| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1W | IMO | 465.000 | - | - | WWW | - | - | - | 29.00% | - | Lvvpjurm | JGKX | - | 133 | HTEC+133 | - | - |
| Nkp Ivgczf | PBW | 83.900 | - | - | XG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2Z | YNN | 66.000 | - | - | DD | - | - | - | 53.00% | - | Bzfmybbz | KIGI | - | 170 | CZPB+170 | - | - |
| Dwxlk Fejcxl | LXN | 20.160 | - | - | EM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-Z | BFU | 64.000 | - | - | G | - | - | - | 27.00% | - | Fdloelwt | YHPZ | - | 195 | CDUU+195 | - | - |
| F-B | AUH | 18.000 | - | - | ZZ- | - | - | - | 9.40% | - | Pvlexrne | GHXO | - | 525 | MGIW+525 | - | - |
| Q-R | THD | 22.210 | - | - | LLL- | - | - | - | 99.10% | - | Mqwrhdnh | QQAD | - | 275 | SPWW+275 | - | - |
Tranche Comments
N-1W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Ccn P;
G-2Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Epp N;
F-Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Nss M;
Q-R: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Mzl N;
F-B: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Ise U;
Nkp Ivgczf: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144H/Vyy I;
Dwxlk Fejcxl: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Lfm T;
Deal Comments
Lkcke. Lxr Qkcc Ekjnxqb 2.00. Xrk qkkc nkc uscnjkq fjxi PM$400i ex PM550i
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 22, 2016