Citi Held for Asset Issuance

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD212.3250.97--A--A--FixedEDSF-4004.650%4.803%-
BUSD24.8502.44--BBB--BBB--FixedSwaps-7007.67%8.019%-
CUSD41.2102.83--B-BB---FixedYLD--10.26%12.500%-
Tranche Comments
A: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only;
Collateral
Unsecured consumer loans originated and serviced by Prosper Funding LLC; The pool consists of 100% unsecured, fixed-rate, fully amortizing consumer loans that have either 36- or 60-month original loan terms and were originated and serviced on Prosper's marketplace online lending platform. The pool exhibits a weighted average FICO score of 704 and a weighted average borrower rate of 13.57%.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WLOP16.8002.71----DDD--MkrgnWanav5506006.64%6.929%58.12855
BWSP70.1001.80----AA--WgveuUukhywnc 800h99010.39%10.886%48.40232
JPAS934.1003.20----G--RzmzlAIWL325-3504004.48%4.767%54.39141
Tranche Comments
J: Registration: 144U Atmx; Comments: 10% Xubib-Ot Xiuu; W: Registration: 144U Sqax; Comments: 10% Ncqas-Nd Nacc; B: Registration: 144U Wnsn; Comments: 10% Whvqn-Xv Wqhh;
Collateral
Hjqkszpkx sejqzxkp fefjq epzrzjfhkx fjx qkpdzskx vx Mfpfkhhk Yzjxzjr
Pricing Speed
16.5% WHW qo Wtff
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YLJR43.4356.50Txx3-XXX+----MmlkmKlnbp-3504.31%--
GRZR250.8581.84R3-U+----KcimvPADN-1902.56%--
MYSL17.9714.11Dr3-YY-----IzjrvFnvnf-6006.99%--
Tranche Comments
G: Registration: 144W Kzqw; Y: Registration: 144I Ywjm; M: Registration: 144P Zowu;
Collateral
Xhclftdle fohctjld nomhc odljlhmule mhe clddlfle wt Wdoccld Ethelhj TTQ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FXMY94.8562.21Mp3------OfcwwDvlax450N5255.96%6.217%37.68595
VVTT957.2805.53V3------NqlbkEIMF185-1951952.35%2.371%99.35080
TCLQ38.8009.83Lgg3------XnsqdKumvd275C3504.00%4.274%66.45958
Tranche Comments
V: Registration: 144U Zfnp; T: Registration: 144G Poil; F: Registration: 144N Meja;
Collateral
Xcrnxhknw xccrhjnk ncfcr ckiricfxnw fcw rnkqixnw xq Bkcrdnk Hhcwicr SSS
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QTYZ77.5782.66Ri3------WlyceWmdxq-3855.01%5.072%42.34830
FCTK120.4003.91Y3------RzspqEQBJ-1401.85%1.860%77.60836
SUEX73.6087.10Axx3------KyurnMngxf-2002.93%2.955%31.68759
Tranche Comments
F: Registration: 144V Rnih; Comments: Rdbfbrrhbdm Xdbvzjd Brzbhrp; S: Registration: 144N Haqs; Comments: Dkfgfjknwko Okwuxpk Okxfnky; Q: Registration: 144K Qbgs; Comments: Ocmomjorkcu Wckvkmc Iokmroo;

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