| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RSS | 31.900 | 4.70 | - | J | - | L | S | - | - | Sjuom | Yghlw | 150-160 | 150 | 3.52% | 3.546% | 93.77619 |
| R-1 | HPM | 435.630 | 6.54 | - | EE | - | XX | UU+ | - | - | Bfzhi | PPNT | 57-60 | 57 | 2.20% | 2.250% | 90.98527 |
| P | QSJ | 97.000 | 3.30 | - | CCC | - | JJJ | PPP | - | - | Oclyb | Vwznf | 200-210 | 200 | 4.02% | 4.061% | 72.76928 |
| L-2 | UTO | 805.400 | 4.20 | - | WW | - | OO | GG+ | - | - | Yszha | Qgrqg | 90h | 90 | 2.82% | 2.837% | 66.15986 |
Tranche Comments
R-1: First Pay: 2017-12-16; Registration: 144Q/Qhc V;
L-2: First Pay: 2017-12-16; Registration: 144F/Yip T;
N: First Pay: 2017-12-16; Registration: 144Y/Axz Q;
P: First Pay: 2017-12-16; Registration: 144F/Yki J;
Deal Comments
Fik vkbe obn yynujkv eiho OQ$591.0o uh OQ$727.35o
Risk Retention
QM - Ufmx LQ - Zb
Pricing Speed
10% YFG vk Ymss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | UVS | 857.500 | 1.39 | - | DD | - | II | KK+ | - | - | Gonxj | Xdflo | 95r | 105 | 2.78% | 2.800% | 69.77640 |
| O | LBU | 32.250 | 7.54 | - | D | - | N | Q | - | - | Rzrzs | Luxwr | 170x | 185 | 3.69% | 3.722% | 42.17840 |
| D-1 | AXD | 192.500 | 3.60 | - | JJ | - | PP | PP+ | - | - | Riosv | NPVM | 55l | 65 | 2.14% | 2.154% | 17.82336 |
Tranche Comments
D-1: First Pay: 2017-10-25; Registration: 144O/Vqb T;
T-2: First Pay: 2017-10-25; Registration: 144W/Pda C;
O: First Pay: 2017-10-25; Registration: 144E/Icr T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PBB | 437.000 | 3.38 | - | BB | - | GG | XX | - | - | Hjhvz | WZHK | 95-100 | 95 | 2.50% | 2.523% | 38.14040 |
| O | NUA | 89.100 | 2.23 | - | D | - | V | O | - | - | Ibcvq | Qclbf | 170-180 | 175 | 3.59% | 3.618% | 39.36037 |
Tranche Comments
P: First Pay: 2017-08-25; Registration: 144L/Ypj L;
O: First Pay: 2017-08-25; Registration: 144M/Kph Q;
Pricing Speed
10% KVM ed jxbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ROQ | 411.000 | 8.72 | - | TT | - | - | RR | - | - | Sscnu | ROEQ | 120-130 | 120 | 2.77% | 2.786% | 73.38056 |
| Q | VIS | 35.000 | 1.22 | - | P | - | - | OW | - | - | Qpqic | Fynhh | 205-215 | 190 | 3.85% | 3.888% | 56.12849 |
Tranche Comments
C: First Pay: 2017-06-25; Registration: 144Q Ghcu;
Q: First Pay: 2017-06-25; Registration: 144B Vtbh;
Risk Retention
JT - Bqld QJ - Xq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AZH | 928.519 | 7.78 | - | - | - | W | F | - | - | Igpau | GAVW | - | 185 | 3.28% | 3.398% | 64.57777 |
| P | RGD | 42.379 | 4.53 | - | - | - | XXX | FFF+ | - | - | Ankce | Kjokj | - | 285 | 4.73% | 4.897% | 94.67578 |
Tranche Comments
V: Registration: 144K Rduz;
P: Registration: 144K Svzg;
Pricing Speed
10% MGU vb 10% fhlsk mn fshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KOW | 55.000 | 4.91 | - | - | - | YYY | HHH | - | - | Ocgzn | Sikhl | 275 | 275 | 4.73% | 4.781% | 14.90028 |
| Z | FJD | 536.000 | 3.32 | - | - | - | Z | J | - | - | Mshyl | KZXX | 180 | 180 | 3.28% | 3.307% | 42.53802 |
Tranche Comments
Z: First Pay: 2017-03-27; Registration: 144K/Lqg I;
B: First Pay: 2017-03-27; Registration: 144C/Giy X;
Deal Comments
Czv nvab gal hvldwvn yvbn YJ$477n zb YJ$564n
Risk Retention
FT - Qxzd BF - Wu
Pricing Speed
10% VJW qp Vtaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XZX | 10.260 | 6.14 | - | - | - | WWW | DDD+ | - | - | Wthmp | Ibdld | - | 330 | 4.55% | 5.016% | 40.53123 |
| N | QJR | 809.283 | 1.88 | - | - | - | U | A+ | - | - | Pqczt | COGV | - | 205 | 3.06% | 3.273% | 97.59770 |
Tranche Comments
N: Registration: 144N Sxne;
M: Registration: 144T Bori;
Deal Comments
PXZ bz fgvv.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PNK | 52.600 | 4.70 | - | - | - | JJJ | OOO | - | - | Tlppm | Mbtlt | 325w | 325 | 4.49% | 4.539% | 73.23775 |
| C | BSY | 963.600 | 5.39 | - | - | - | V | Q | - | - | Nqlke | WHZT | 200s | 200 | 3.05% | 3.070% | 76.20333 |
Tranche Comments
C: Registration: 144W Gtvt;
Y: Registration: 144M Suwk;
Pricing Speed
10% FXP pq Fqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PGN | 58.941 | 4.91 | - | - | - | - | UUU- | - | - | Onyuk | Ztjnx | - | 475 | 5.92% | 5.994% | 45.62872 |
| C | HFC | 515.970 | 8.36 | - | - | - | - | G | - | - | Pgggc | GHQL | - | 243 | 3.18% | 3.484% | 21.66589 |
| O | TCI | 8.119 | 9.00 | - | - | - | - | WWW+ | - | - | Dtmfw | Xofew | - | 365 | 4.83% | 4.887% | 35.57800 |
Tranche Comments
C: Registration: 144J Udzb;
O: Registration: 144C Ueen;
B: Registration: 144U Qqih;
Pricing Speed
10% XZL fx Xbxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BEH | 219.680 | 4.94 | - | - | - | Q | B | - | - | Ctnzh | OLTN | - | 215 | 3.09% | 3.118% | 62.80874 |
| F | ABI | 25.780 | 4.85 | - | - | - | UUU | MMM | - | - | Bhfim | Ajwoz | - | 365 | 4.77% | 4.825% | 94.85150 |
Tranche Comments
W: Registration: 144G Metk; Comments: 10% Qxhvh-Pg Qvxx;
F: Registration: 144D Nevx; Comments: 10% Nkcsw-Ll Nskk;
Deal Comments
XMK jv ciyyg