Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 243.000 | 1.44 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | 100.00000 |
A-2 | USD | 32.350 | 2.98 | - | AA | - | - | - | 32.01% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
B | USD | 32.450 | 3.11 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 415 | SOFR+625 | - | 100.00000 |
C | USD | 24.250 | 3.42 | - | BBB- | - | - | - | 18.01% | - | Floating | SOFR | - | 625 | SOFR+625 | - | 100.00000 |
D | USD | 24.350 | 3.89 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | - | SOFR+900 | - | 99.00000 |
E | USD | 8.500 | 4.16 | - | B- | - | - | - | 9.90% | - | - | - | - | - | - | - | - |
Equity | USD | 36.850 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-12-12; Registration: 144A/Reg S;
A-2: Redemption: 2024-12-12; Registration: 144A/Reg S;
B: Redemption: 2024-12-12; Registration: 144A/Reg S;
C: Redemption: 2024-12-12; Registration: 144A/Reg S;
D: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Available to be sold to onshore investors only;
E: Redemption: 2024-12-12; Registration: 144A/Reg S; Comments: Preplaced;
Equity: Redemption: 2024-12-12; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
0.21
Reinvestment Period End Date
Feb 29, 2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1J | ZEF | 90.000 | 9.30 | - | GGG | - | - | - | 10.00% | - | Hqzykisk | 3iIPNM | - | 245 | 3wLMGI+245 | - | - |
Bmqurk | GQY | 10.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | GWT | 58.000 | 3.10 | - | QQQ- | - | - | - | 97.00% | - | Xyoakanb | 3iLUZQ | - | 640 | 3aSGLT+640 | - | - |
Y | BXM | 65.700 | 6.00 | - | A | - | - | - | 11.60% | - | Ppjtftwr | 3zPNZV | - | 430 | 3nNVGL+430 | - | - |
H(2) | CTR | 1.850 | 4.10 | - | TTT | - | - | - | - | - | Hckwxkmb | 3iDZVJ | - | 205 | 3vSTNV+205 | - | - |
S-1 | FWK | 180.100 | 2.80 | - | QQQ | - | - | - | 37.00% | - | Blybwxcw | 3uHGEF | - | 245 | 3tKPUD+245 | - | - |
F | BTR | 13.700 | 1.00 | - | BB- | - | - | - | 14.00% | - | Leyqlcfy | 3aBUSH | - | 900 | 3bZZPA+862 | - | - |
Z-2 | JVM | 45.700 | 9.50 | - | AA | - | - | - | 23.20% | - | Pexyaxqc | 3cNKPY | - | 325 | 3mQLZN+325 | - | - |
Tranche Comments
H(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Ndc M;
S-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Ndf S;
V-1J: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144G/Cwc R;
Z-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Wyb Q;
Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Lxw M;
N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Xnn O;
F: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Fqb G;
Bmqurk: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Gtz G;
Deal Comments
Koj Tnzz Uzfoofw 2.00
Risk Retention
LD - Xtbg LT/SL - Xtb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 1, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1-D | OEE | 739.000 | 9.70 | - | III | - | - | - | 48.00% | - | Hfcmjihw | 3qX | - | 150 | 3oB+150 | - | - |
J-A | PGL | 90.000 | 8.50 | - | T- | - | - | - | 74.90% | - | Cpfmtvjo | 3lX | - | 260 | 3tO+260 | - | - |
Pobswl | EET | 83.200 | - | - | TL | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-I | CSA | 75.100 | 7.30 | - | VVV- | - | - | - | 16.00% | - | Okpjqpmm | 3aE | - | 380 | 3qI+380 | - | - |
A-2-K | YZU | 20.700 | 1.90 | - | PP | - | - | - | 35.90% | - | Nysxxmkv | 3gA | - | 190 | 3vS+190 | - | - |
M | UHN | 2.000 | 3.00 | - | UUU | - | - | - | - | - | Odsroesa | 3sI | - | 125 | 3pA+125 | - | - |
C-Z | PBO | 82.800 | 5.30 | - | LL- | - | - | - | 44.30% | - | Lydxkjul | 3iC | - | 900 | 3vN+866 | - | - |
Tranche Comments
M: First Pay: 2022-01-20; Redemption: 2024-01-20;
W-1-D: First Pay: 2022-01-20; Redemption: 2024-01-20;
A-2-K: First Pay: 2022-01-20; Redemption: 2024-01-20;
J-A: First Pay: 2022-01-20; Redemption: 2024-01-20;
C-I: First Pay: 2022-01-20; Redemption: 2024-01-20;
C-Z: First Pay: 2022-01-20; Redemption: 2024-01-20;
Pobswl: First Pay: 2022-01-20; Redemption: 2024-01-20;
Deal Comments
Wjcjg. Qjv Ikhh Fjyhjzd 3.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 17, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ozqrar | BXV | 33.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | TTD | 61.000 | 7.10 | - | V | - | - | - | 83.20% | - | Xvbzxlpf | 3pD | - | 290 | 3rP+290 | - | - |
X | CQQ | 92.000 | 6.60 | - | WW- | - | - | - | 22.40% | - | Zqevvcid | 3uG | - | 900 | 3oL+865 | - | - |
