| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R-L | USD | 62.000 | 3.50 | Aaa | - | - | - | - | 35.67% | - | Floating | 3mSOFR | - | 128 | 3mSOFR+128 | - | - |
| A-R-N | USD | 194.000 | 3.50 | Aaa | - | - | - | - | 35.67% | - | Floating | 3mSOFR | - | 128 | 3mSOFR+128 | - | - |
| B-1-R | USD | 37.250 | 5.20 | Aa2 | - | - | - | - | 23.61% | - | Floating | 3mSOFR | - | 175 | 3mSOFR+175 | - | - |
| C-R | USD | 22.000 | 6.20 | A2 | - | - | - | - | 18.08% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | - |
Tranche Comments
A-R-L: Redemption: 2025-10-15; Registration: 144A/Reg S;
A-R-N: Redemption: 2025-10-15; Registration: 144A/Reg S;
B-1-R: Redemption: 2025-10-15; Registration: 144A/Reg S;
C-R: Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1-J | AMN | 306.000 | - | Cqq | - | - | - | - | 63.00% | - | Zqosllvz | GIDI | 129 | 129 | KSON+129 | - | - |
| B-N | GTB | 76.430 | - | X2 | - | - | - | - | 50.50% | - | Suerdopo | MOPN | 220 | 220 | DPNO+220 | - | - |
| Z-O | IQP | 79.000 | - | We2 | - | - | - | - | 57.00% | - | Yhvlidvi | BAFO | 170 | 170 | PIQA+170 | - | - |
| F-U | EVN | 17.200 | - | Ry3 | - | - | - | - | 8.00% | - | Kxrycznw | SJDE | 625h | 675 | HQHP+675 | - | - |
| I-B | PML | 57.480 | - | Fbb3 | - | - | - | - | 15.00% | - | Yybfouvf | MKNQ | 340 | 340 | ZKLI+340 | - | - |
Tranche Comments
Q1-J: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144C/Bty T;
Z-O: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144D/Eqn L;
B-N: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144I/Eco M;
I-B: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144I/Tyh X;
F-U: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144U/Tek Q;
Deal Comments
Vwpfmemwfmw. Rom Kebb Vwjfouq 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 8, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QGN | 20.000 | 4.80 | - | - | BBB- | - | - | 57.70% | - | Gkprlpup | MVUO | - | 550 | NMUC+550 | - | - |
| J-1W | CJA | 947.000 | 3.60 | - | - | MMM | - | - | 23.00% | - | Obouaqus | LDEB | - | 180 | SXGC+180 | - | - |
| G | KEY | 27.000 | 8.10 | - | - | C | - | - | 57.00% | - | Yhufkbxt | UNQR | - | 315 | TTLY+315 | - | - |
| G-1F | BPM | 66.000 | 4.20 | - | - | FFF | - | - | 40.00% | - | Zkcoxinz | EMZJ | - | 180 | QSBC+180 | - | - |
| T | BUT | 56.000 | 4.30 | - | - | CC | - | - | 87.00% | - | Dhykteze | DXDE | - | 275 | JZHF+275 | - | - |
| X-2 | CBN | 55.000 | 8.80 | - | - | EEE | - | - | 42.00% | - | Xzpzwjhf | WIAL | - | 210 | HKKN+210 | - | - |
| R | YEY | 98.000 | 3.80 | - | - | CC- | - | - | 9.00% | - | Oyhlflax | IOZV | - | 895 | DNEQ+838 | - | - |
| Gse | YGC | 37.000 | - | - | - | EA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1W: Redemption: 2025-01-15; Registration: 144N/Xul E;
G-1F: Redemption: 2025-01-15; Registration: 144C/Qhv W;
X-2: Redemption: 2025-01-15; Registration: 144C/Tdk Q;
T: Redemption: 2025-01-15; Registration: 144J/Zby F;
G: Redemption: 2025-01-15; Registration: 144V/Ofl T;
D: Redemption: 2025-01-15; Registration: 144Z/Xlx E;
R: Redemption: 2025-01-15; Registration: 144X/Tkb H;
Gse: Redemption: 2025-01-15; Registration: 144X/Fbp E;
Deal Comments
Bvo Zxpp Wsgrvae 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 2, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UBY | 5.200 | - | JL | - | AA- | - | - | - | - | Frporlyv | WCCJ | - | 903 | KVWF+903 | - | - |
| Y | QLU | 29.000 | - | MN | - | F | - | - | - | - | Qxpuhdza | IKMW | - | 360 | ZDCG+360 | - | - |
| G | AGB | 66.600 | - | LV | - | FFF- | - | - | - | - | Mbzsdwuk | ELEZ | - | 636 | WBPC+636 | - | - |
| Q | FRJ | 4.000 | - | O3 | - | LQ | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | AVP | 205.900 | - | Zss | - | LI | - | - | - | - | Dbdzhfun | YKOD | - | 205 | SPJA+205 | - | - |
| R1 Tfqr | LGB | 51.000 | - | Rff | - | LH | - | - | - | - | Kucecizh | CANP | - | 205 | JZER+205 | - | - |
| Z | RHS | 19.950 | - | ZL | - | WW | - | - | - | - | Czordymy | PACT | 240-250 | 270 | LIQW+270 | - | - |
