| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2YY | YJO | 5.440 | 2.00 | - | NNN | - | - | - | 93.84% | - | Uqbobhxn | GQJC | - | 169 | ZCLG+169 | - | - |
| S1DD | CZC | 864.400 | 2.40 | - | ZZZ | - | - | - | 83.93% | - | Sudstjna | DIWZ | - | 149 | BYFM+149 | - | - |
| Y1BB | INV | 81.270 | 5.80 | - | LLL | - | - | - | 77.10% | - | Xkrbtdjl | WHSD | - | 435 | QIVN+435 | - | - |
| ZVV | HWR | 6.000 | 9.10 | - | WWW | - | - | - | - | - | Vbxrhhxk | GXZO | - | 125 | WVIH+125 | - | - |
| SHH | XGK | 19.200 | 6.70 | - | I | - | - | - | 52.65% | - | Nmywmxwj | PQIC | - | 240 | SMFY+240 | - | - |
| Z2BB | VQN | 9.607 | 74.00 | - | TTT- | - | - | - | 55.21% | - | Vivcw | - | - | - | 9.17% | - | - |
| JCC | ZOX | 32.320 | 4.50 | - | HH | - | - | - | 72.70% | - | Jllqlhlx | YXSC | - | 185 | KHOT+185 | - | - |
| DWW | RIN | 3.270 | 55.30 | - | BB- | - | - | - | 9.52% | - | Vxptfstf | VGOY | - | 785 | JHXF+785 | - | - |
| Okq | LQR | 57.900 | - | - | WI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
ZVV: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Blb E;
S1DD: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144J/Avg J;
A2YY: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144N/Rte K;
JCC: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144V/Hos T;
SHH: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144T/Pqk Z;
Y1BB: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144H/Iyf R;
Z2BB: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144H/Xvi U;
DWW: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144W/Vqm L;
Okq: First Pay: 2024-10-28; Redemption: 2026-07-28; Registration: 144P/Ouy X;
Deal Comments
Zufue. Aqp Zzpp Nunxqny 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2017
WAL Test Period End Date
Aug 25, 2026