| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DNN | LOZ | 2.200 | 8.00 | - | SSS | - | - | - | - | - | Nbvmjsju | AZKQ | - | 110 | WWUT+110 | - | - |
| GTT | AMH | 65.300 | 4.10 | - | OO | - | - | - | 96.30% | - | Siedspbi | DQJA | - | 185 | YAXH+185 | - | - |
| YRR | ESQ | 91.000 | 5.10 | - | EEE- | - | - | - | 85.76% | - | Npnok | Kdoys | - | 325 | 3.25% | - | - |
| P2DD | NNM | 89.900 | 3.00 | - | XXX | - | - | - | 84.40% | - | Jjockepl | WDUT | - | 165 | QAXD+165 | - | - |
| BJJ | ITK | 94.000 | 79.30 | - | TT- | - | - | - | 2.30% | - | Owxrerhs | XSSP | - | 805 | CUTH+788 | - | - |
| U1BB | JQV | 992.000 | 9.70 | - | BBB | - | - | - | 53.80% | - | Aukqqofx | GEXM | - | 142 | LMFR+142 | - | - |
| TVV | BSP | 99.000 | 2.30 | - | C | - | - | - | 24.72% | - | Kmykmrnz | NDLR | - | 250 | ECYG+250 | - | - |
Tranche Comments
DNN: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Pae S;
U1BB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Etn D;
P2DD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Eyz X;
GTT: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Udy E;
TVV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Nig E;
YRR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Ynd O;
BJJ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Doq O;
Deal Comments
Rhvhk. Rjh Dsll Thqpjpr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 28, 2017