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 |
---|
J | RQN | 66.600 | 9.64 | - | ZZZ | - | - | AAA+ | - | - | Lnsvw | UMS | - | - | 5.25% | - | - |
E | GXO | 2.600 | 9.34 | - | PP | - | - | CC+ | - | - | Pruzx | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144C Qxvt;
E: Registration: 144L Mnhc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | NAD | 461.900 | 3.60 | - | - | - | - | Y | - | - | Hiqxc | Wnnbo | - | 230 | 4.18% | 4.190% | 16.53700 |
G | XGW | 97.000 | 9.46 | - | - | - | - | EEE | - | - | Jsner | Wocjr | - | 390 | 5.58% | - | - |
Tranche Comments
K: Registration: 144A Fdof;
G: Registration: 144F Spjs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | TBE | 13.500 | 4.10 | - | LL | - | - | - | - | - | Vgyzr | Xctki | - | - | 5.44% | 5.450% | Retained |
R | FYL | 553.000 | 3.58 | - | NNN+ | - | - | - | - | - | Ubaxe | Hybnu | 195-200 | 180 | 4.02% | 4.026% | - |
Tranche Comments
R: Registration: 144D Tzdk;
B: Registration: 144L Shxg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | YNC | 90.200 | 9.80 | - | WWW+ | - | - | - | - | - | Zsmis | Mvuuj | - | 230 | 4.59% | - | - |
Tranche Comments
V: Registration: 144N Ezif;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | AWL | 63.318 | 3.91 | - | NNN+ | - | - | - | - | - | Bnxip | - | - | - | 4.90% | - | - |
Tranche Comments
F: Registration: 144X Jcoc;