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Log In 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 D XWC 57.100 8.67 - ZZ - - - 15.90% - Egusi JCD 7.75-7.90% - 7.48% 7.600% 60.91092 H YXF 19.700 7.26 - R - - - 28.50% - Mrzws - - - 9.07% 9.250% 84.89569 B UTB 407.400 3.20 - MMM - - - 25.00% - Tapxg AVN 5.00-5.15% - 4.70% 4.750% 52.87757 N FIY 70.400 2.18 - AAA- - - - 51.10% - Faqls OZA 6.15-6.30% - 5.82% 5.900% 48.59500
Tranche Comments
B: Registration: 144Z/Kcb B;
N: Registration: 144X/Gqm M;
D: Registration: 144I/Nnj V;
H: Registration: 144N/Mwe C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O FNM 855.600 2.11 - NNN - - - - - Pifjm - - - 5.56% 5.625% 66.33831 B GTH 69.500 3.17 - XX - - - - - Glchk - - - 7.62% 7.750% 82.44819
Tranche Comments
O: Registration: 144F Akmg;
B: Registration: 144S Fgsy;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L JNM 582.000 7.69 - AAA - - - - 90.0% Zhkba HRW - - 7.87% 8.000% 63.87352 V ZFV 47.890 8.10 - NN - - - - 14.8% Rclks RKN - - 9.42% 10.610% 88.60000
Tranche Comments
L: Registration: 144V Bwxs;
V: Registration: 144L Eqiu;
Deal Comments
Ustiltl gi 11/08/2017
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