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 |
---|
M-1 | BHR | 932.900 | 7.32 | - | QQ | - | EE | DD+ | - | - | Jmjvi | GOND | 55s | 65 | 2.14% | 2.154% | 70.89820 |
S-2 | PNX | 583.800 | 8.99 | - | VV | - | QQ | WW+ | - | - | Rfukp | Ugyoh | 95l | 105 | 2.78% | 2.800% | 47.38000 |
S | OBN | 78.870 | 4.66 | - | L | - | J | E | - | - | Emgqn | Hqgib | 170o | 185 | 3.69% | 3.722% | 68.98223 |
Tranche Comments
M-1: First Pay: 2017-10-25; Registration: 144P/Vox O;
S-2: First Pay: 2017-10-25; Registration: 144O/Vck U;
S: First Pay: 2017-10-25; Registration: 144T/Kjy U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | CXV | 60.400 | 1.68 | - | O | - | W | A | - | - | Aacgp | Jrrkp | 170-180 | 175 | 3.59% | 3.618% | 25.25209 |
N | ERZ | 835.000 | 6.28 | - | EE | - | TT | MM | - | - | Zghhq | BEHS | 95-100 | 95 | 2.50% | 2.523% | 38.94190 |
Tranche Comments
N: First Pay: 2017-08-25; Registration: 144H/Adz X;
R: First Pay: 2017-08-25; Registration: 144Y/Fja B;
Pricing Speed
10% USG tm veii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | LHK | 199.000 | 3.36 | - | JJ | - | - | VV | - | - | Puzex | EMCV | 120-130 | 120 | 2.77% | 2.786% | 95.90951 |
Y | NYX | 46.000 | 4.87 | - | S | - | - | ZX | - | - | Pnroh | Xvaou | 205-215 | 190 | 3.85% | 3.888% | 16.82834 |
Tranche Comments
N: First Pay: 2017-06-25; Registration: 144N Sdlv;
Y: First Pay: 2017-06-25; Registration: 144M Ebcf;
Risk Retention
VP - Vdpx SV - Uh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | XJC | 57.220 | 6.57 | - | - | - | RRR | LLL+ | - | - | Ittbl | Ogvos | - | 285 | 4.73% | 4.897% | 56.13051 |
H | ETC | 373.908 | 6.73 | - | - | - | O | M | - | - | Wtbmp | MAJP | - | 185 | 3.28% | 3.398% | 78.13794 |
Tranche Comments
H: Registration: 144X Awos;
U: Registration: 144C Kmcm;
Pricing Speed
10% IQG ko 10% ogsso ig osgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | PCM | 65.000 | 2.56 | - | - | - | OOO | LLL | - | - | Qhbhv | Dlyld | 275 | 275 | 4.73% | 4.781% | 28.21947 |
R | BEX | 227.000 | 9.92 | - | - | - | K | A | - | - | Yfczt | MIVF | 180 | 180 | 3.28% | 3.307% | 33.23036 |
Tranche Comments
R: First Pay: 2017-03-27; Registration: 144T/Rnu B;
P: First Pay: 2017-03-27; Registration: 144H/Ojc Z;
Deal Comments
Ylj sjkd qkg segpejs blen QG$477n ge QG$564n
Risk Retention
RK - Wqmv XR - Ue
Pricing Speed
10% BSB hr Bhgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QCY | 258.162 | 5.71 | - | - | - | Q | M+ | - | - | Ygxot | BAHQ | - | 205 | 3.06% | 3.273% | 40.28786 |
I | LGJ | 36.398 | 9.83 | - | - | - | HHH | YYY+ | - | - | Vpksi | Zilac | - | 330 | 4.55% | 5.016% | 63.54123 |
Tranche Comments
V: Registration: 144Q Zcwx;
I: Registration: 144P Vuwv;
Deal Comments
NHE ej omoo.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VHP | 555.400 | 5.65 | - | - | - | J | N | - | - | Qpqnl | QEHZ | 200x | 200 | 3.05% | 3.070% | 50.36038 |
C | BBP | 55.500 | 4.86 | - | - | - | CCC | YYY | - | - | Iaumw | Kxvuj | 325d | 325 | 4.49% | 4.539% | 48.10965 |
Tranche Comments
I: Registration: 144K Pfkh;
C: Registration: 144J Zekj;
Pricing Speed
10% NPZ gv Ntqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | ANF | 6.190 | 5.00 | - | - | - | - | HHH+ | - | - | Angid | Lokws | - | 365 | 4.83% | 4.887% | 55.27200 |
L | ZRG | 400.531 | 1.84 | - | - | - | - | X | - | - | Xapco | RJJF | - | 243 | 3.18% | 3.484% | 33.12349 |
P | PSE | 85.976 | 6.28 | - | - | - | - | WWW- | - | - | Fclgn | Ybukd | - | 475 | 5.92% | 5.994% | 94.12820 |
Tranche Comments
L: Registration: 144H Kkrv;
R: Registration: 144I Tdpb;
P: Registration: 144G Ablq;
Pricing Speed
10% SFJ ng Sbww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | VBR | 521.830 | 1.41 | - | - | - | X | Z | - | - | Orgiu | IOAU | - | 215 | 3.09% | 3.118% | 85.81727 |
P | QUE | 91.200 | 4.40 | - | - | - | DDD | KKK | - | - | Nnkwh | Yovjz | - | 365 | 4.77% | 4.825% | 49.70058 |
Tranche Comments
V: Registration: 144K Lsfm; Comments: 10% Ochqk-Lj Oqcc;
P: Registration: 144Y Hqls; Comments: 10% Ighzu-Ft Izgg;
Deal Comments
XDD vw qweec