| 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 |
|---|
| V | ORI | 482.000 | 2.00 | - | X | - | - | - | - | - | Efhie | Qqhaw | - | 220 | 4.50% | 4.259% | - |
Tranche Comments
V: First Pay: 2017-05-20; Registration: 144M/Wfq X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BNA | 606.340 | 2.80 | - | G | - | - | - | - | - | Ahwro | Sbhrt | 3.30-40% | - | 3.27% | 3.300% | - |
| D | XWM | 51.690 | 6.80 | - | OOO | - | - | - | - | - | Swnho | Wilvz | 3.90-4.00% | - | 4.15% | 4.250% | - |
Tranche Comments
J: Registration: 144P Unhi;
D: Registration: 144Q Towd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | WAC | 876.000 | 6.00 | - | G | - | - | - | - | - | Klrls | Cmnne | - | 160 | 3.33% | 3.363% | - |
| E | HAX | 70.000 | 6.00 | - | XXX | - | - | - | - | - | Eymrt | Tfzem | - | 225 | 3.97% | 4.013% | - |
| S1 | QSV | 86.000 | 2.00 | - | R | - | - | - | - | - | Phtuh | Nmcrj | - | 115 | 1.70% | 1.712% | - |
Tranche Comments
S1: Registration: 144Y Oacw;
X2: Registration: 144S Yunt;
E: Registration: 144L Mnnx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | AVG | 917.700 | 3.50 | - | H | - | - | - | - | - | Ecjsj | Vmkys | 200 | 190 | 3.51% | 3.536% | - |
| R2 | YXJ | 39.360 | 6.70 | - | BBB | - | - | - | - | - | Yplvw | Bhrwu | 265 | 250 | 4.10% | 4.136% | - |
Tranche Comments
I1: Registration: 144Z Iwtw;
R2: Registration: 144D Ddtj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HNG | 692.000 | 3.60 | - | R | - | - | - | - | - | Xnxwp | Vtqvw | - | - | 3.55% | - | - |
| B | CUQ | 84.100 | 1.10 | - | PPP | - | - | - | - | - | Qpwcf | Qekli | - | - | 4.63% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NXT | 56.000 | 7.68 | - | PPP | - | - | - | - | - | Rtjif | - | - | - | 6.41% | 6.500% | 35.85307 |
Tranche Comments
L: Registration: 144D Jfrz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | QJX | 713.000 | - | - | K | - | - | - | - | - | Qnnjg | - | - | - | 3.860% | 3.900% | 66.59040 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YWR | 137.000 | 4.10 | - | N | - | - | - | - | - | Gacwx | Unjlx | - | 225 | 4.31% | 4.310% | 883.00000 |
Tranche Comments
A: Registration: 144K Jcci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PYY | 483.000 | 2.00 | - | U | - | - | - | - | - | Kkocjunu | Clrxl | - | 245 | - | 4.600% | - |
Tranche Comments
C: Registration: 144P Dxmp;