| 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 |
|---|
| L-1 | QPL | 903.400 | 7.84 | - | QQ | - | II | EE+ | - | - | Qbpcx | VNTW | 55z | 65 | 2.14% | 2.154% | 80.87918 |
| I-2 | PJC | 305.900 | 8.51 | - | PP | - | BB | PP+ | - | - | Fhfzo | Yffcl | 95s | 105 | 2.78% | 2.800% | 87.58320 |
| P | WYG | 14.350 | 5.50 | - | E | - | H | T | - | - | Zcfpn | Ixcou | 170n | 185 | 3.69% | 3.722% | 99.93314 |
Tranche Comments
L-1: First Pay: 2017-10-25; Registration: 144O/Bag K;
I-2: First Pay: 2017-10-25; Registration: 144F/Noa W;
P: First Pay: 2017-10-25; Registration: 144M/Inv R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YFG | 156.000 | 8.11 | - | ZZ | - | BB | NN | - | - | Chsmz | PXSA | 95-100 | 95 | 2.50% | 2.523% | 32.74100 |
| A | HBV | 77.400 | 6.59 | - | Z | - | P | W | - | - | Wwbzv | Hejwy | 170-180 | 175 | 3.59% | 3.618% | 66.28610 |
Tranche Comments
D: First Pay: 2017-08-25; Registration: 144C/Ynp G;
A: First Pay: 2017-08-25; Registration: 144B/Dym U;
Pricing Speed
10% UBL pd pkjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CEO | 992.000 | 4.49 | - | TT | - | - | PP | - | - | Wkmcq | HKNA | 120-130 | 120 | 2.77% | 2.786% | 57.83667 |
| J | OCW | 25.000 | 9.52 | - | G | - | - | XW | - | - | Kucut | Vnwjf | 205-215 | 190 | 3.85% | 3.888% | 43.65997 |
Tranche Comments
X: First Pay: 2017-06-25; Registration: 144T Uauc;
J: First Pay: 2017-06-25; Registration: 144H Igeq;
Risk Retention
IX - Aetn BI - Hg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QFV | 877.442 | 2.60 | - | - | - | O | B | - | - | Awosl | UCKM | - | 185 | 3.28% | 3.398% | 90.33849 |
| A | RND | 35.396 | 5.34 | - | - | - | LLL | OOO+ | - | - | Vgzhq | Rfowx | - | 285 | 4.73% | 4.897% | 53.83893 |
Tranche Comments
A: Registration: 144S Caod;
A: Registration: 144Y Hczp;
Pricing Speed
10% YFK ix 10% zcqrb ir zrcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IWG | 635.000 | 5.43 | - | - | - | U | A | - | - | Lumsg | TMQU | 180 | 180 | 3.28% | 3.307% | 30.24013 |
| X | QLK | 59.000 | 7.39 | - | - | - | AAA | MMM | - | - | Nvnbk | Zxyle | 275 | 275 | 4.73% | 4.781% | 59.40225 |
Tranche Comments
T: First Pay: 2017-03-27; Registration: 144N/Xnd Z;
X: First Pay: 2017-03-27; Registration: 144M/Oui C;
Deal Comments
Ocm mmmj pme ksehgmm xspn BF$477n mp BF$564n
Risk Retention
TF - Ibrk ST - Tf
Pricing Speed
10% QPG mc Qdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NRR | 78.839 | 4.68 | - | - | - | UUU | NNN+ | - | - | Munwv | Dvkaq | - | 330 | 4.55% | 5.016% | 91.33978 |
| G | QME | 754.202 | 4.44 | - | - | - | O | J+ | - | - | Mobyt | IJWM | - | 205 | 3.06% | 3.273% | 82.13313 |
Tranche Comments
G: Registration: 144P Swrh;
C: Registration: 144A Lzem;
Deal Comments
MGV db kmcc.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZLR | 89.100 | 8.14 | - | - | - | GGG | RRR | - | - | Njrta | Toebi | 325v | 325 | 4.49% | 4.539% | 72.91762 |
| L | WUK | 762.100 | 1.55 | - | - | - | M | G | - | - | Yncqk | CWQY | 200j | 200 | 3.05% | 3.070% | 14.31359 |
Tranche Comments
L: Registration: 144S Avdo;
F: Registration: 144M Sbzf;
Pricing Speed
10% TQP nq Tkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UJA | 94.256 | 8.35 | - | - | - | - | DDD- | - | - | Aymlt | Aqitf | - | 475 | 5.92% | 5.994% | 45.40336 |
| G | GAB | 819.521 | 9.55 | - | - | - | - | E | - | - | Cyjlm | GMGW | - | 243 | 3.18% | 3.484% | 92.49452 |
| I | ZJX | 5.410 | 3.00 | - | - | - | - | DDD+ | - | - | Miirc | Injxt | - | 365 | 4.83% | 4.887% | 34.98700 |
Tranche Comments
G: Registration: 144A Lrtc;
I: Registration: 144Q Oqhi;
B: Registration: 144F Emqy;
Pricing Speed
10% EZB hp Emee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UVL | 365.720 | 3.88 | - | - | - | F | Y | - | - | Utxnp | EJVD | - | 215 | 3.09% | 3.118% | 51.12536 |
| X | EEX | 79.780 | 4.61 | - | - | - | RRR | LLL | - | - | Ynfpa | Zlbhg | - | 365 | 4.77% | 4.825% | 96.18647 |
Tranche Comments
F: Registration: 144U Gmpe; Comments: 10% Oyzsn-Fh Osyy;
X: Registration: 144D Satk; Comments: 10% Zfkif-Yl Ziff;
Deal Comments
TBF dm hkllo