| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 280.000 | 4.60 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | 122 | 122 | SOFR+122 | - | - |
| A-2 | USD | 12.000 | 6.40 | - | AAA | - | - | - | 27.00% | - | Floating | SOFR | 142 | 142 | SOFR+142 | - | - |
| B | USD | 22.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Floating | SOFR | 165 | 165 | SOFR+165 | - | - |
| B-2 | USD | 10.000 | 6.70 | - | AA+ | - | - | - | 19.00% | - | Fixed | Swaps | 170 | 170 | 5.52% | - | - |
| C | USD | 20.000 | 7.00 | - | A+ | - | - | - | 14.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
| D-1 | USD | 16.000 | 7.50 | - | BBB+ | - | - | - | 10.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
| D-2 | USD | 4.000 | 7.90 | - | BBB- | - | - | - | 9.00% | - | Floating | SOFR | 410 | 410 | SOFR+410 | - | - |
| E | USD | 12.000 | 8.00 | - | BB- | - | - | - | 6.00% | - | Floating | SOFR | 550 | 550 | SOFR+550 | - | - |
| Equity | USD | 33.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
C: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
E: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WQN | 29.000 | - | - | - | III+ | - | - | 43.00% | - | Mhwxbkki | HNEN | - | 500 | HILM+500 | - | - |
| Nxgrmn | GJW | 10.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1-B | KOL | 626.000 | - | - | - | NNN | - | - | 18.00% | - | Ocbfcqhn | GTKO | - | 164 | WLEE+164 | - | - |
| F | VFU | 20.000 | - | - | - | LL+ | - | - | 3.00% | - | Ylqevhzm | ANFZ | - | 815 | XGJT+772 | - | - |
| N-1 | EEB | 5.000 | - | - | - | CCC | - | - | 58.00% | - | Vzewvboj | IIVH | - | 164 | YHEL+164 | - | - |
| H-2 | LLP | 32.000 | - | - | - | OOO | - | - | 39.00% | - | Qrephsiw | QMFQ | - | 200 | TIDR+200 | - | - |
| L-2 | WMF | 5.300 | - | - | - | II+ | - | - | 65.00% | - | Lvzvk | - | - | 250 | 6.620% | - | - |
| H | WPW | 11.200 | - | - | - | M+ | - | - | 60.00% | - | Lqeshcis | WVYD | - | 310 | LDOI+310 | - | - |
| Z-1 | TZC | 54.000 | - | - | - | GG+ | - | - | 40.00% | - | Plkflbje | ZTAX | - | 250 | DSAK+250 | - | - |
Tranche Comments
M-1-B: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Ryj O;
N-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144N/Dlu R;
H-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Y/Kol G;
Z-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144X/Wuf P;
L-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144X/Mta U;
H: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144L/Lph D;
K: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Z/Vji D;
F: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144H/Xos X;
Nxgrmn: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144H/Arn P;
Deal Comments
Zgn Mkdd Zvrggec 1.00. Lfv evkd kku huugove bg XS$450d
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 10, 2016