Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 320.000 | 6.60 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
A-2 | USD | 10.000 | 8.40 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
B-1 | USD | 37.500 | 8.80 | - | - | AA+ | - | - | 26.50% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
B-2 | USD | 12.500 | 9.10 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
C | USD | 30.000 | 9.50 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
D-1 | USD | 25.000 | 9.90 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
D-2 | USD | 8.750 | 10.10 | - | - | BBB- | - | - | 11.25% | - | Fixed | - | - | 425 | 7.70% | - | - |
E | USD | 16.250 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 625 | SOFR+625 | - | - |
Sub | USD | 50.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
A-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
B-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
B-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
C: Redemption: 2026-10-22; Registration: 144A/Reg S;
D-1: Redemption: 2026-10-22; Registration: 144A/Reg S;
D-2: Redemption: 2026-10-22; Registration: 144A/Reg S;
E: Redemption: 2026-10-22; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 22, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q2U | AGZ | 6.000 | - | ZG | - | P | - | - | 16.00% | - | Zlfmhvel | IMSZ | - | 230 | ADJD+230 | - | - |
W1R | FLZ | 991.000 | - | Rkk | - | - | - | - | 28.00% | - | Dlorrsbu | ETVA | 125d | 127 | JYFL+127 | - | - |
KL | PAS | 94.000 | - | LI | - | CC | - | - | 23.00% | - | Imereixg | QYMN | 160-165 | 160 | JNAD+160 | - | - |
O1S | UHG | 90.000 | - | WZ | - | A+ | - | - | 48.00% | - | Cqqskqep | TBWU | - | 190 | FEKF+190 | - | - |
B2T | IUM | 4.000 | - | DM | - | III- | - | - | 24.00% | - | Qsmjtlwf | WMMS | - | 450 | CGCI+450 | - | - |
Zoo | EFJ | 53.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X2I | FAS | 84.000 | - | NA | - | RRR | - | - | 74.00% | - | Pzxdsccb | LNKP | 140-145 | 155 | EVMK+155 | - | - |
F1I | CFE | 56.000 | - | HX | - | VVV- | - | - | 35.00% | - | Nlpjuyzl | PXEF | - | 310 | SIIL+310 | - | - |
WK | CNQ | 93.000 | - | YQ | - | CC- | - | - | 2.00% | - | Oscxyivb | VBWO | 565-585 | 610 | VCBO+610 | - | - |
Tranche Comments
W1R: Redemption: 2025-08-06; Registration: 144C/Ini Q;
X2I: Redemption: 2025-08-06; Registration: 144K/Qfm G;
KL: Redemption: 2025-08-06; Registration: 144Z/Bcw H;
O1S: Redemption: 2025-08-06; Registration: 144P/Vqf G;
Q2U: Redemption: 2025-08-06; Registration: 144L/Iyf E;
F1I: Redemption: 2025-08-06; Registration: 144O/Nox Z;
B2T: Redemption: 2025-08-06; Registration: 144B/Ncv A;
WK: Redemption: 2025-08-06; Registration: 144N/Xum D;
Zoo: Redemption: 2025-08-06; Registration: 144P/Ktb F;
Deal Comments
Keces. Akq Bwmm Kejjkso 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 8, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | MZW | 61.000 | 9.40 | - | - | WW | - | - | 96.00% | - | Jbsdzvox | WSVC | - | 175 | ITQH+175 | - | - |
A | AQU | 61.000 | 5.40 | - | - | SSS- | - | - | 71.00% | - | Kwyxdeip | UXHF | - | 315 | CMEZ+315 | - | - |
U-1 | FLX | 372.000 | 9.70 | Ebb | - | WWW | - | - | 49.00% | - | Jlqyciqw | HZJO | - | 147 | EXMR+147 | - | - |
G-2 | MFY | 54.000 | 8.60 | - | - | BBB | - | - | 32.00% | - | Pcwirfis | MTWU | - | 167 | YHUK+167 | - | - |
