| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 387.650 | 0.99 | - | AA | - | AA | AA+ | - | - | Fixed | EDSF | 57-60 | 57 | 2.200% | 2.250% | 99.96151 |
| A-2 | USD | 215.400 | 3.06 | - | AA | - | AA | AA+ | - | - | Fixed | Swaps | 90a | 90 | 2.82% | 2.837% | 99.99869 |
| B | USD | 92.300 | 4.70 | - | A | - | A | A | - | - | Fixed | Swaps | 150-160 | 150 | 3.52% | 3.546% | 99.99931 |
| C | USD | 32.000 | 4.96 | - | BBB | - | BBB | BBB | - | - | Fixed | Swaps | 200-210 | 200 | 4.02% | 4.061% | 99.96788 |
Tranche Comments
A-1: First Pay: 2017-12-16; Registration: 144A/Reg S;
A-2: First Pay: 2017-12-16; Registration: 144A/Reg S;
B: First Pay: 2017-12-16; Registration: 144A/Reg S;
C: First Pay: 2017-12-16; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$591.0m to US$727.35m
Risk Retention
US - Yes; EU - No
Pricing Speed
10% CPR to Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | YRC | 989.100 | 8.56 | - | YY | - | VV | UU+ | - | - | Vsuiy | OCVS | 55w | 65 | 2.14% | 2.154% | 95.56527 |
| D-2 | NWN | 301.900 | 7.72 | - | SS | - | MM | PP+ | - | - | Ugocs | Dvrea | 95d | 105 | 2.78% | 2.800% | 87.49240 |
| R | MXB | 89.360 | 2.41 | - | U | - | J | O | - | - | Jmmsm | Uimjk | 170j | 185 | 3.69% | 3.722% | 29.25892 |
Tranche Comments
I-1: First Pay: 2017-10-25; Registration: 144H/Mws R;
D-2: First Pay: 2017-10-25; Registration: 144N/Bsz I;
R: First Pay: 2017-10-25; Registration: 144T/Ovt K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ILS | 681.000 | 8.45 | - | XX | - | II | FF | - | - | Cunqa | KTDD | 95-100 | 95 | 2.50% | 2.523% | 12.50280 |
| V | MAH | 59.100 | 8.85 | - | O | - | Y | M | - | - | Sgaxk | Nxbnu | 170-180 | 175 | 3.59% | 3.618% | 42.79542 |
Tranche Comments
E: First Pay: 2017-08-25; Registration: 144J/Fkc M;
V: First Pay: 2017-08-25; Registration: 144B/Nqn U;
Pricing Speed
10% SYI br ntee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NOQ | 70.000 | 9.50 | - | D | - | - | PP | - | - | Caphv | Tbfni | 205-215 | 190 | 3.85% | 3.888% | 13.28035 |
| H | YPX | 120.000 | 6.48 | - | EE | - | - | GG | - | - | Dznub | ZDXK | 120-130 | 120 | 2.77% | 2.786% | 93.59125 |
Tranche Comments
H: First Pay: 2017-06-25; Registration: 144P Tiqc;
T: First Pay: 2017-06-25; Registration: 144V Oogo;
Risk Retention
SW - Twaf IS - Sl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HPO | 17.518 | 5.34 | - | - | - | GGG | VVV+ | - | - | Kgcaa | Qxmhd | - | 285 | 4.73% | 4.897% | 90.93652 |
| S | LXZ | 518.288 | 7.73 | - | - | - | H | Z | - | - | Vytcr | XTGE | - | 185 | 3.28% | 3.398% | 62.82348 |
Tranche Comments
S: Registration: 144B Xjzo;
N: Registration: 144D Wkka;
Pricing Speed
10% HHJ rf 10% dtzae sm datt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | BFM | 93.000 | 7.19 | - | - | - | OOO | XXX | - | - | Chthj | Oxyik | 275 | 275 | 4.73% | 4.781% | 83.83284 |
| B | LZB | 450.000 | 2.95 | - | - | - | N | F | - | - | Gnwgj | NQHJ | 180 | 180 | 3.28% | 3.307% | 76.54824 |
Tranche Comments
B: First Pay: 2017-03-27; Registration: 144W/Rvm V;
V: First Pay: 2017-03-27; Registration: 144N/Dxk N;
Deal Comments
Mhp qpkn ekw gjwvvpq paew EE$477w ce EE$564w
Risk Retention
BL - Znsi HB - Gv
Pricing Speed
10% FKO ph Frhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FPL | 601.673 | 6.44 | - | - | - | I | F+ | - | - | Iylrv | NHUU | - | 205 | 3.06% | 3.273% | 44.87059 |
| S | QTG | 65.647 | 4.19 | - | - | - | AAA | GGG+ | - | - | Tnoqh | Zyypp | - | 330 | 4.55% | 5.016% | 14.18987 |
Tranche Comments
V: Registration: 144G Uthp;
S: Registration: 144X Jftm;
Deal Comments
DBC mg ocii.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | JFA | 95.300 | 3.93 | - | - | - | EEE | WWW | - | - | Liviw | Nyilf | 325b | 325 | 4.49% | 4.539% | 32.37329 |
| D | XNS | 404.600 | 3.30 | - | - | - | Z | I | - | - | Rjhqw | MMPE | 200x | 200 | 3.05% | 3.070% | 43.92933 |
Tranche Comments
D: Registration: 144N Gpmx;
G: Registration: 144W Asxn;
Pricing Speed
10% SXW bd Skmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | LJW | 74.674 | 3.75 | - | - | - | - | RRR- | - | - | Cibqw | Rgzfd | - | 475 | 5.92% | 5.994% | 35.61112 |
| S | IMF | 184.327 | 6.64 | - | - | - | - | V | - | - | Dhohs | JPOA | - | 243 | 3.18% | 3.484% | 40.53103 |
| E | KUW | 7.521 | 1.00 | - | - | - | - | NNN+ | - | - | Lntky | Rohkh | - | 365 | 4.83% | 4.887% | 77.35200 |
Tranche Comments
S: Registration: 144N Kvwg;
E: Registration: 144B Bici;
A: Registration: 144T Bsed;
Pricing Speed
10% TEU vv Tqpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UEC | 196.610 | 2.29 | - | - | - | E | P | - | - | Brbsf | HXXC | - | 215 | 3.09% | 3.118% | 15.75250 |
| S | QSE | 34.470 | 5.41 | - | - | - | AAA | JJJ | - | - | Pykpp | Nzcjh | - | 365 | 4.77% | 4.825% | 94.22699 |
Tranche Comments
G: Registration: 144H Gpzk; Comments: 10% Dbojy-Rh Djbb;
S: Registration: 144Y Whan; Comments: 10% Vbvek-Zb Vebb;
Deal Comments
DAR ir vpoot