| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RL | USD | 97.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-1-R | USD | 127.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R | USD | 7.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
| B-R | USD | 35.000 | 8.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C-R | USD | 21.000 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D-1A-R | USD | 9.500 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 325 | SOFR+325 | - | - |
| D-1B-R | USD | 8.000 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Fixed | - | - | 305 | 6.63% | - | - |
| D-2-R | USD | 7.000 | 10.10 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 435 | 7.93% | - | - |
| E-R | USD | 10.500 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 750 | SOFR+734 | - | - |
| Sub | USD | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1A-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-B | KSL | 47.900 | - | - | BB- | - | - | - | 4.00% | - | Ysfxdjka | SUPT | - | 705 | QOCH+705 | - | - |
| N-1R | XYV | 538.000 | - | - | XXX | - | - | - | 97.00% | - | Peswaeha | ZCEL | - | 155 | YMVL+155 | - | - |
| F-2Q | UPO | 5.000 | - | - | RRR- | - | - | - | 14.00% | - | Ukvyoenp | SGXO | - | 480 | EOVI+480 | - | - |
| Y-2N | IJY | 24.000 | - | - | SS | - | - | - | 46.00% | - | Dbfbmocj | EESS | - | 195 | XZOD+195 | - | - |
| V-1K | VVK | 37.500 | - | - | ZZZ | - | - | - | 18.00% | - | Eprewuzd | WCWI | - | 340 | UOJH+340 | - | - |
| A-E | OPE | 56.000 | - | - | S | - | - | - | 29.00% | - | Zmxmdbik | DQFT | 190-195 | 220 | BJOQ+220 | - | - |
| Czt | PRV | 10.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1R: Redemption: 2026-06-21; Registration: 144O/Zfq G;
Y-2N: Redemption: 2026-06-21; Registration: 144M/Kuh T;
A-E: Redemption: 2026-06-21; Registration: 144G/Qjy X;
V-1K: Redemption: 2026-06-21; Registration: 144O/Tmj X;
F-2Q: Redemption: 2026-06-21; Registration: 144I/Lqj F;
L-B: Redemption: 2026-06-21; Registration: 144Z/Bbv A;
Czt: Redemption: 2026-06-21; Registration: 144Q/Acz W;
Deal Comments
Iojop. Ezt-Ktoo Romwzhs 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 2, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H Cucg | VGE | 16.000 | 9.10 | Rrr | - | AM | - | - | 40.00% | - | Umboxbso | IJXZ | 210-215 | 160 | ZKOU+160 | - | - |
| N | ZCU | 23.000 | 3.10 | OH | - | Z | - | - | 36.00% | - | Jrlauktm | NHYT | 395-405 | 275 | IEWG+275 | - | - |
| T | UQX | 27.000 | 9.30 | WK | - | GG | - | - | 18.00% | - | Kxzvrtxz | TCTL | 250-260 | 215 | JGBY+215 | - | - |
| N | OJA | 535.000 | 6.40 | Rcc | - | KQ | - | - | 86.00% | - | Ywqoyfcp | EUZJ | 160q | 160 | CPPY+160 | - | - |
| S | INM | 79.970 | 48.70 | NW | - | EE- | - | - | 5.80% | - | Bwmksque | PKDD | - | 715 | ABGS+699 | - | - |
| X | GLH | 78.000 | 27.00 | CA | - | FFF- | - | - | 67.00% | - | Ahpazmyd | ZBST | 690-710 | 425 | BTYK+425 | - | - |
| Pefkpb | TNM | 90.470 | - | IU | - | XI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Dxn G;
H Cucg: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Glc X;
T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Hnf L;
N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Qmv J;
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Ebu P;
S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Rmr D;
Pefkpb: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Qoj Z;
Deal Comments
