: 2017-09-20; Registration: 144A/Reg S; Comments: Pre-placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | MGK | 97.610 | 9.75 | - | WWW | - | - | EEE+ | - | - | Hlxar | AEN | - | - | 5.25% | - | - |
| T | JHP | 8.100 | 5.59 | - | OO | - | - | YY+ | - | - | Ykoyl | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144I Tdqb;
T: Registration: 144B Fume;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OKD | 718.700 | 4.10 | - | - | - | - | G | - | - | Fjynb | Mqohb | - | 230 | 4.18% | 4.190% | 90.93547 |
| P | MKN | 82.000 | 2.12 | - | - | - | - | PPP | - | - | Itfhm | Slgdn | - | 390 | 5.58% | - | - |
Tranche Comments
B: Registration: 144T Nwdc;
P: Registration: 144P Jqbh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JHV | 21.300 | 1.39 | - | LL | - | - | - | - | - | Tuxof | Ilxjq | - | - | 5.44% | 5.450% | Retained |
| W | ZFQ | 302.000 | 3.26 | - | QQQ+ | - | - | - | - | - | Gtruo | Wiiqe | 195-200 | 180 | 4.02% | 4.026% | - |
Tranche Comments
W: Registration: 144V Uqhl;
Z: Registration: 144Q Nacd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MND | 47.300 | 2.70 | - | XXX+ | - | - | - | - | - | Jcfpn | Kkbfw | - | 230 | 4.59% | - | - |
Tranche Comments
C: Registration: 144P Rnra;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KFZ | 24.234 | 9.28 | - | SSS+ | - | - | - | - | - | Ffjrf | - | - | - | 4.90% | - | - |
Tranche Comments
P: Registration: 144H Mnjf;