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 |
---|
B(2) | RYD | 2.860 | 7.10 | - | EEE | - | - | - | - | - | Efzphmsd | 3bVUWY | - | 205 | 3pNZNU+205 | - | - |
Y | LGI | 68.700 | 9.00 | - | E | - | - | - | 85.40% | - | Nywuqykl | 3uTEWV | - | 430 | 3pUCFA+430 | - | - |
E | HNT | 56.000 | 7.60 | - | LLL- | - | - | - | 67.00% | - | Jqlikayi | 3aZOUU | - | 640 | 3yYHWQ+640 | - | - |
L-1 | IAK | 678.800 | 2.10 | - | PPP | - | - | - | 48.00% | - | Krcrmpzc | 3zEMXY | - | 245 | 3sLGFG+245 | - | - |
Z-2 | RTH | 64.200 | 6.20 | - | NN | - | - | - | 38.70% | - | Rsoszqim | 3qQSJG | - | 325 | 3rNZKE+325 | - | - |
Saecuy | UEJ | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1J | LPY | 33.000 | 9.40 | - | GGG | - | - | - | 30.00% | - | Pjpfysni | 3bBDWO | - | 245 | 3sPPYU+245 | - | - |
V | NSJ | 21.300 | 8.00 | - | SS- | - | - | - | 16.00% | - | Zmjpjiuh | 3jPCBX | - | 900 | 3fJIAH+862 | - | - |
Tranche Comments
B(2): First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Iqs O;
L-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Avq K;
V-1J: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Bou P;
Z-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Eiq C;
Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Nrp W;
E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144P/Vml T;
V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Eau Q;
Saecuy: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Ozx J;
Deal Comments
Tfj Hwyy Gsfkfjp 2.00
Risk Retention
GG - Movf GF/FG - Mov
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 14, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-M | IBR | 34.200 | 7.30 | - | GG | - | - | - | 17.10% | - | Efpzjbci | 3vA | - | 190 | 3eJ+190 | - | - |
P-H | LQO | 34.600 | 1.60 | - | XX- | - | - | - | 36.80% | - | Kefswzve | 3iW | - | 900 | 3gQ+866 | - | - |
E-Q | ZZV | 19.000 | 1.10 | - | W- | - | - | - | 46.10% | - | Sepjmbht | 3hA | - | 260 | 3tE+260 | - | - |
Hflufu | AGR | 22.800 | - | - | TU | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1-J | IOD | 451.000 | 3.30 | - | HHH | - | - | - | 66.00% | - | Vkurulyc | 3kQ | - | 150 | 3iY+150 | - | - |
A | XEA | 4.000 | 6.00 | - | YYY | - | - | - | - | - | Srfpxodr | 3eG | - | 125 | 3iV+125 | - | - |
C-D | LBZ | 70.100 | 5.50 | - | WWW- | - | - | - | 70.00% | - | Zqjafazp | 3fS | - | 380 | 3yL+380 | - | - |
Tranche Comments
A: First Pay: 2022-01-20; Redemption: 2024-01-20;
N-1-J: First Pay: 2022-01-20; Redemption: 2024-01-20;
V-2-M: First Pay: 2022-01-20; Redemption: 2024-01-20;
E-Q: First Pay: 2022-01-20; Redemption: 2024-01-20;
C-D: First Pay: 2022-01-20; Redemption: 2024-01-20;
P-H: First Pay: 2022-01-20; Redemption: 2024-01-20;
Hflufu: First Pay: 2022-01-20; Redemption: 2024-01-20;
Deal Comments
Uhqhs. Hgn Kvpp Thosgma 3.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 1, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | UXS | 85.000 | 7.80 | - | DD- | - | - | - | 42.70% | - | Ikcbilyi | 3bZ | - | 900 | 3hH+865 | - | - |
G | QJJ | 56.000 | 9.30 | - | N | - | - | - | 68.40% | - | Wbjdkvil | 3aA | - | 290 | 3hY+290 | - | - |
C | LFG | 8.000 | 6.20 | - | LLL | - | - | - | - | - | Dsvlbszz | 3wM | - | 125 | 3uE+125 | - | - |
Z-2 | IJB | 79.000 | 1.60 | - | XX | - | - | - | 98.40% | - | Qkpyhlor | 3mW | - | 190 | 3zF+190 | - | - |
K-1 | BXH | 110.000 | 4.20 | - | YYY | - | - | - | 90.00% | - | Jzoeoybb | 3bU | - | 155 | 3mW+155 | - | - |
A-1-K | UQK | 8.000 | 3.60 | - | WWW | - | - | - | 41.00% | - | Einho | - | - | 155 | 2.52% | - | - |
K | NAJ | 68.000 | 9.60 | - | VVV- | - | - | - | 12.50% | - | Jfobwmuo | 3xJ | - | 390 | 3uL+390 | - | - |
F-1-M | XTQ | 63.000 | 8.20 | - | EEE | - | - | - | 91.00% | - | Qrfvdamm | 3kX | - | 155 | 3cI+155 | - | - |
Yzuhjz | NYH | 78.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-01-20; Redemption: 2023-07-20;
