| 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 | WKE | 2.600 | 6.79 | - | NN | - | - | XX+ | - | - | Bsntr | - | - | - | - | - | Retained |
| O | AVU | 87.980 | 2.11 | - | BBB | - | - | LLL+ | - | - | Jzcqj | EJP | - | - | 5.25% | - | - |
Tranche Comments
O: Registration: 144J Fnwp;
V: Registration: 144F Qscy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WQC | 15.000 | 4.67 | - | - | - | - | GGG | - | - | Zukcg | Mvhnp | - | 390 | 5.58% | - | - |
| N | KWU | 315.700 | 6.60 | - | - | - | - | V | - | - | Ykznh | Lqebd | - | 230 | 4.18% | 4.190% | 19.34509 |
Tranche Comments
N: Registration: 144C Zzwt;
J: Registration: 144Y Vbgh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PMZ | 656.000 | 6.11 | - | HHH+ | - | - | - | - | - | Wsaph | Soizj | 195-200 | 180 | 4.02% | 4.026% | - |
| A | KCP | 59.700 | 1.20 | - | PP | - | - | - | - | - | Ewokc | Kkngv | - | - | 5.44% | 5.450% | Retained |
Tranche Comments
O: Registration: 144B Sodo;
A: Registration: 144X Nnzl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LOW | 56.800 | 3.40 | - | GGG+ | - | - | - | - | - | Etahe | Ghvef | - | 230 | 4.59% | - | - |
Tranche Comments
J: Registration: 144N Bvve;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZL | 82.447 | 4.21 | - | ZZZ+ | - | - | - | - | - | Znaju | - | - | - | 4.90% | - | - |
Tranche Comments
C: Registration: 144S Jfwm;