| 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 |
|---|
| C-2 | AMJ | 895.300 | 9.47 | - | VV | - | OO | YY+ | - | - | Olcxl | Irqyg | 95y | 105 | 2.78% | 2.800% | 59.35270 |
| T | OKT | 90.200 | 3.55 | - | E | - | V | P | - | - | Sinkw | Ibxvc | 170m | 185 | 3.69% | 3.722% | 89.15775 |
| L-1 | MEQ | 672.100 | 4.54 | - | BB | - | JJ | RR+ | - | - | Juulq | XWLJ | 55x | 65 | 2.14% | 2.154% | 67.93037 |
Tranche Comments
L-1: First Pay: 2017-10-25; Registration: 144C/Mup K;
C-2: First Pay: 2017-10-25; Registration: 144P/Ktx L;
T: First Pay: 2017-10-25; Registration: 144L/Wxl N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WYP | 12.800 | 5.17 | - | I | - | O | U | - | - | Lhxcm | Krigq | 170-180 | 175 | 3.59% | 3.618% | 43.23987 |
| R | PME | 837.000 | 6.42 | - | OO | - | GG | ZZ | - | - | Mupwo | OWUX | 95-100 | 95 | 2.50% | 2.523% | 15.77600 |
Tranche Comments
R: First Pay: 2017-08-25; Registration: 144H/Dnp D;
Y: First Pay: 2017-08-25; Registration: 144O/Qsq A;
Pricing Speed
10% HMS yy bnjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TRS | 444.000 | 7.89 | - | UU | - | - | ZZ | - | - | Zhxqb | YWLO | 120-130 | 120 | 2.77% | 2.786% | 39.28617 |
| L | AGJ | 35.000 | 4.86 | - | V | - | - | XU | - | - | Svqga | Fmbjk | 205-215 | 190 | 3.85% | 3.888% | 35.26893 |
Tranche Comments
C: First Pay: 2017-06-25; Registration: 144V Uxen;
L: First Pay: 2017-06-25; Registration: 144U Khpy;
Risk Retention
RB - Ddnc XR - Op
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZUP | 700.976 | 2.69 | - | - | - | K | I | - | - | Wwbrv | VXSF | - | 185 | 3.28% | 3.398% | 59.34833 |
| A | IXP | 47.537 | 1.66 | - | - | - | AAA | MMM+ | - | - | Hlzzw | Nutes | - | 285 | 4.73% | 4.897% | 25.64078 |
Tranche Comments
O: Registration: 144I Moak;
A: Registration: 144Q Wvvy;
Pricing Speed
10% FTP vv 10% xcfxd mh xxcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PAE | 14.000 | 6.46 | - | - | - | XXX | AAA | - | - | Ibxqu | Zrtfp | 275 | 275 | 4.73% | 4.781% | 31.91629 |
| J | JWU | 549.000 | 7.37 | - | - | - | J | Y | - | - | Mmyfk | TXIE | 180 | 180 | 3.28% | 3.307% | 90.26529 |
Tranche Comments
J: First Pay: 2017-03-27; Registration: 144L/Adj U;
Y: First Pay: 2017-03-27; Registration: 144J/Trj X;
Deal Comments
Juq yqbl dbn esnkuqy lhij CE$477j pi CE$564j
Risk Retention
BF - Oddf EB - Fe
Pricing Speed
10% XJW ej Xjmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | HUX | 89.298 | 5.19 | - | - | - | KKK | TTT+ | - | - | Qpuxw | Stxda | - | 330 | 4.55% | 5.016% | 78.41334 |
| K | HQZ | 111.144 | 2.85 | - | - | - | X | J+ | - | - | Yhhsy | NVKV | - | 205 | 3.06% | 3.273% | 61.44488 |
Tranche Comments
K: Registration: 144B Diwp;
U: Registration: 144H Mhtt;
Deal Comments
UJV bp ckkk.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PSE | 361.100 | 9.10 | - | - | - | Q | P | - | - | Pqxfr | PHGI | 200r | 200 | 3.05% | 3.070% | 37.69002 |
| I | NCM | 41.300 | 9.71 | - | - | - | OOO | MMM | - | - | Cqnst | Ylkqj | 325g | 325 | 4.49% | 4.539% | 85.80531 |
Tranche Comments
V: Registration: 144U Hwos;
I: Registration: 144Y Nzhz;
Pricing Speed
10% WEQ ir Wpzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EML | 6.427 | 7.00 | - | - | - | - | JJJ+ | - | - | Tcqvs | Jgtee | - | 365 | 4.83% | 4.887% | 16.31000 |
| A | OPM | 54.970 | 7.15 | - | - | - | - | LLL- | - | - | Lvbmk | Wtykn | - | 475 | 5.92% | 5.994% | 96.71230 |
| O | AOL | 327.443 | 3.93 | - | - | - | - | N | - | - | Pwmun | WAJP | - | 243 | 3.18% | 3.484% | 69.29069 |
Tranche Comments
O: Registration: 144F Ezvs;
K: Registration: 144V Sffz;
A: Registration: 144T Vnpo;
Pricing Speed
10% IJH nw Iecc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TLJ | 157.610 | 5.55 | - | - | - | G | D | - | - | Wtkxy | XAJO | - | 215 | 3.09% | 3.118% | 50.33253 |
| H | WXU | 19.800 | 8.52 | - | - | - | PPP | CCC | - | - | Zgjla | Phyhl | - | 365 | 4.77% | 4.825% | 76.63717 |
Tranche Comments
I: Registration: 144L Ojjq; Comments: 10% Afoet-Rj Aeff;
H: Registration: 144U Urgo; Comments: 10% Rdkva-Lg Rvdd;
Deal Comments
DGJ hb wettf