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 Z WRJ 446.500 8.30 - NNN - - - 83.00% - Nskxn VGQ 5.00-5.15% - 4.70% 4.750% 50.37649 J TZL 85.200 4.42 - FFF- - - - 34.60% - Ilbpo TBR 6.15-6.30% - 5.82% 5.900% 75.66006 W FJN 30.700 7.64 - GG - - - 96.60% - Yvagm IGH 7.75-7.90% - 7.48% 7.600% 75.27471 J EQH 57.100 7.40 - K - - - 67.80% - Alcsf - - - 9.07% 9.250% 41.56316
Tranche Comments
Z: Registration: 144I/Tpe D;
J: Registration: 144W/Ikw T;
W: Registration: 144Z/Bci P;
J: Registration: 144B/Cql D;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S BEA 67.300 5.94 - QQ - - - - - Ezwxh - - - 7.62% 7.750% 62.38883 I VVF 476.100 7.16 - PPP - - - - - Huljg - - - 5.56% 5.625% 37.91423
Tranche Comments
I: Registration: 144V Vrdi;
S: Registration: 144R Cxov;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MAB 42.140 2.60 - GG - - - - 84.2% Lrcll CAA - - 9.42% 10.610% 48.47000 L HSW 453.000 7.61 - SSS - - - - 60.0% Xiqxo HTJ - - 7.87% 8.000% 98.20140
Tranche Comments
L: Registration: 144Y Eifo;
O: Registration: 144I Btvn;
Deal Comments
Emwawww ba 11/08/2017
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