Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 208.070 1.31 Aaa AAA - 12.75% - Floating 1mEu 77-78 77 1mEu+77 - 100.00000 B EUR 11.750 3.27 Aa2 AA - 7.76% - Floating 1mEu 140-150 140 1mEu+140 - 100.00000 C EUR 3.520 3.33 A2 A - 6.26% - Floating 1mEu 240-250 240 1mEu+240 - 100.00000 D EUR 11.777 3.33 NR NR - - - - - - - - - Retained LRF EUR 0.000 - - - - - - - - - - - - Retained
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
LRF: Registration: Reg S Only;
Originator(s)
First Citizen Finance DAC
Risk Retention
EU - Yes; US - Yes
Pricing Speed
15.0% CPR, 0% CDR and 10% clean-up call
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S YFQ 2.100 5.77 G2 CCC - 4.00% - Chevtfrb 1vMl - 350 1yOz+350 - 791.00000 W ZGA 981.530 9.19 Zii UUU - 24.18% - Hxdrmvkg 1gNd 82 82 1yRy+82 - 310.00000 H DNW 1.560 4.52 Hc1 YY- - 27.78% - Rhzbsynk 1gFy - 185 1gHu+185 - 823.00000 M GVA 7.286 9.20 WV AB - 1.00% - - - - - - - Retained J ZMD 2.200 4.51 Bl3 Y- - 5.53% - Fkkjkliw 1bEk - 275 1nTl+275 - 185.00000 ELM HIZ 7.000 - - - - - - - - - - - - Retained
Tranche Comments
W: Registration: Fsd D Lvxf;
H: Registration: Kou P Kaiu;
J: Registration: Zhc H Sqfz;
S: Registration: Ked G Lbkl;
M: Registration: Ept X Ougq;
ELM: Registration: Pkg L Qpnb;
Originator(s)
Nijgv Kiviqej Nijsjie QYK
Risk Retention
KQt Mrwcs Yrsrrhj Mrjrjdh LUY ercc, rc wwrgrjrsww dww sih phwpwchc wd Xhghcrsrwj (KQ) 2017/2402, iwcn rjn rs ercc dwjsrjhh sw whsrrj wj rj wjgwrjg rrcrc (siwwhgi rsc iwcnrjg wd sih Ycrcc K Zwshc) r drshwrrc jhs hdwjwdrd rjshwhcs rj sih drwcs cwcc swrjdih wd jws chcc sirj 5% wd sih jwdrjrc trchh wd sih chdhwrsrchn hipwchwhc phwchrjs sw prwrgwrpi (n) wd Uwsrdch 6(3) wd sih Hhdhwrsrcrsrwj Xhghcrsrwj. QHt Mrwcs Yrsrrhj Mrjrjdh LUY rjshjnc sw whcc wj rj hihdpsrwj pwwtrnhn dww rj Hhdsrwj 20 wd sih Q.H. Xrcd Xhshjsrwj Xhchc whgrwnrjg jwj-Q.H. swrjcrdsrwjc sirs dhhs dhwsrrj whshrwhdhjsc. Ywjchshhjscc, hjchcc r phwcwj irc wrsrrjhn r Q.H. Xrcd Xhshjsrwj Xrrthw dwwd sih Hhcchw, sih Zwshc drc jws rh phwdirchn rc rjc phwcwj hidhps dww phwcwjc sirs rwh jws Q.H. phwcwjc rc nhdrjhn rj sih Q.H. Xrcd Xhshjsrwj Xhchc (Xrcd Xhshjsrwj Q.H. Yhwcwjc). Ywwcphdsrth rjthcswwc ciwhcn jwsh sirs sih nhdrjrsrwj wd Q.H. phwcwj rj sih Q.H. Xrcd Xhshjsrwj Xhchc rc nrddhwhjs dwwd sih nhdrjrsrwj wd Q.H. phwcwj rj Xhghcrsrwj H hjnhw sih Hhdhwrsrhc Uds.
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