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 |
---|
R | MMT | 56.590 | 6.46 | - | OOO | - | - | MMM+ | - | - | Yqlus | HAE | - | - | 5.25% | - | - |
D | YMT | 8.100 | 5.23 | - | NN | - | - | RR+ | - | - | Pghob | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144S Rpis;
D: Registration: 144K Ietg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | HKG | 25.000 | 6.42 | - | - | - | - | HHH | - | - | Umgnx | Ijkfg | - | 390 | 5.58% | - | - |
R | YZU | 464.600 | 7.20 | - | - | - | - | A | - | - | Anatn | Fxwwv | - | 230 | 4.18% | 4.190% | 58.33535 |
Tranche Comments
R: Registration: 144C Vfck;
T: Registration: 144E Mxeq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | OYC | 31.800 | 6.50 | - | OO | - | - | - | - | - | Yiohh | Szkqg | - | - | 5.44% | 5.450% | Retained |
O | YAX | 288.000 | 4.15 | - | UUU+ | - | - | - | - | - | Eucwg | Aiwjk | 195-200 | 180 | 4.02% | 4.026% | - |
Tranche Comments
O: Registration: 144Q Hjdg;
W: Registration: 144R Teko;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | IZZ | 42.600 | 6.60 | - | PPP+ | - | - | - | - | - | Ofpel | Txuyt | - | 230 | 4.59% | - | - |
Tranche Comments
D: Registration: 144G Fkqk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | RLJ | 24.117 | 9.17 | - | MMM+ | - | - | - | - | - | Ihjjl | - | - | - | 4.90% | - | - |
Tranche Comments
H: Registration: 144F Fxlh;