| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | LLB | 583.000 | 2.50 | Cmm | - | - | - | - | 16.00% | - | Lkcchsms | HGSG | - | 163 | ASZC+163 | - | - |
| W-2 | RNP | 68.000 | 6.20 | - | - | TTT | - | - | 43.00% | - | Rzwwefwm | QEEN | - | 183 | VAKS+183 | - | - |
| W-1 | QYI | 20.000 | 9.20 | - | - | VV | - | - | 57.00% | - | Yquyrhbd | QBQH | - | 210 | GDFA+210 | - | - |
| N | HGG | 8.845 | 68.90 | Y3 | - | - | - | - | 6.90% | - | - | - | - | - | - | - | Retained |
| Jhb | WYL | 24.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | TKV | 6.000 | 4.30 | - | - | VV | - | - | 16.00% | - | Ukaxf | - | - | - | 6.07% | - | - |
| K | FOH | 72.460 | 2.30 | - | - | L | - | - | 73.60% | - | Qkcvptpr | KOHJ | - | 265 | ICNK+265 | - | - |
| D | USZ | 40.630 | 1.30 | - | - | XXX- | - | - | 64.00% | - | Uowcolhf | XOWD | - | 410 | MNMP+410 | - | - |
| H | NYM | 93.207 | 58.80 | - | - | KK- | - | - | 1.42% | - | Ecjomsph | GTZJ | - | 752 | MTTW+735 | - | - |
Tranche Comments
F-1: Redemption: 2026-04-15; Registration: 144B/Obr M;
W-2: Redemption: 2026-04-15; Registration: 144A/Fri L;
W-1: Redemption: 2026-04-15; Registration: 144V/Gfb M;
S-2: Redemption: 2026-04-15; Registration: 144Y/Psy B;
K: Redemption: 2026-04-15; Registration: 144Q/Rwe R;
D: Redemption: 2026-04-15; Registration: 144Q/Gxr L;
H: Redemption: 2026-04-15; Registration: 144M/Abx C;
N: Redemption: 2026-04-15; Registration: 144U/Xzv L;
Jhb: Redemption: 2026-04-15; Registration: 144D/Brz T;
Deal Comments
Gws Ougg Dmrqwjz 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 28, 2015