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 |
---|
Z | NKG | 16.940 | 2.82 | - | WWW | - | - | GGG+ | - | - | Nhfio | XMD | - | - | 5.25% | - | - |
N | KED | 4.600 | 4.45 | - | NN | - | - | QQ+ | - | - | Sqbia | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144V Yufm;
N: Registration: 144B Vvvq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RSQ | 44.000 | 3.83 | - | - | - | - | SSS | - | - | Ryyqi | Jrzwv | - | 390 | 5.58% | - | - |
K | RNO | 611.200 | 1.20 | - | - | - | - | G | - | - | Qmufy | Meibt | - | 230 | 4.18% | 4.190% | 58.59026 |
Tranche Comments
K: Registration: 144M Fzgg;
P: Registration: 144F Sgmw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UMJ | 66.100 | 1.96 | - | YY | - | - | - | - | - | Fgrgy | Ajnlx | - | - | 5.44% | 5.450% | Retained |
L | OEV | 753.000 | 3.76 | - | JJJ+ | - | - | - | - | - | Jkxfk | Uyjmd | 195-200 | 180 | 4.02% | 4.026% | - |
Tranche Comments
L: Registration: 144V Zrgl;
Z: Registration: 144A Dpru;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | UGF | 70.300 | 2.90 | - | XXX+ | - | - | - | - | - | Kyqmu | Soywg | - | 230 | 4.59% | - | - |
Tranche Comments
N: Registration: 144N Korp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | THG | 20.319 | 1.98 | - | XXX+ | - | - | - | - | - | Njkly | - | - | - | 4.90% | - | - |
Tranche Comments
O: Registration: 144G Zmqv;