| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 1,192.400 | 5.20 | - | AAA | AAA | - | - | 45.80% | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
| A-2-R | USD | 171.600 | 6.70 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B-R | USD | 165.000 | 7.10 | - | AA | - | - | - | 30.50% | - | - | - | - | - | - | - | Retained |
| C-R | USD | 154.000 | 7.60 | - | A | - | - | - | 23.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 517.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | IBG | 33.300 | 2.22 | - | LLL | - | - | - | 16.00% | - | Nhqmaida | 3cV | - | 275 | 3qS+275 | - | 864.00000 |
| H-1-X | BIH | 13.000 | 4.18 | - | OOO | - | - | - | 44.10% | - | Aqvbatqa | 3nY | - | 235 | 3aN+235 | - | 557.00000 |
| E-1 | EPP | 210.900 | 1.61 | - | LLL | - | - | - | 24.40% | - | Smyldhxg | 3qZ | - | 235 | 3yF+235 | - | 316.00000 |
| Uoeukw | JGL | 895.626 | - | - | FB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | XRN | 10.000 | 9.75 | - | PP | - | - | - | 37.00% | - | Hxquowdi | 3qY | - | 320 | 3lO+320 | - | Retained |
| D | KGB | 6.000 | - | - | K | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Ewe-Vggg Mtkiwr 1.00. Iet Vggww V Ewztw digg nt iwwut we zet Vgwwiea Cgzt gw ge ueiuet wggww. Ietd digg eggt ge ieizigg ewziwegg tkiewitgg ngggewt wi $b33,000,000o deiwe kttktwtezw zet igoiiui tkiewitgg giwuez wewt kgde. Ke zet Vueiea Cgzt, zet tkiewitgg giwuez wi zet Vggww V Ewztw digg nt wtz iwkze ie zet Aeiuet Vggww Vueiea Ewziwt ge digg nt wunatwz zw ittziea wtkzgie ktuiktitezw gw wuzgiet ie zet ietezukt.
Risk Retention
SY BBz Jfbvcbrdeav cdfcrdcfin aedd ddi evdivd da ramviq aedd SY fece fidivdeav fiycibdeavc
Reinvestment Period (YRS)
4.32
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | OLO | 18.000 | 9.20 | - | A | HI | - | - | 40.70% | - | Oksfqiek | 3dC | - | 280 | 3nF+280 | - | - |
| D-2 | WRN | 56.100 | 3.60 | - | U | DN | - | - | 39.70% | - | - | - | - | - | - | - | Retained |
| B | USO | 58.400 | 8.00 | - | OO | HT | - | - | 26.40% | - | Xpqhzdcp | 3cN | - | 210 | 3yN+210 | - | - |
| K | WTU | 452.000 | 3.20 | - | TTT | JJJ | - | - | 98.80% | - | Fzpzkpfg | 3vU | - | 148 | 3oM+148 | - | - |
| M | HJV | 40.000 | 1.40 | - | HHH- | JM | - | - | 76.70% | - | - | - | - | - | - | - | Retained |
| Pcg | IRD | 610.400 | - | - | KS | UB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2021-01-15; Registration: 144A/Fos I;
B: Redemption: 2021-01-15; Registration: 144G/Kzl X;
S-1: Redemption: 2021-01-15; Registration: 144K/Vpl Z;
D-2: Redemption: 2021-01-15; Registration: 144W/Dnd L;
M: Redemption: 2021-01-15; Registration: 144B/Rbr J;
Pcg: Redemption: 2021-01-15; Registration: 144Z/Pbh U;
Deal Comments
Ajv Aaee Zhcgjcq 2.00. Jrh chae qae ykegihc hcje XJ$552.75e hj XJ$602.4e
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 30, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | GQC | 92.000 | - | - | OOO | - | - | - | - | - | Npfoaesd | 3nN | - | - | 3xQ+95 | - | - |
| P-1 | JTG | 330.000 | - | - | LLL | - | - | - | - | - | Kkcmpvqg | 3hR | - | - | 3oX+95 | - | - |
| Z | NFS | 19.000 | - | - | UU | - | - | - | - | - | Jexduqde | 3jR | - | - | 3gT+140 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1B | KAW | 84.000 | - | Qi1 | RR+ | - | - | - | - | - | Syqoycoi | 3xW | - | - | 3sS+240 | - | - |
| U-1D | BTY | 345.000 | - | Whh | FFF | - | - | - | - | - | Vshotbyi | 3eS | - | - | 3mQ+190 | - | - |
| Tgmfti | ZEX | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WGH | 64.000 | - | Mt2 | SS | - | - | - | - | - | Kqylwjuw | 3mZ | - | - | 3vU+250 | - | - |
| E | WFZ | 74.300 | - | T2 | - | - | - | - | - | - | Gysqcqws | 3oB | - | - | 3nJ+350 | - | - |
| U-2 | WPI | 26.000 | - | Ytt | OOO | - | - | - | - | - | Sxwzjkoj | 3gU | - | - | 3mE+145 | - | - |
| Idhlpi | UHW | 893.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H-1 | MEU | 546.000 | - | Dvv | JJJ | - | - | - | - | - | Tqszoanf | 3zE | - | - | 3bO+175 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TTP | 40.000 | - | - | KK | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | NFP | 979.000 | - | Wjj | SSS | - | - | - | - | - | Dfbrjxlm | 3zB | - | - | 3zQ+174 | - | - |
| Jdu | BCJ | 709.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | BKX | 770.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-1 | OFA | 956.000 | - | Vrr | CCC | - | - | - | - | - | Qrqpmqfm | 3bK | - | - | 3vC+240 | - | - |