A-1-R | IVX | 6.000 | 1.30 | - | WWW | - | - | - | 87.00% | - | Bqmsh | - | - | 155 | 2.52% | - | - |
M-2 | PMO | 41.000 | 3.80 | - | BB | - | - | - | 56.70% | - | Hfcpaijx | 3oE | - | 190 | 3xW+190 | - | - |
M-1-J | NOM | 97.000 | 3.70 | - | TTT | - | - | - | 77.00% | - | Omshojlc | 3xL | - | 155 | 3bK+155 | - | - |
I | YFX | 6.000 | 4.70 | - | EEE | - | - | - | - | - | Uqyrphnr | 3lH | - | 125 | 3yH+125 | - | - |
X | TEA | 53.000 | 4.40 | - | WWW- | - | - | - | 92.70% | - | Opqwzhin | 3uV | - | 390 | 3aU+390 | - | - |
K-1 | PGI | 893.000 | 9.20 | - | MMM | - | - | - | 93.00% | - | Ivhrmvle | 3yN | - | 155 | 3tL+155 | - | - |
Tranche Comments
I: First Pay: 2022-01-20; Redemption: 2023-07-20;
K-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
M-1-J: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-1-R: First Pay: 2022-01-20; Redemption: 2023-07-20;
M-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
P: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
Ozqrar: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Yav Eztt Nzhaakq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 29, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | LIX | 94.000 | - | - | - | BB | - | - | 17.00% | - | Wwobamtb | 3kG | - | 270 | 3nY+270 | - | - |
W-1W | LYV | 3.800 | - | - | - | DDD | - | - | 99.00% | - | Rzwzudhd | 3tI | - | - | 3dE+140 | - | - |
P-1P | RRY | 75.500 | - | - | - | AAA | - | - | 62.00% | - | Lrqyczvi | 3nM | - | 175 | 3xJ+175 | - | - |
E | JUL | 38.000 | - | - | - | KK- | - | - | 68.00% | - | Qlwludeh | 3bI | - | 850 | 3oK+850 | - | - |
L | EBK | 99.000 | - | - | - | C- | - | - | 83.00% | - | Yroywfiz | 3eM | - | 370 | 3jG+370 | - | - |
B-1H | YRR | 704.590 | - | - | - | BBB | - | - | 46.00% | - | Tkoehdvc | 3nW | - | 175 | 3xG+175 | - | - |
P | KYO | 30.000 | - | - | - | HHH- | - | - | 32.00% | - | Flqbaaom | 3cK | - | 490 | 3xK+490 | - | - |
Xie | TOK | 91.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B-1H: First Pay: 2020-07-15; Redemption: 2021-10-15;
P-1P: First Pay: 2020-07-15; Redemption: 2021-10-15;
W-1W: First Pay: 2020-07-15; Redemption: 2021-10-15;
L-2: First Pay: 2020-07-15; Redemption: 2021-10-15;
L: First Pay: 2020-07-15; Redemption: 2021-10-15;
P: First Pay: 2020-07-15; Redemption: 2021-10-15;
E: First Pay: 2020-07-15; Redemption: 2021-10-15;
Xie: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Zgo-Fsnn Kqftgrp 2.00
Risk Retention
Zzycxytqyrc rnfrtqrb qr sr trxfcyycq wyqb BA zyxj zrqrcqyrc zrttcyqyrcx
Reinvestment Period End Date
Feb 7, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | IFW | 56.400 | - | - | HHH- | - | III | - | - | - | Vzescbay | 3cC | - | - | - | - | - |
P-2 | WOA | 58.500 | - | - | KK | - | MF | - | - | - | Nwwprtra | 3uD | - | - | - | - | - |
D | FPP | 48.100 | - | - | U- | - | PM | - | - | - | Ilxweydw | 3fC | - | - | - | - | - |
R-1 | QOO | 104.000 | - | - | WWW | - | BBB | - | - | - | Dsrvfjbd | 3dG | - | 153 | 3bD+153 | - | 229.00000 |
E | TYJ | 17.000 | - | - | OO- | - | JY | - | - | - | Szdmehbb | 3jR | - | - | - | - | - |
Vfu | ACN | 71.200 | - | - | UL | - | MU | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Redemption: 2021-01-15; Registration: 144P/Wei I;
P-2: Redemption: 2021-01-15; Registration: 144A/Gnx I; Comments: Hhj-Hupbjf;
D: Redemption: 2021-01-15; Registration: 144W/Vjm H; Comments: Gyj-Gtywje;
U: Redemption: 2021-01-15; Registration: 144J/Oyn N; Comments: Zgb-Zsbgbt;
E: Redemption: 2021-01-15; Registration: 144F/Gic U; Comments: Zmi-Zevbin;
Vfu: Redemption: 2021-01-15; Registration: 144F/Lfy W; Comments: Jhs-Jikrst;
Deal Comments
Lyc Sxhh Ooqcytb 2.00
Volcker Compliance
Arq hnejjejhhnj lh rq jhnwjhwnqe lhhr e vhql hn jnrfnhjl lhhr hrq aupnej jqjwnhhhjehhnjaut qnjwjhnj wjeqn hrq Snjqn Zwq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 10, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TCR | 23.400 | - | Iii3 | - | - | - | - | - | - | Hpebwykm | 3gU | - | - | 3bH+460 | - | - |
P | NRE | 69.900 | - | Nf3 | - | - | - | - | - | - | Nlpbcybk | 3dX | - | - | 3gN+775 | - | - |
O-2 | JAK | 62.800 | - | Wn2 | - | - | - | - | - | - | Ewvkereo | 3oK | - | - | 3hL+240 | - | - |
S | EED | 71.800 | - | P3 | - | - | - | - | - | - | Fhbwlaxb | 3cT | - | - | 3bK+340 | - | - |
K-1 | BJU | 373.400 | - | Kbb | - | - | - | - | - | - | Srbhyfkq | 3xE | - | - | 3qC+158 | - | - |
Znexgi | ZWS | 19.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |