| 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 | MUE | 8.300 | 7.26 | - | EE | - | - | OO+ | - | - | Uiorp | - | - | - | - | - | Retained |
| A | PIO | 21.890 | 4.59 | - | LLL | - | - | OOO+ | - | - | Ouohv | YHM | - | - | 5.25% | - | - |
Tranche Comments
A: Registration: 144E Paqx;
R: Registration: 144F Txir;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GJY | 80.000 | 5.65 | - | - | - | - | UUU | - | - | Tzjoe | Amors | - | 390 | 5.58% | - | - |
| H | UKG | 582.500 | 7.30 | - | - | - | - | Q | - | - | Aiazn | Vcaii | - | 230 | 4.18% | 4.190% | 12.57796 |
Tranche Comments
H: Registration: 144U Apvq;
C: Registration: 144T Mvlt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | QPG | 392.000 | 3.54 | - | GGG+ | - | - | - | - | - | Fzmxd | Jwwtr | 195-200 | 180 | 4.02% | 4.026% | - |
| R | VJI | 14.100 | 1.24 | - | OO | - | - | - | - | - | Bqsaa | Nhdgp | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
Q: Registration: 144R Fukx;
R: Registration: 144S Jshn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QAA | 27.400 | 8.10 | - | WWW+ | - | - | - | - | - | Suwez | Fmtkm | - | 230 | 4.59% | - | - |
Tranche Comments
O: Registration: 144K Ozom;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AQM | 34.917 | 2.29 | - | NNN+ | - | - | - | - | - | Mffeq | - | - | - | 4.90% | - | - |
Tranche Comments
F: Registration: 144F Csup;