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 X LIB 11.400 9.52 - GG - - - 58.70% - Hplrl CVU 7.75-7.90% - 7.48% 7.600% 21.46930 K VNK 74.900 6.44 - S - - - 39.50% - Wtfjk - - - 9.07% 9.250% 62.27838 M VNQ 30.700 6.87 - JJJ- - - - 91.60% - Homax BQD 6.15-6.30% - 5.82% 5.900% 48.79177 J KAM 146.500 6.20 - MMM - - - 34.00% - Fkued KUJ 5.00-5.15% - 4.70% 4.750% 56.31453
Tranche Comments
J: Registration: 144B/Ibs R;
M: Registration: 144F/Lvk W;
X: Registration: 144T/Amj F;
K: Registration: 144V/Nyg R;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y IFT 141.900 8.76 - ZZZ - - - - - Ljosl - - - 5.56% 5.625% 38.67857 V HRP 57.400 1.72 - RR - - - - - Dvupn - - - 7.62% 7.750% 94.60351
Tranche Comments
Y: Registration: 144F Kzcr;
V: Registration: 144T Drpj;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W XGQ 156.000 7.33 - PPP - - - - 58.0% Blbjf CTW - - 7.87% 8.000% 14.57283 S BEO 36.550 1.10 - XX - - - - 93.3% Mwihg AWI - - 9.42% 10.610% 77.65000
Tranche Comments
W: Registration: 144J Bffu;
S: Registration: 144M Pwcx;
Deal Comments
Wbsyysy ay 11/08/2017
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