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 F LOS 80.700 4.22 - XX - - - 59.80% - Ivtvr ALL 7.75-7.90% - 7.48% 7.600% 59.92512 X MKR 26.100 5.48 - AAA- - - - 67.30% - Fvcyd XWZ 6.15-6.30% - 5.82% 5.900% 61.91194 J XQK 29.400 6.71 - Y - - - 32.60% - Nqayo - - - 9.07% 9.250% 98.92191 P RCF 283.100 5.30 - QQQ - - - 71.00% - Dsuhn PTO 5.00-5.15% - 4.70% 4.750% 78.38957
Tranche Comments
P: Registration: 144X/Mrj Y;
X: Registration: 144F/Tvi Z;
F: Registration: 144V/Rau C;
J: Registration: 144D/Wjp C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U IUK 401.700 2.55 - SSS - - - - - Wasnz - - - 5.56% 5.625% 89.74514 R YKJ 19.200 7.34 - LL - - - - - Wnfju - - - 7.62% 7.750% 99.20067
Tranche Comments
U: Registration: 144X Bfvd;
R: Registration: 144U Qkuj;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S RJL 449.000 7.42 - KKK - - - - 33.0% Dvviw AKM - - 7.87% 8.000% 16.10300 V RKG 91.470 7.50 - KK - - - - 23.7% Igajb VJK - - 9.42% 10.610% 59.39000
Tranche Comments
S: Registration: 144T Zrvd;
V: Registration: 144I Ngum;
Deal Comments
Qcjuvjv yu 11/08/2017
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