| 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 |
|---|
| V | HJL | 33.780 | 2.72 | - | UUU | - | - | YYY+ | - | - | Cchjw | XZB | - | - | 5.25% | - | - |
| K | LER | 5.200 | 3.64 | - | MM | - | - | BB+ | - | - | Owatx | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144K Gcvr;
K: Registration: 144D Vxwt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NYD | 281.100 | 1.20 | - | - | - | - | K | - | - | Ltuqf | Kuzxo | - | 230 | 4.18% | 4.190% | 48.42825 |
| O | VGJ | 28.000 | 2.15 | - | - | - | - | III | - | - | Wckyg | Szwdi | - | 390 | 5.58% | - | - |
Tranche Comments
I: Registration: 144A Frzm;
O: Registration: 144X Rcno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UJB | 932.000 | 9.67 | - | WWW+ | - | - | - | - | - | Gfqfg | Nxqoa | 195-200 | 180 | 4.02% | 4.026% | - |
| B | GMJ | 50.700 | 1.47 | - | ZZ | - | - | - | - | - | Splni | Zemqg | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
P: Registration: 144L Vris;
B: Registration: 144W Snnv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GRF | 39.200 | 1.10 | - | EEE+ | - | - | - | - | - | Agxye | Lmdts | - | 230 | 4.59% | - | - |
Tranche Comments
R: Registration: 144X Xbxw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TVN | 46.468 | 6.83 | - | HHH+ | - | - | - | - | - | Fupth | - | - | - | 4.90% | - | - |
Tranche Comments
O: Registration: 144X Dsza;