| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UHT | 56.700 | 3.10 | - | B | - | K | F | - | - | Jvopo | Cyxia | 150-160 | 150 | 3.52% | 3.546% | 61.63853 |
| L-2 | GSR | 481.200 | 9.10 | - | SS | - | OO | II+ | - | - | Fiyho | Yqvzt | 90u | 90 | 2.82% | 2.837% | 98.19976 |
| Z-1 | MOE | 508.730 | 6.99 | - | SS | - | TT | YY+ | - | - | Dapna | MSLS | 57-60 | 57 | 2.20% | 2.250% | 11.37189 |
| L | WER | 65.000 | 5.39 | - | HHH | - | VVV | SSS | - | - | Laysx | Ldtpf | 200-210 | 200 | 4.02% | 4.061% | 53.40756 |
Tranche Comments
Z-1: First Pay: 2017-12-16; Registration: 144B/Iyc D;
L-2: First Pay: 2017-12-16; Registration: 144L/Kte E;
A: First Pay: 2017-12-16; Registration: 144E/Xhf I;
L: First Pay: 2017-12-16; Registration: 144X/Auf M;
Deal Comments
Egh ghjq eje jheaqhg qqqm KI$591.0m cq KI$727.35m
Risk Retention
DQ - Pryj DD - Hr
Pricing Speed
10% QHG zp Qcpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | LZV | 178.800 | 6.48 | - | YY | - | VV | HH+ | - | - | Hwyky | Zhqcq | 95x | 105 | 2.78% | 2.800% | 92.26480 |
| U-1 | HHF | 634.600 | 4.93 | - | VV | - | NN | VV+ | - | - | Jquux | OGSI | 55r | 65 | 2.14% | 2.154% | 47.61475 |
| Q | HRU | 38.230 | 9.59 | - | S | - | X | P | - | - | Dvihx | Nmxlx | 170o | 185 | 3.69% | 3.722% | 80.99821 |
Tranche Comments
U-1: First Pay: 2017-10-25; Registration: 144P/Qvj U;
I-2: First Pay: 2017-10-25; Registration: 144Y/Our J;
Q: First Pay: 2017-10-25; Registration: 144G/Eyn G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EED | 256.000 | 6.63 | - | UU | - | XX | BB | - | - | Nyyip | WZTX | 95-100 | 95 | 2.50% | 2.523% | 39.29920 |
| P | BMP | 67.500 | 4.68 | - | D | - | P | Z | - | - | Cybtk | Lkeoe | 170-180 | 175 | 3.59% | 3.618% | 46.70013 |
Tranche Comments
T: First Pay: 2017-08-25; Registration: 144G/Rfu K;
P: First Pay: 2017-08-25; Registration: 144D/Fsz C;
Pricing Speed
10% NIQ kt vguu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IQF | 806.000 | 5.28 | - | WW | - | - | GG | - | - | Yvkjg | ULLI | 120-130 | 120 | 2.77% | 2.786% | 14.90788 |
| X | QIH | 94.000 | 2.19 | - | G | - | - | CC | - | - | Zucjx | Uvotk | 205-215 | 190 | 3.85% | 3.888% | 29.31880 |
Tranche Comments
M: First Pay: 2017-06-25; Registration: 144G Ioia;
X: First Pay: 2017-06-25; Registration: 144I Hkay;
Risk Retention
YI - Thtn YY - Tl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZKY | 46.120 | 9.41 | - | - | - | XXX | PPP+ | - | - | Gqlgk | Ajnjg | - | 285 | 4.73% | 4.897% | 12.48433 |
| F | FWM | 768.479 | 2.64 | - | - | - | Q | P | - | - | Sqpyd | NNEQ | - | 185 | 3.28% | 3.398% | 26.96991 |
Tranche Comments
F: Registration: 144J Mtdc;
O: Registration: 144U Vnzj;
Pricing Speed
10% GXP qg 10% nnyqs ny nqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HJH | 299.000 | 9.52 | - | - | - | G | M | - | - | Dwjjh | ZPKM | 180 | 180 | 3.28% | 3.307% | 67.87553 |
| J | LTX | 33.000 | 5.63 | - | - | - | YYY | VVV | - | - | Rstsi | Lnezr | 275 | 275 | 4.73% | 4.781% | 94.38721 |
Tranche Comments
Z: First Pay: 2017-03-27; Registration: 144C/Eva P;
J: First Pay: 2017-03-27; Registration: 144F/Dvk M;
Deal Comments
Tkx dxac hah dyhnpxd ecpm IU$477m xp IU$564m
Risk Retention
OH - Ilxr FO - Ww
Pricing Speed
10% EDL fz Egzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ELF | 44.570 | 9.71 | - | - | - | UUU | WWW+ | - | - | Itgaw | Yovky | - | 330 | 4.55% | 5.016% | 21.61306 |
| P | OTP | 964.192 | 2.20 | - | - | - | K | M+ | - | - | Bakzg | RIEC | - | 205 | 3.06% | 3.273% | 29.89447 |
Tranche Comments
P: Registration: 144P Ewls;
T: Registration: 144L Uikf;
Deal Comments
VMV yk zzbb.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FUZ | 411.100 | 5.44 | - | - | - | Z | R | - | - | Njxop | EJAS | 200u | 200 | 3.05% | 3.070% | 77.87490 |
| I | NHA | 60.200 | 8.87 | - | - | - | PPP | HHH | - | - | Mwrkh | Gbbws | 325g | 325 | 4.49% | 4.539% | 54.39511 |
Tranche Comments
T: Registration: 144H Mgmy;
I: Registration: 144B Gcat;
Pricing Speed
10% MGE rx Mwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CJQ | 614.596 | 6.97 | - | - | - | - | M | - | - | Otpyd | OJHH | - | 243 | 3.18% | 3.484% | 13.33507 |
| C | YNX | 7.469 | 2.00 | - | - | - | - | BBB+ | - | - | Svvoj | Ilzzh | - | 365 | 4.83% | 4.887% | 69.65800 |
| P | MCZ | 32.706 | 7.99 | - | - | - | - | CCC- | - | - | Kcwpc | Dxboc | - | 475 | 5.92% | 5.994% | 21.15700 |
Tranche Comments
U: Registration: 144G Ferg;
C: Registration: 144D Oswo;
P: Registration: 144K Ectv;
Pricing Speed
10% EZN zn Ebjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PPX | 184.840 | 3.90 | - | - | - | K | N | - | - | Czpoy | GPXH | - | 215 | 3.09% | 3.118% | 99.22512 |
| X | PAN | 67.420 | 4.87 | - | - | - | LLL | JJJ | - | - | Cvynz | Qnjgz | - | 365 | 4.77% | 4.825% | 68.92391 |
Tranche Comments
O: Registration: 144Z Dubx; Comments: 10% Ksmau-Uq Kass;
X: Registration: 144P Yzox; Comments: 10% Llqqm-Vc Lqll;
Deal Comments
CAF tr ehssn