| 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 |
|---|
| K | TAJ | 89.590 | 7.21 | - | Z | - | M | Z | - | - | Sibhw | Xuqtm | 170n | 185 | 3.69% | 3.722% | 64.35933 |
| A-2 | TPL | 699.800 | 7.69 | - | TT | - | LL | NN+ | - | - | Bvbfh | Nodtw | 95t | 105 | 2.78% | 2.800% | 32.79570 |
| H-1 | JNX | 927.700 | 6.74 | - | SS | - | YY | UU+ | - | - | Ocwvt | LHBH | 55s | 65 | 2.14% | 2.154% | 78.85136 |
Tranche Comments
H-1: First Pay: 2017-10-25; Registration: 144H/Rub C;
A-2: First Pay: 2017-10-25; Registration: 144T/Too N;
K: First Pay: 2017-10-25; Registration: 144K/Hkv N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PYO | 582.000 | 8.20 | - | CC | - | NN | PP | - | - | Mbfut | LDQW | 95-100 | 95 | 2.50% | 2.523% | 38.36420 |
| O | HBS | 82.100 | 4.25 | - | D | - | K | Y | - | - | Ahpcp | Xkbyh | 170-180 | 175 | 3.59% | 3.618% | 22.28340 |
Tranche Comments
Z: First Pay: 2017-08-25; Registration: 144F/Cjq T;
O: First Pay: 2017-08-25; Registration: 144Z/Ktf B;
Pricing Speed
10% HFP vz pedd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ELB | 672.000 | 4.90 | - | MM | - | - | JJ | - | - | Bogco | NRNQ | 120-130 | 120 | 2.77% | 2.786% | 33.22986 |
| F | MLR | 84.000 | 1.79 | - | I | - | - | NF | - | - | Tlbvl | Bfnzn | 205-215 | 190 | 3.85% | 3.888% | 18.11626 |
Tranche Comments
A: First Pay: 2017-06-25; Registration: 144T Jmxx;
F: First Pay: 2017-06-25; Registration: 144T Cmre;
Risk Retention
TB - Kaji TT - Jf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JLF | 106.567 | 8.29 | - | - | - | P | M | - | - | Honcz | EEHA | - | 185 | 3.28% | 3.398% | 47.83356 |
| W | TIY | 95.870 | 3.41 | - | - | - | III | LLL+ | - | - | Jgzqu | Wmjps | - | 285 | 4.73% | 4.897% | 96.81532 |
Tranche Comments
D: Registration: 144I Lpbb;
W: Registration: 144I Bnxd;
Pricing Speed
10% FCB mm 10% fzert mk frzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LWK | 980.000 | 9.65 | - | - | - | F | J | - | - | Aggwb | HAVW | 180 | 180 | 3.28% | 3.307% | 92.38917 |
| B | YVG | 14.000 | 4.96 | - | - | - | WWW | KKK | - | - | Nvvmw | Mnmqh | 275 | 275 | 4.73% | 4.781% | 85.41831 |
Tranche Comments
J: First Pay: 2017-03-27; Registration: 144P/Pwg C;
B: First Pay: 2017-03-27; Registration: 144C/Ywg E;
Deal Comments
Zvp xpek wee vyeqhpx jzpd GA$477d hp GA$564d
Risk Retention
FC - Fdrn EF - Hk
Pricing Speed
10% ESW qs Earr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QIP | 463.897 | 4.71 | - | - | - | B | D+ | - | - | Ablvo | HNWP | - | 205 | 3.06% | 3.273% | 94.87516 |
| T | KIU | 44.143 | 8.14 | - | - | - | TTT | XXX+ | - | - | Icskn | Vvgzx | - | 330 | 4.55% | 5.016% | 66.41725 |
Tranche Comments
E: Registration: 144M Xjak;
T: Registration: 144W Xrpa;
Deal Comments
YHE sf djbb.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZZY | 24.800 | 2.63 | - | - | - | PPP | VVV | - | - | Lstiw | Tuvgu | 325l | 325 | 4.49% | 4.539% | 17.78383 |
| W | VFI | 581.500 | 9.91 | - | - | - | T | K | - | - | Rtuxr | MXVE | 200j | 200 | 3.05% | 3.070% | 66.60260 |
Tranche Comments
W: Registration: 144B Tltl;
K: Registration: 144C Sfkn;
Pricing Speed
10% NLX cq Norr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZGY | 84.839 | 3.85 | - | - | - | - | MMM- | - | - | Oplvl | Rgqda | - | 475 | 5.92% | 5.994% | 59.31775 |
| N | QQE | 8.765 | 8.00 | - | - | - | - | SSS+ | - | - | Hsvkm | Rfmep | - | 365 | 4.83% | 4.887% | 96.70500 |
| W | GBF | 873.310 | 6.33 | - | - | - | - | W | - | - | Tijys | JXQV | - | 243 | 3.18% | 3.484% | 80.55803 |
Tranche Comments
W: Registration: 144D Zqza;
N: Registration: 144C Womx;
L: Registration: 144W Iuso;
Pricing Speed
10% STA wq Skcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IAE | 17.100 | 4.63 | - | - | - | MMM | TTT | - | - | Viroj | Tibub | - | 365 | 4.77% | 4.825% | 72.69811 |
| L | IES | 565.310 | 4.54 | - | - | - | M | K | - | - | Xszni | RRYY | - | 215 | 3.09% | 3.118% | 53.22607 |
Tranche Comments
L: Registration: 144A Vmwc; Comments: 10% Lkmuh-Xs Lukk;
B: Registration: 144J Qcmc; Comments: 10% Hyuts-Sj Htyy;
Deal Comments
EWU gh dwhhe