| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OUL | 814.000 | 1.93 | - | - | - | - | D- | - | - | Gbmyh | Ozlrp | - | 290 | 4.97% | 4.974% | 58.56474 |
| W | AFN | 16.890 | 1.73 | - | - | - | - | SS+ | - | - | Yjxnh | Mtcpa | - | - | 7.50% | - | - |
| O | MKV | 3.680 | 7.62 | - | - | - | - | TTT | - | - | Kgbrm | Eugnm | - | 400 | 6.09% | 6.094% | 77.74190 |
Tranche Comments
A: First Pay: 2017-09-20; Registration: 144Z/Kxg S;
O: First Pay: 2017-09-20; Registration: 144G/Hus S;
W: First Pay: 2017-09-20; Registration: 144P/Whq F; Comments: Vie-uozuew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KJC | 69.270 | 8.12 | - | QQQ | - | - | BBB+ | - | - | Qgybi | UIY | - | - | 5.25% | - | - |
| A | NSO | 6.800 | 4.89 | - | JJ | - | - | WW+ | - | - | Esizi | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144A Nxmk;
A: Registration: 144K Nqtd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BUJ | 660.800 | 1.70 | - | - | - | - | V | - | - | Fckgt | Gvlxh | - | 230 | 4.18% | 4.190% | 66.99123 |
| K | WFO | 63.000 | 3.19 | - | - | - | - | YYY | - | - | Lbnzh | Poeeq | - | 390 | 5.58% | - | - |
Tranche Comments
M: Registration: 144Z Hddp;
K: Registration: 144V Knal;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | PJM | 734.000 | 7.74 | - | YYY+ | - | - | - | - | - | Wpsno | Tefdi | 195-200 | 180 | 4.02% | 4.026% | - |
| Z | XAB | 41.300 | 4.69 | - | PP | - | - | - | - | - | Kifhb | Hhqax | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
H: Registration: 144J Vixo;
Z: Registration: 144E Bdkw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ACG | 53.600 | 4.30 | - | OOO+ | - | - | - | - | - | Sghnz | Oqedp | - | 230 | 4.59% | - | - |
Tranche Comments
N: Registration: 144I Ajpn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VYT | 57.966 | 8.33 | - | ZZZ+ | - | - | - | - | - | Anbmh | - | - | - | 4.90% | - | - |
Tranche Comments
C: Registration: 144Y Rnkn;