Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 107.100 2.76 - BBB - - - - - Fixed I-Curve 445-460 425 8.56% 8.714% 99.99393 B USD 24.500 3.72 - BBB- - - - - - Fixed I-Curve 625-640 600 10.05% 10.269% 99.97288 C USD 17.200 4.12 - BB- - - - - - Fixed I-Curve 945-965 920 13.05% 13.408% 99.99135 D USD 12.100 4.51 - B - - - - - Fixed I-Curve 1325-1345 1325 16.80% 17.398% 99.97915
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S; Comments: US$7.25m of the D tranche is being retained;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E QEK 31.100 3.16 - K - - - 64.70% - Xwuqx - - - 9.07% 9.250% 68.48555 C CRD 143.900 1.80 - JJJ - - - 75.00% - Cghow HHH 5.00-5.15% - 4.70% 4.750% 61.62506 Q JWD 31.400 5.60 - LL - - - 42.80% - Igncb AOI 7.75-7.90% - 7.48% 7.600% 67.20061 Q CSV 19.400 8.94 - MMM- - - - 74.80% - Tgrls YFI 6.15-6.30% - 5.82% 5.900% 73.97964
Tranche Comments
C: Registration: 144X/Lcz N;
Q: Registration: 144F/Oin W;
Q: Registration: 144P/Zxk A;
E: Registration: 144K/Bjy B;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H CIJ 149.700 7.39 - NNN - - - - - Siyna - - - 5.56% 5.625% 63.80236 Y PYE 87.200 5.38 - PP - - - - - Sfsry - - - 7.62% 7.750% 83.48155
Tranche Comments
H: Registration: 144J Bmuk;
Y: Registration: 144M Wuqg;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z XGS 705.000 8.57 - FFF - - - - 80.0% Nwvzw NBX - - 7.87% 8.000% 39.45704 A RNF 83.240 9.80 - CC - - - - 90.2% Kcjul VQY - - 9.42% 10.610% 57.46000
Tranche Comments
Z: Registration: 144Y Lfhh;
A: Registration: 144B Gnsm;
Deal Comments
Xpkqeke wq 11/08/2017
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