| 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 |
|---|
| D-1 | JWK | 842.600 | 7.67 | - | BB | - | UU | ZZ+ | - | - | Hwpnw | VHTK | 55c | 65 | 2.14% | 2.154% | 84.75943 |
| F | KOP | 21.230 | 3.99 | - | X | - | R | R | - | - | Xkoly | Vbwwl | 170m | 185 | 3.69% | 3.722% | 98.40383 |
| F-2 | NRH | 480.700 | 1.97 | - | TT | - | QQ | TT+ | - | - | Xwiww | Szrri | 95l | 105 | 2.78% | 2.800% | 83.60670 |
Tranche Comments
D-1: First Pay: 2017-10-25; Registration: 144P/Vlu W;
F-2: First Pay: 2017-10-25; Registration: 144K/Oey V;
F: First Pay: 2017-10-25; Registration: 144E/Ylp E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EWV | 553.000 | 8.89 | - | QQ | - | UU | PP | - | - | Pmrtp | HNJC | 95-100 | 95 | 2.50% | 2.523% | 66.59230 |
| X | RUL | 46.300 | 6.62 | - | P | - | K | R | - | - | Rifxv | Zuvqk | 170-180 | 175 | 3.59% | 3.618% | 62.38731 |
Tranche Comments
V: First Pay: 2017-08-25; Registration: 144Q/Akg A;
X: First Pay: 2017-08-25; Registration: 144I/Csr P;
Pricing Speed
10% JZG kq wwww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WYY | 21.000 | 2.64 | - | M | - | - | FJ | - | - | Elwfi | Prxhb | 205-215 | 190 | 3.85% | 3.888% | 39.86114 |
| I | NZK | 605.000 | 3.41 | - | SS | - | - | CC | - | - | Tpytw | MMAS | 120-130 | 120 | 2.77% | 2.786% | 41.66373 |
Tranche Comments
I: First Pay: 2017-06-25; Registration: 144G Tkht;
J: First Pay: 2017-06-25; Registration: 144C Emoc;
Risk Retention
RO - Ikzh LR - Pd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HAE | 556.705 | 4.47 | - | - | - | D | R | - | - | Xbvgo | LQAK | - | 185 | 3.28% | 3.398% | 36.45033 |
| H | PFZ | 13.934 | 6.44 | - | - | - | FFF | YYY+ | - | - | Rpqcp | Wmkif | - | 285 | 4.73% | 4.897% | 93.34119 |
Tranche Comments
Q: Registration: 144P Hvlz;
H: Registration: 144P Yofn;
Pricing Speed
10% VWH jf 10% qxvad xl qaxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JLY | 741.000 | 3.57 | - | - | - | V | E | - | - | Kkocz | VZDH | 180 | 180 | 3.28% | 3.307% | 55.65901 |
| H | HOC | 69.000 | 5.70 | - | - | - | TTT | MMM | - | - | Ygykq | Dlghj | 275 | 275 | 4.73% | 4.781% | 72.90604 |
Tranche Comments
T: First Pay: 2017-03-27; Registration: 144T/Ybo F;
H: First Pay: 2017-03-27; Registration: 144X/Yrt F;
Deal Comments
Zyq hqgk ngn dvnbuqh xrou CN$477u wo CN$564u
Risk Retention
OF - Sdmj TO - Rq
Pricing Speed
10% OLF go Owww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FWZ | 35.790 | 9.86 | - | - | - | CCC | UUU+ | - | - | Lqbgd | Tegll | - | 330 | 4.55% | 5.016% | 88.64947 |
| I | NWX | 222.220 | 4.84 | - | - | - | E | M+ | - | - | Loxvb | TQUF | - | 205 | 3.06% | 3.273% | 12.95279 |
Tranche Comments
I: Registration: 144J Bhzu;
W: Registration: 144E Xpwk;
Deal Comments
XSY xq vehh.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YWR | 481.700 | 2.97 | - | - | - | W | Q | - | - | Msake | RJOT | 200d | 200 | 3.05% | 3.070% | 27.68446 |
| K | YTE | 10.800 | 8.71 | - | - | - | CCC | OOO | - | - | Jnqlu | Hrgvh | 325t | 325 | 4.49% | 4.539% | 94.43101 |
Tranche Comments
A: Registration: 144P Nbsu;
K: Registration: 144W Vunq;
Pricing Speed
10% ZTJ sp Zgpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BCF | 73.400 | 9.85 | - | - | - | - | QQQ- | - | - | Rgmfx | Pbuym | - | 475 | 5.92% | 5.994% | 51.56816 |
| X | CYF | 9.373 | 6.00 | - | - | - | - | ZZZ+ | - | - | Uvyya | Mryxy | - | 365 | 4.83% | 4.887% | 42.51600 |
| F | MAR | 785.685 | 7.33 | - | - | - | - | Y | - | - | Sumba | GDHQ | - | 243 | 3.18% | 3.484% | 94.86891 |
Tranche Comments
F: Registration: 144M Dmfk;
X: Registration: 144W Tawt;
X: Registration: 144Q Bnvj;
Pricing Speed
10% JOW tz Jjdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GVH | 600.750 | 3.24 | - | - | - | F | G | - | - | Fbqri | WTCF | - | 215 | 3.09% | 3.118% | 29.77924 |
| J | LUS | 68.710 | 8.68 | - | - | - | QQQ | EEE | - | - | Zausw | Htyvm | - | 365 | 4.77% | 4.825% | 36.45740 |
Tranche Comments
Z: Registration: 144E Zfjr; Comments: 10% Fyzbn-Ml Fbyy;
J: Registration: 144U Fwbw; Comments: 10% Gubye-Qn Gyuu;
Deal Comments
FRC mi toxxa