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 W BRQ 14.800 6.75 - PPP- - - - 29.40% - Snxbe AAK 6.15-6.30% - 5.82% 5.900% 54.83091 C XVI 56.600 7.86 - Q - - - 80.90% - Vnlkz - - - 9.07% 9.250% 24.34358 S RZQ 237.900 2.90 - SSS - - - 29.00% - Qmfxu NOD 5.00-5.15% - 4.70% 4.750% 19.98111 G CZZ 22.300 5.96 - GG - - - 45.80% - Szpkj YQR 7.75-7.90% - 7.48% 7.600% 45.70217
Tranche Comments
S: Registration: 144H/Zxf T;
W: Registration: 144O/Kxm K;
G: Registration: 144A/Yoh R;
C: Registration: 144K/Hhx C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S ATH 121.600 2.24 - WWW - - - - - Fckyq - - - 5.56% 5.625% 74.69637 S UHS 51.400 4.53 - OO - - - - - Wlsns - - - 7.62% 7.750% 81.65561
Tranche Comments
S: Registration: 144S Vgma;
S: Registration: 144K Hctt;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z PPN 602.000 7.96 - PPP - - - - 71.0% Kmgeu KPL - - 7.87% 8.000% 96.50194 Y XON 73.170 3.10 - MM - - - - 43.7% Rqrgi GWF - - 9.42% 10.610% 83.97000
Tranche Comments
Z: Registration: 144L Bawc;
Y: Registration: 144U Fhpc;
Deal Comments
Qrghugu wh 11/08/2017
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