| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 595.500 | 4.64 | - | A | - | - | - | - | - | Fixed | Swaps | 175-180 | 175 | 2.05% | 2.068% | 99.96010 |
| B | USD | 38.880 | 4.64 | - | BBB | - | - | - | - | - | Fixed | Swaps | 310-320 | 300 | 3.29% | 3.318% | 99.97774 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YRV | 609.000 | 9.00 | - | V | - | - | - | - | - | Qwbgu | Blovv | - | 220 | 4.50% | 4.259% | - |
Tranche Comments
N: First Pay: 2017-05-20; Registration: 144A/Nth V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XMS | 985.470 | 9.20 | - | Q | - | - | - | - | - | Zsqep | Znloj | 3.30-40% | - | 3.27% | 3.300% | - |
| D | PIX | 14.200 | 4.30 | - | SSS | - | - | - | - | - | Klwyn | Rlmos | 3.90-4.00% | - | 4.15% | 4.250% | - |
Tranche Comments
K: Registration: 144D Xinq;
D: Registration: 144P Mdds;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | MGO | 93.000 | 8.00 | - | I | - | - | - | - | - | Yyouc | Jcfay | - | 115 | 1.70% | 1.712% | - |
| N2 | CAH | 762.000 | 6.00 | - | X | - | - | - | - | - | Eikjg | Sgmxy | - | 160 | 3.33% | 3.363% | - |
| K | KIO | 74.000 | 9.00 | - | QQQ | - | - | - | - | - | Rbvme | Aboup | - | 225 | 3.97% | 4.013% | - |
Tranche Comments
M1: Registration: 144C Bdoh;
N2: Registration: 144V Fidp;
K: Registration: 144U Palo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | LAX | 49.460 | 2.50 | - | LLL | - | - | - | - | - | Gbnlc | Gyypm | 265 | 250 | 4.10% | 4.136% | - |
| S1 | KJW | 472.400 | 1.10 | - | L | - | - | - | - | - | Qvisa | Uglvr | 200 | 190 | 3.51% | 3.536% | - |
Tranche Comments
S1: Registration: 144E Kqdl;
H2: Registration: 144H Bhfi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ELM | 21.800 | 9.10 | - | WWW | - | - | - | - | - | Scqju | Ebomy | - | - | 4.63% | - | - |
| K | XVL | 124.000 | 5.40 | - | M | - | - | - | - | - | Qhprj | Rlobc | - | - | 3.55% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LEI | 18.000 | 8.51 | - | YYY | - | - | - | - | - | Tjhxj | - | - | - | 6.41% | 6.500% | 97.55152 |
Tranche Comments
O: Registration: 144K Wfqr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KGS | 414.000 | - | - | K | - | - | - | - | - | Gbntn | - | - | - | 3.860% | 3.900% | 68.26320 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OYQ | 749.000 | 4.90 | - | J | - | - | - | - | - | Fqbtm | Ztupn | - | 225 | 4.31% | 4.310% | 476.00000 |
Tranche Comments
J: Registration: 144Z Uzfe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BVF | 411.000 | 9.00 | - | H | - | - | - | - | - | Sqxzfowr | Noced | - | 245 | - | 4.600% | - |
Tranche Comments
D: Registration: 144A Tvvq;