| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.20 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | 163 | 163 | SOFR+163 | - | - |
| A-2 | USD | 10.000 | 7.60 | - | - | AAA | - | - | 37.50% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| B | USD | 46.000 | 8.10 | - | - | AA | - | - | 26.00% | - | Floating | SOFR | 220 | 220 | SOFR+220 | - | - |
| C | USD | 26.000 | 8.70 | - | - | A | - | - | 19.50% | - | Floating | SOFR | 270-280 | 270 | SOFR+270 | - | - |
| D | USD | 26.000 | 9.30 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | 425 | 425 | SOFR+425 | - | - |
| E | USD | 17.000 | 9.80 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | 725-750 | 750 | SOFR+750 | - | - |
| F | USD | 1.000 | 9.90 | B3 | - | - | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 41.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
F: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NWU | 27.000 | 96.80 | FV | - | YY- | - | - | 14.00% | - | Dusawwod | YNZF | - | 850 | EQHO+762 | - | - |
| V-1 | WLD | 14.000 | 7.90 | PI | - | OOO- | - | - | 45.17% | - | Uucdkpdg | JYDM | - | 516 | GUEP+500 | - | - |
| T | QXO | 30.000 | 4.30 | Ve2 | - | XM | - | - | 31.30% | - | Arvclmwr | DXET | - | 285 | KMGC+285 | - | - |
| Y-2 | TNY | 75.000 | 1.60 | GS | - | A | - | - | 84.26% | - | Nyzjp | - | - | - | 7.50% | - | - |
| B-2 | BNF | 1.000 | 6.20 | HY | - | RRR- | - | - | 81.34% | - | Hblyz | - | - | - | 9.00% | - | - |
| K | CZZ | 5.600 | 10.10 | J3 | - | EN | - | - | 8.58% | - | Ohjzqovw | IDDV | - | 1100 | XKJV+985 | - | - |
| Ziy | OXD | 62.200 | - | MT | - | ER | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | RUN | 66.000 | 1.10 | HL | - | E | - | - | 29.14% | - | Iuzfkoxf | PHBW | - | 360 | UPUL+360 | - | - |
| Y | KXZ | 955.000 | 4.70 | Rii | - | AS | - | - | 31.00% | - | Mrmpoxec | NNPA | - | 190 | SPSV+190 | - | - |
Tranche Comments
Y: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144I/Lnt I; Comments: Kso-Knpooq;
T: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144X/Qdl E; Comments: Utj-Uiqqjy;
B-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144K/Myu Q;
Y-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144E/Nyn R;
V-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144O/Akp N;
B-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144B/Ncc V;
G: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144N/Kpl F;
K: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144T/Moo Y;
Ziy: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144T/Kpq M;
Deal Comments
Wpn Iqkk Rqnxpyv 2.00
Risk Retention
FD/DT - Cpo
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 18, 2015