| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VWI | 677.000 | 6.10 | - | KKK | YYY | 34.00% | - | Vlsbckxs | 3iPe | - | 147 | 3sJx+147 | - | 265.00000 |
| V | PUD | 73.000 | 2.60 | - | VVV- | BBB- | 37.57% | - | Ihcorbpp | 3cOk | - | 385 | 3hNv+385 | - | 326.00000 |
| Y | ZEP | 40.000 | 8.10 | - | S- | U- | 9.31% | - | Tndouxbn | 3iHf | - | 960 | 3sEa+852 | - | 16.00000 |
| D-2 | WKW | 96.000 | 7.30 | - | SS | JJ | 10.00% | - | Nwbyj | - | - | - | 5.50% | 5.500% | 851.00000 |
| I | LFM | 28.000 | 6.60 | - | W | G | 53.40% | - | Sszehexw | 3pBz | - | 260 | 3eEm+260 | - | 387.00000 |
| Q | GYT | 37.000 | 1.70 | - | CC- | VV- | 77.00% | - | Ncokwcnf | 3nXx | - | 695 | 3bEc+678 | - | 20.00000 |
| X-1 | PSA | 59.000 | 1.70 | - | CC | YY | 11.00% | - | Vztekctq | 3gLz | - | 205 | 3qLw+205 | - | 337.00000 |
| Wwc | MQN | 22.579 | - | - | OS | NL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Veh L;
X-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144K/Fxo E;
D-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144V/Ovf I;
I: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144G/Bkk G;
V: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Jbo M;
Q: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Cuk E;
Y: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Z/Yno P;
Wwc: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144G/Ana L;
Deal Comments
Bcf Zpcc Tyrgcue 1.5
Risk Retention
PG/GS - Vrj
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Dec 16, 2015