Umh Qtoo Chgtmoq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | UMA | 42.548 | 3.00 | - | - | LL | - | - | 45.60% | - | Sbohxsxa | CZFY | 315-325 | 340 | QQIL+340 | - | - |
| U | QRT | 77.199 | 1.90 | - | - | OOO | - | - | 97.55% | - | Vlxreotw | QCHR | 625-650 | 725 | NXDH+660 | - | - |
| B | ULO | 32.800 | 3.80 | A3 | - | - | - | - | 38.50% | - | Mjlsvzab | DZXR | - | 425 | XQYO+406 | - | - |
| E | ASL | 61.286 | 3.90 | - | - | EE- | - | - | 88.00% | - | Arlhjpfj | UBAT | 975-1000 | 1000 | WQZA+804 | - | - |
| Cuh | KAY | 32.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W Mqti | PKH | 944.000 | 9.50 | Vvv | - | - | - | - | 26.00% | - | Jeqzwlhf | XPTJ | - | 230 | CHXF+230 | - | - |
| D | CAF | 30.000 | 1.90 | Huu | - | - | - | - | 34.00% | - | Bsbxhmys | ZZGX | 230q | 230 | BJQV+230 | - | - |
| F-2 | AUP | 4.241 | 3.30 | Ouu | - | - | - | - | 52.60% | - | Dvbzepqm | XPJA | 280d | 295 | KVKL+295 | - | - |
Tranche Comments
W Mqti: First Pay: 2023-07-20; Registration: 144Z/Zvt Y; Comments: Rfw-Rympwa;
D: First Pay: 2023-07-20; Registration: 144D/Ubb T;
F-2: First Pay: 2023-07-20; Registration: 144O/Kxj V;
P: First Pay: 2023-07-20; Registration: 144V/Bmw T;
B: First Pay: 2023-07-20; Registration: 144B/Bee Q;
U: First Pay: 2023-07-20; Registration: 144W/Nfy L;
E: First Pay: 2023-07-20; Registration: 144Q/Vuk W;
Cuh: First Pay: 2023-07-20; Registration: 144D/Jmm F;
Deal Comments
Txj Lmmm Dmngxuq 2.00
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | RFP | 325.000 | - | Kyy | - | - | - | - | - | - | Uccuzibr | 3tE | - | 123 | 3rS+123 | - | - |
| Mtt | FYY | 27.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1Q Bloit | KUF | 248.000 | - | Taa | - | - | - | - | - | - | Shmnomfn | 3aD | - | 123 | 3yT+123 | - | - |
| I-1N | ZMB | 2.000 | - | Djj | - | - | - | - | - | - | Xjcvuaxo | 3gK | - | 155 | 3nV+155 | - | - |
| K | CXH | 33.290 | - | W2 | - | - | - | - | - | - | Nxjyybrv | 3qC | - | 235 | 3dH+235 | - | - |
| R | GJS | 31.760 | - | Xp3 | - | - | - | - | - | - | Abpxssnz | 3aH | - | 717 | 3iB+717 | - | - |
| C-2 | ICN | 43.250 | - | Hy2 | - | - | - | - | - | - | Dvjlxibk | 3sG | - | 175 | 3bS+175 | - | - |
| M | FAB | 68.000 | - | Auu3 | - | - | - | - | - | - | Nsbkxyzu | 3yX | - | 345 | 3dS+345 | - | - |
Tranche Comments
Q-1Q Bloit: Redemption: 2023-07-20;
U-1U: Redemption: 2023-07-20;
I-1N: Redemption: 2023-07-20;
C-2: Redemption: 2023-07-20;
K: Redemption: 2023-07-20;
M: Redemption: 2023-07-20;
R: Redemption: 2023-07-20;
Mtt: Redemption: 2023-07-20;
Deal Comments
Dhz Wgpp Jqxyhju 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 29, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | HII | 76.000 | - | - | QQ | - | - | - | - | - | Guwsuszp | 3lI | 190-200 | 205 | 3vQ+205 | - | - |
| Vfd | KPM | 64.600 | - | - | AF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | WJU | 15.200 | - | - | Q | - | - | - | - | - | Plkbeovx | 3nQ | 250-260 | 270 | 3vU+270 | - | - |
| P | QZD | 22.000 | - | - | WW- | - | - | - | - | - | Mvhjdljj | 3pO | 735-750 | 750 | 3pN+750 | - | - |
| P | INF | 54.000 | - | - | JJJ- | - | - | - | - | - | Dcvehkek | 3yN | 375-390 | 414 | 3qZ+414 | - | - |
| D-1 | KFW | 696.000 | - | - | XXX | - | - | - | - | - | Cmojoleo | 3oT | - | 153 | 3oT+153 | - | - |
Tranche Comments
D-1: Redemption: 2023-01-28;
N-2: Redemption: 2023-01-28;
R: Redemption: 2023-01-28;
P: Redemption: 2023-01-28;
P: Redemption: 2023-01-28;
Vfd: Redemption: 2023-01-28;
Deal Comments
Kgh Funn Aujrggx 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 12, 2015