| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 231.290 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| A-1 Loans | USD | 24.710 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| A-2 | USD | 24.000 | 8.40 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 24.000 | 8.90 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C | USD | 24.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| D-1 | USD | 24.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| D-2 | USD | 4.000 | 10.20 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| E | USD | 12.000 | 10.40 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| Sub | USD | 35.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-11-26; Registration: 144A/Reg S;
A-1 Loans: Redemption: 2026-11-26; Registration: 144A/Reg S;
A-2: Redemption: 2026-11-26; Registration: 144A/Reg S;
B: Redemption: 2026-11-26; Registration: 144A/Reg S;
C: Redemption: 2026-11-26; Registration: 144A/Reg S;
D-1: Redemption: 2026-11-26; Registration: 144A/Reg S;
D-2: Redemption: 2026-11-26; Registration: 144A/Reg S;
E: Redemption: 2026-11-26; Registration: 144A/Reg S;
Sub: Redemption: 2026-11-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1B | BQJ | 666.000 | 4.60 | - | TTT | - | - | - | 34.00% | - | Hjuumqye | IVQS | - | 153 | AVYT+153 | - | - |
| C | TPW | 32.000 | 6.90 | - | E | - | - | - | 32.00% | - | Rlqpxplj | YLPU | 230 | 220 | JZCE+220 | - | - |
| O | KXP | 24.000 | 2.70 | - | GGG- | - | - | - | 42.00% | - | Kjuskfeg | HNTK | 365 | 350 | ELTD+350 | - | - |
| Ypgciw | QCY | 91.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | NTO | 597.600 | 6.10 | - | GGG | - | - | - | 90.00% | - | Tfyjrest | DQON | 153 | 153 | QLMU+153 | - | - |
| L-2 | QHJ | 25.500 | 3.40 | - | NNN | - | - | - | 91.00% | - | Lqehbrpm | JHUZ | 170-175 | 173 | SAJM+173 | - | - |
| O | FPX | 56.000 | 3.60 | - | QQ | - | - | - | 63.00% | - | Ifwhkouu | MWUB | 190-195 | 185 | WEYZ+185 | - | - |
| Y | LIO | 61.000 | 52.00 | - | UU- | - | - | - | 8.00% | - | Tsxytrvc | UMLY | 615-630 | 630 | YNGQ+630 | - | - |
Tranche Comments
G-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Rbh F;
Y-1B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Uah F;
L-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Kmd P;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Iru Q;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Ubn U;
O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Pdg E;
Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Rkm I;
Ypgciw: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Mqq T;
Deal Comments
Iyg Btll Nqrgyvf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 7, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZIS | 88.000 | 2.00 | - | VV | - | - | - | 99.00% | - | Vulmwfsv | ZQBO | 200 | 200 | QTUZ+200 | - | - |
| R | TCT | 42.000 | 29.30 | - | RRR- | - | - | - | 62.00% | - | Usostfbq | YQGA | 380-390 | 385 | EAPO+385 | - | - |
| Y-1 | YBN | 331.000 | 2.40 | - | HHH | - | - | - | 78.00% | - | Yjljyqvr | XBZM | 160 | 160 | DNJH+160 | - | - |
| Q-2 | LSD | 84.000 | 5.20 | - | GGG | - | - | - | 40.00% | - | Npjchwox | IPXK | 175-180 | 180 | IUUH+180 | - | - |
| I | TAH | 24.000 | 6.50 | - | Q | - | - | - | 20.00% | - | Pqlqmyfb | UWTO | 240-250 | 240 | YTER+240 | - | - |
| H | PZB | 76.300 | 85.90 | - | DD- | - | - | - | 8.00% | - | Trdedafv | ALQI | 650 | 650 | WIAK+650 | - | - |
| Ijd | CJT | 35.800 | - | - | VX | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Fiu Y;
Q-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Ohj P;
H: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Lxv K;
I: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Xrc Z;
R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Btv J;
H: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144W/Lpa L;
Ijd: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Waf Q;
Deal Comments
Rjp Xyhh Owhbjaz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 16, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | QJR | 396.000 | - | - | DDD | - | - | - | - | - | Nvfhmkyi | SQYQ | 180-190 | 185 | DXYG+185 | - | - |
| O2 | XSR | 99.000 | - | - | NNN | - | - | - | - | - | Sjowcxhu | POJV | - | 215 | OSOH+215 | - | - |
| Cdo | VVA | 50.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ZFT | 92.000 | - | - | DDD- | - | - | - | - | - | Avbldabe | UPTY | 525-535 | 515 | TLAY+515 | - | - |
| Y | WOJ | 66.300 | - | - | VV- | - | - | - | - | - | Wfytbsxt | MONL | 850-875 | 857 | XJZL+857 | - | - |
| M | PAV | 91.000 | - | - | XX | - | - | - | - | - | Qzewwehn | NBBV | - | 255 | USWW+255 | - | - |
| A | ZUE | 22.000 | - | - | S | - | - | - | - | - | Svwkojyq | ESJN | 315-320 | 305 | QSTI+305 | - | - |
Tranche Comments
R1: Redemption: 2025-10-04; Registration: 144C/Iti G;
O2: Redemption: 2025-10-04; Registration: 144B/Dpe C; Comments: Pre-Pxaiey;
M: Redemption: 2025-10-04; Registration: 144K/Pyq D; Comments: Ejp-Eglepq;
A: Redemption: 2025-10-04; Registration: 144W/Rdj K;
W: Redemption: 2025-10-04; Registration: 144D/Yiz Y;
Y: Redemption: 2025-10-04; Registration: 144U/Jfq Q;
Cdo: Redemption: 2025-10-04; Registration: 144Q/Xkm M;
Deal Comments
Ndy Uxvv Jssvdec 2.00. Nos esxv yxn usnvzse bsdd VU$400d bd VU$452.05
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Apr 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MKM | 50.000 | - | - | AA | - | - | - | - | - | Fwyedujl | YSEV | 250 | 250 | KXST+250 | - | - |
| J | UIR | 87.000 | - | - | MM- | - | - | - | - | - | Bmwfxahy | DSOW | 900 | 865 | PBNW+865 | - | - |
| S2 | KBC | 79.000 | - | - | MMM | - | - | - | - | - | Sqpwfdcc | PYWM | 225 | 225 | JDSD+225 | - | - |
| K | CZE | 60.000 | - | - | J | - | - | - | - | - | Ivltrtmy | JWWY | 325 | 330 | BNYS+330 | - | - |
| Nkp | BZR | 78.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1 | EKA | 708.000 | - | - | RRR | - | - | - | - | - | Qphulzxk | VHUF | 210 | 210 | TBXK+210 | - | - |
| M | FPS | 92.000 | - | - | JJJ- | - | - | - | - | - | Ibbektnn | UYPW | 550-575 | 585 | AGJP+585 | - | - |
Tranche Comments
D1: Redemption: 2025-03-30;
S2: Redemption: 2025-03-30;
L: Redemption: 2025-03-30;
K: Redemption: 2025-03-30;
M: Redemption: 2025-03-30;
J: Redemption: 2025-03-30;
Nkp: Redemption: 2025-03-30;
Deal Comments
Mlc Xijj Zlnglio 2.00. Hol ilij jiq vyqgcli snlo DJ425o il DJ$502.55o
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 25, 2017