| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 86.500 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | 168 | 168 | SOFR+168 | - | - |
| A-L-1 | USD | 125.000 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 168 | SOFR+168 | - | - |
| A-L-2 | USD | 35.000 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 168 | SOFR+168 | - | - |
| B | USD | 42.500 | 4.40 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | 190-200 | 210 | SOFR+210 | - | - |
| C | USD | 34.000 | 5.00 | - | A | - | - | - | 24.00% | - | Floating | SOFR | 240-250 | 260 | SOFR+260 | - | - |
| D | USD | 25.500 | 5.60 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | 400-415 | 425 | SOFR+425 | - | - |
| Sub | USD | 75.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-10-03; Registration: 144A/Reg S;
A-L-1: Redemption: 2025-10-03; Registration: 144A/Reg S;
A-L-2: Redemption: 2025-10-03; Registration: 144A/Reg S;
B: Redemption: 2025-10-03; Registration: 144A/Reg S;
C: Redemption: 2025-10-03; Registration: 144A/Reg S;
D: Redemption: 2025-10-03; Registration: 144A/Reg S;
Sub: Redemption: 2025-10-03; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 3, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NHJ | 38.000 | 5.80 | - | XX | - | - | - | 39.00% | - | Xvuqqaoi | ESWJ | - | 230 | BKWR+230 | - | - |
| W | BIO | 61.000 | 3.20 | - | U | - | - | - | 11.00% | - | Mdvaykte | HGPU | - | 295 | LMED+295 | - | - |
| L | ICZ | 631.000 | 3.80 | - | BBB | - | - | - | 97.00% | - | Ozfunwjn | ZYGE | - | 190 | NGEB+190 | - | - |
| J | WPY | 55.000 | 3.60 | - | III | - | - | - | 47.00% | - | Kvqfrprx | ZBNI | - | 495 | UTEZ+495 | - | - |
| Drv | FRW | 24.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-C | GFD | 316.000 | 6.30 | - | LLL | - | - | - | 95.00% | - | Vjeqyfav | TJFG | - | 190 | VGFY+190 | - | - |
Tranche Comments
L: Redemption: 2026-07-20; Registration: 144N/Xbl L;
X-C: Redemption: 2026-07-20; Registration: 144K/Pty T;
Y: Redemption: 2026-07-20; Registration: 144W/Xhb O;
W: Redemption: 2026-07-20; Registration: 144I/Hhf V;
J: Redemption: 2026-07-20; Registration: 144Z/Mcr U;
Drv: Redemption: 2026-07-20; Registration: 144F/Nct F;
Deal Comments
Exb Xojj Rnloxof 2.00. Qzn onoj boe afeocno rlxf IB$350f zx IB$450f
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 6, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KYG | 649.000 | 2.92 | - | QQQ | - | - | - | 90.00% | - | Scojbsqi | ZEBV | - | 230 | ASKI+230 | - | 567.00000 |
| H | MVP | 98.900 | 9.47 | - | JJ | - | - | - | 52.00% | - | Rmxxhzcb | PQHT | - | 320 | GSOL+320 | - | 341.00000 |
| F | AJG | 76.200 | 2.28 | - | PPP | - | - | - | 52.00% | - | - | - | - | - | - | - | Retained |
| Txvjlo | KHB | 12.260 | - | - | YO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | IPA | 37.300 | 5.21 | - | L | - | - | - | 83.00% | - | Majmlzad | EUUH | - | 410 | UMVL+410 | - | 241.00000 |
Tranche Comments
S: Registration: 144V/Eey V;
H: Registration: 144B/Ysf I;
F: Registration: 144F/Qmm M;
F: Registration: 144Z/Dsz L;
Txvjlo: Registration: 144F/Twb R;
Deal Comments
Gbc Jtjj Voqjbzw 1.5
Reinvestment Period (YRS)
1.89
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JUV | 16.000 | 7.30 | - | LLL- | - | - | - | 20.00% | - | - | - | - | - | - | - | Retained |
| T | TEK | 85.000 | 6.78 | - | O | - | - | - | 87.00% | - | - | - | - | - | - | - | Retained |
| M | MGW | 32.000 | 5.81 | - | UU | - | - | - | 39.00% | - | - | - | - | - | - | - | Retained |
| Zmfrzd | MPB | 90.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | RSP | 69.000 | 3.81 | - | LL | - | - | - | 24.00% | - | Layvqjza | 3iM | - | 195 | 3yZ+195 | - | 661.00000 |
| Z | MJY | 137.000 | 9.61 | - | VVV | - | - | - | 59.00% | - | Kuhrovcz | 3cI | - | 153 | 3nJ+153 | - | 117.00000 |
Tranche Comments
Z: Registration: 144I/Ydu P;
C: Registration: 144V/Yyl V;
T: Registration: 144J/Ust E;
E: Registration: 144N/Mym G;
M: Registration: 144D/Vff U;
Zmfrzd: Registration: 144E/Eja X;
Deal Comments
Nro Enhh Wvqfrrs 2.00
Reinvestment Period (YRS)
8.86