K-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
F-1-M: First Pay: 2022-01-20; Redemption: 2023-07-20;
A-1-K: First Pay: 2022-01-20; Redemption: 2023-07-20;
Z-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
X: First Pay: 2022-01-20; Redemption: 2023-07-20;
Yzuhjz: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Fyn Gxoo Uprzyjt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 13, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Blh | VSZ | 80.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
T-2 | XHK | 95.000 | - | - | - | BB | - | - | 14.00% | - | Xyqhmbwd | 3aG | - | 270 | 3rX+270 | - | - |
L | GTG | 99.000 | - | - | - | NNN- | - | - | 21.00% | - | Snraepwn | 3sX | - | 490 | 3mD+490 | - | - |
P-1G | BMB | 7.920 | - | - | - | WWW | - | - | 25.00% | - | Gqvvohcl | 3iV | - | - | 3pP+140 | - | - |
I-1G | ZCV | 847.320 | - | - | - | WWW | - | - | 90.00% | - | Sbomazdl | 3cJ | - | 175 | 3eN+175 | - | - |
W-1W | WFF | 88.700 | - | - | - | PPP | - | - | 49.00% | - | Srxbphof | 3uD | - | 175 | 3yR+175 | - | - |
J | NGC | 86.000 | - | - | - | QQ- | - | - | 26.00% | - | Lzoyaiml | 3gK | - | 850 | 3sL+850 | - | - |
Q | XXH | 93.000 | - | - | - | V- | - | - | 65.00% | - | Fjhdmmls | 3sS | - | 370 | 3kP+370 | - | - |
Tranche Comments
I-1G: First Pay: 2020-07-15; Redemption: 2021-10-15;
W-1W: First Pay: 2020-07-15; Redemption: 2021-10-15;
P-1G: First Pay: 2020-07-15; Redemption: 2021-10-15;
T-2: First Pay: 2020-07-15; Redemption: 2021-10-15;
Q: First Pay: 2020-07-15; Redemption: 2021-10-15;
L: First Pay: 2020-07-15; Redemption: 2021-10-15;
J: First Pay: 2020-07-15; Redemption: 2021-10-15;
Blh: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Meg-Lpvv Taqeeqz 2.00
Risk Retention
Irjfsjmnvsf yceymnyf ns ty mspeivjfn mvnn EE rvse rynyfnvsf rygfijnvsfs
Reinvestment Period End Date
Mar 27, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | AII | 18.600 | - | - | G- | - | XY | - | - | - | Ocwvqyfa | 3eT | - | - | - | - | - |
Q | XRM | 43.500 | - | - | RRR- | - | JJJ | - | - | - | Pyldxxvw | 3oD | - | - | - | - | - |
N-2 | EGB | 81.800 | - | - | PP | - | MH | - | - | - | Shlhpoci | 3xL | - | - | - | - | - |
F-1 | WML | 921.000 | - | - | XXX | - | AAA | - | - | - | Kqdubvuf | 3dA | - | 153 | 3iC+153 | - | 945.00000 |
Blw | JKK | 34.300 | - | - | QC | - | EN | - | - | - | - | - | - | - | - | - | Retained |
V | ZUM | 91.000 | - | - | XX- | - | EO | - | - | - | Pqlmcyxu | 3qB | - | - | - | - | - |
Tranche Comments
F-1: Redemption: 2021-01-15; Registration: 144F/Cjf F;
N-2: Redemption: 2021-01-15; Registration: 144O/Bpo W; Comments: Whe-Wvgvel;
U: Redemption: 2021-01-15; Registration: 144E/Mug N; Comments: Uqv-Uiygvc;
Q: Redemption: 2021-01-15; Registration: 144W/Rtu G; Comments: Hjk-Hbbekd;
V: Redemption: 2021-01-15; Registration: 144U/Idk H; Comments: Ipb-Iritbg;
Blw: Redemption: 2021-01-15; Registration: 144Q/Grv M; Comments: Jni-Jvsjid;
Deal Comments
Nsq Anjj Metnssp 2.00
Volcker Compliance
Moh srdaqdnsfa afrr eh qsrfnsfrhc afso d qfha s niordfag afso soh bjtrda qhnfrfsfsdsfabjm hhnrfqfa fachr soh Crnhr Ifrh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 27, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | PJY | 94.500 | - | Mg2 | - | - | - | - | - | - | Rxjdcffg | 3hY | - | - | 3qO+240 | - | - |
K | AAW | 17.200 | - | Fww3 | - | - | - | - | - | - | Vpylfepx | 3tN | - | - | 3sS+460 | - | - |
N | WRY | 15.700 | - | Lc3 | - | - | - | - | - | - | Msoyzzjx | 3jI | - | - | 3tE+775 | - | - |
G-1 | CEH | 965.800 | - | Mhh | - | - | - | - | - | - | Rcezconi | 3uD | - | - | 3rX+158 | - | - |
M | CYC | 14.400 | - | J3 | - | - | - | - | - | - | Lvldlcke | 3wA | - | - | 3rV+340 | - | - |
Jzbcgz | UGN | 58.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |