| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1S | OWQ | 878.000 | 3.60 | - | AAA | - | - | - | 55.00% | - | Qcjujkwd | IATX | 133 | 133 | WZDQ+133 | - | - |
| NO | QJP | 48.000 | 6.10 | - | I | - | - | - | 18.00% | - | Xsffjyyx | SIWG | 175-185 | 185 | GCOP+185 | - | - |
| A2Q | TST | 9.000 | 56.00 | - | AAA- | - | - | - | 28.00% | - | Dhdxvslo | SCDM | 390-400 | 395 | LEJZ+395 | - | - |
| Nhh Bah | QKN | 1.210 | - | - | ZI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Eem | KUY | 66.270 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| WB | NHZ | 97.000 | 7.70 | - | RR | - | - | - | 19.00% | - | Ntmpcdut | DAIK | 160-165 | 160 | THHK+160 | - | - |
| N1Q | FWZ | 33.000 | 9.60 | - | RRR- | - | - | - | 23.00% | - | Lrbdhtbc | GWBY | 275-285 | 285 | CWSX+285 | - | - |
| O2J | YMC | 88.000 | 9.50 | - | NNN | - | - | - | 65.00% | - | Ahvleznr | QBZP | 150-155 | 155 | TJQN+155 | - | - |
| TB | EBW | 84.000 | 25.20 | - | AA- | - | - | - | 2.00% | - | Jzlzxonq | AOHK | 515-535 | 525 | GKVL+525 | - | - |
Tranche Comments
Z1S: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144F/Abe J;
O2J: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144M/Acs J;
WB: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144N/Xho S;
NO: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144J/Bfg B;
N1Q: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144E/Uab Z;
A2Q: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144A/Doz K;
TB: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144F/Hom F;
Nhh Bah: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144Y/Gms B;
Eem: First Pay: 2025-04-01; Redemption: 2027-01-15; Registration: 144C/Ylb M;
Deal Comments
Mpups. Jgk-Hbqq Qppggad 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 10, 2016