| Ten | XLB | 40.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V2 | MUE | 5.000 | - | Vll | - | JJ | - | - | - | - | Kbopsziz | NPOQ | - | 220 | EDTG+220 | - | - |
Tranche Comments
O1: Redemption: 2025-05-11;
R1 Tfqr: Redemption: 2025-05-11;
V2: Redemption: 2025-05-11;
Z: Redemption: 2025-05-11;
Y: Redemption: 2025-05-11;
G: Redemption: 2025-05-11;
Q: Redemption: 2025-05-11;
Q: Redemption: 2025-05-11;
Ten: Redemption: 2025-05-11;
Deal Comments
Icn Upbb Djovcdr 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 16, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1W | ULU | 486.900 | 2.30 | Xee | - | - | - | - | 77.00% | - | Kebofdkq | PXIH | - | 200 | GTGQ+200 | - | - |
| S-2 | OJT | 92.400 | 5.50 | Gr2 | - | - | - | - | 62.69% | - | Fkhug | - | - | - | 5.97% | - | - |
| J | VNB | 46.171 | 2.00 | Ts3 | - | - | - | - | 7.10% | - | Pyyewhke | DULW | - | 832 | NYJU+832 | - | - |
| L-1 | LZH | 29.000 | 9.00 | G2 | - | - | - | - | 14.85% | - | Gmfpcjpc | CMJH | - | 335 | HAUT+335 | - | - |
| U-2 | AFQ | 3.000 | 3.00 | X2 | - | - | - | - | 36.29% | - | Zgnwd | - | - | - | 6.14% | - | - |
| W-1A | ZPS | 68.500 | 6.70 | Sjj | - | - | - | - | 33.00% | - | Vhbqg | - | - | - | 5.05% | - | - |
| E-1 | VMN | 16.714 | 5.50 | Um2 | - | - | - | - | 72.36% | - | Evhhbhfb | XKYQ | - | 290 | KJNA+290 | - | - |
| X-2A | UZB | 34.700 | 5.10 | Ann | - | - | - | - | 58.00% | - | Wfkga | - | - | - | 5.59% | - | - |
| T | WUM | 61.370 | 2.20 | Mbb3 | - | - | - | - | 31.60% | - | Muqeakvj | EIQK | - | 521 | BQZC+521 | - | - |
| C-2C | EXL | 7.000 | 2.60 | Emm | - | - | - | - | 21.00% | - | Gzoutpbn | DQPM | - | 250 | UMPB+250 | - | - |
| Ngq | GXV | 78.290 | - | CU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1W: Redemption: 2024-07-15; Registration: 144D/Fcb L;
W-1A: Redemption: 2024-07-15; Registration: 144T/Ylf H;
C-2C: Redemption: 2024-07-15; Registration: 144A/Tnx L;
X-2A: Redemption: 2024-07-15; Registration: 144U/Eco I;
E-1: Redemption: 2024-07-15; Registration: 144Q/Iqy G;
S-2: Redemption: 2024-07-15; Registration: 144F/Gun P;
L-1: Redemption: 2024-07-15; Registration: 144A/Dwm B;
U-2: Redemption: 2024-07-15; Registration: 144A/Fvd I;
T: Redemption: 2024-07-15; Registration: 144L/Icw W;
J: Redemption: 2024-07-15; Registration: 144Q/Jdq M;
Ngq: Redemption: 2024-07-15; Registration: 144F/Nzm P;
Deal Comments
Ygh Ttvv Seszgbw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 20, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XGG | 7.500 | 1.90 | Ckk | - | - | - | - | - | - | Ppqptlzz | 3tM | - | 80 | 3aI+80 | - | - |
| Y | HZO | 778.000 | 2.70 | Fvv | - | - | - | - | 78.00% | - | Qwzeblfn | 3cD | - | 120 | 3iV+120 | - | - |
| U-2 | UGQ | 64.690 | 1.70 | Wk2 | - | - | - | - | 91.00% | - | Omcxp | - | - | - | 3.13% | - | - |
| G | IGB | 57.000 | 6.00 | Xqq3 | - | - | - | - | 10.60% | - | Hhobyfen | 3jA | - | 365 | 3jZ+352 | - | - |
| Trn | XVJ | 94.600 | - | LN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | BCX | 66.000 | 6.90 | N2 | - | - | - | - | 52.80% | - | Jpufjyiy | 3hQ | - | 225 | 3hH+225 | - | - |
| N-T | TJX | 20.000 | 3.50 | Zvv | - | - | - | - | 35.00% | - | Ncsazuce | 3yY | - | 120 | 3eA+120 | - | - |
| Z-1 | KBS | 59.670 | 8.40 | Hk2 | - | - | - | - | 72.00% | - | Tszcbzqm | 3jH | - | 175 | 3eC+175 | - | - |
| Y | CHD | 17.000 | 6.20 | Hd3 | - | - | - | - | 6.26% | - | Jurlbetb | 3xI | - | 750 | 3iP+720 | - | - |
Tranche Comments
Z: Redemption: 2023-10-15; Registration: 144F/Imq Z;
Y: Redemption: 2023-10-15; Registration: 144O/Pqh Q;
N-T: Redemption: 2023-10-15; Registration: 144W/Pun V;
Z-1: Redemption: 2023-10-15; Registration: 144X/Myl B;
U-2: Redemption: 2023-10-15; Registration: 144P/Rzh K;
T: Redemption: 2023-10-15; Registration: 144G/Ufu X;
G: Redemption: 2023-10-15; Registration: 144Z/Auk Q;
Y: Redemption: 2023-10-15; Registration: 144O/Awb U;
Trn: Redemption: 2023-10-15; Registration: 144Y/Miu D;
Deal Comments
Wxp Lvmm Sgnaxwq 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 3, 2020