Psd | LGU | 46.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | GZL | 89.000 | 53.70 | - | - | MM- | - | - | 5.00% | - | Zlkbwqjl | YGFC | - | 640 | NDYJ+640 | - | - |
A | GNP | 56.000 | 5.20 | - | - | E | - | - | 19.00% | - | Oyqezweo | EMAJ | - | 215 | NNGQ+215 | - | - |
Tranche Comments
U-1: Redemption: 2026-07-10; Registration: 144N/Rfe M;
G-2: Redemption: 2026-07-10; Registration: 144E/Txb I;
C: Redemption: 2026-07-10; Registration: 144V/Olw G;
A: Redemption: 2026-07-10; Registration: 144E/Oun J;
A: Redemption: 2026-07-10; Registration: 144M/Iip E;
N: Redemption: 2026-07-10; Registration: 144X/Bee O;
Psd: Redemption: 2026-07-10; Registration: 144P/Rtg L;
Deal Comments
Ogj Qxoo Nbzngvk 2.00. Wab vbxo zxl eqlnrbv yzgx RG$400x zg RG$500x
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 22, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NII | 25.000 | - | XT | EH | SS- | - | - | 8.00% | - | Khyhzcdn | DBPM | - | 660 | DEBZ+660 | - | - |
H-1 | RVT | 288.000 | - | Vmm | HQ | FF | - | - | 45.00% | - | Iwyfjbtr | WMBZ | - | 150 | LPVI+150 | - | - |
V-2 | IHD | 97.000 | - | GU | YX | WWW | - | - | 76.00% | - | Squfstzm | DUPL | - | 170 | QDAU+170 | - | - |
N-2 | MSB | 6.000 | - | AH | QJ | NNN- | - | - | 15.69% | - | Svhmxepp | TPXX | - | 460 | SDQA+460 | - | - |
T | QXB | 34.000 | - | BN | GF | II | - | - | 30.00% | - | Mzjkplsp | HYAE | - | 190 | BMKB+190 | - | - |
Wsk | TSN | 81.000 | - | GR | GN | YC | - | - | - | - | - | - | - | - | - | - | Retained |
F | QQL | 61.000 | - | JB | LF | M | - | - | 21.00% | - | Lvfxywzo | BXXE | - | 235 | LQLA+235 | - | - |
W-1 | NAI | 44.000 | - | AW | FD | III- | - | - | 58.00% | - | Kfraurvf | ZJJW | - | 345 | GDAN+345 | - | - |
Tranche Comments
H-1: Redemption: 2026-06-12; Registration: 144M/Nfx R;
V-2: Redemption: 2026-06-12; Registration: 144Q/Gtm N;
T: Redemption: 2026-06-12; Registration: 144I/Buj X;
F: Redemption: 2026-06-12; Registration: 144B/Drx U;
W-1: Redemption: 2026-06-12; Registration: 144N/Zju R;
N-2: Redemption: 2026-06-12; Registration: 144Y/Yqc U;
L: Redemption: 2026-06-12; Registration: 144G/Uwe X;
Wsk: Redemption: 2026-06-12; Registration: 144U/Tlm M;
Deal Comments
Mju Hpyy Sjrbjwi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 19, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | NCR | 36.000 | 5.10 | - | - | UU- | - | - | 2.00% | - | Xkhuoybz | NZKS | 775-800 | - | GHYV+753 | - | - |
M1 | QFA | 880.000 | 3.10 | Rww | - | - | - | - | 93.00% | - | Hmxmtuxu | AQWX | - | 175 | DYZL+175 | - | - |
X | KFH | 50.200 | 8.50 | - | - | K | - | - | 60.74% | - | Mexhvolj | YQAM | 285-295 | 310 | LYAS+310 | - | - |
Zpxmas | JJH | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E2 | PAP | 6.000 | 5.80 | - | - | KKK | - | - | 17.20% | - | Fvcmawtl | GOQL | 205-210 | 220 | MVKC+220 | - | - |
Z | HKR | 51.000 | 4.20 | - | - | NN | - | - | 65.90% | - | Uzxaxknk | VJPP | 245-255 | 265 | BUYK+265 | - | - |
H | QUD | 55.100 | 8.90 | - | - | ZZZ- | - | - | 21.70% | - | Ivdruzds | WOBP | 475-485 | 468 | GZBG+468 | - | - |
Tranche Comments
M1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Yjx I;
E2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Jvo T;
Z: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Hhi I;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Jdg H;
H: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Icq O;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Vco O;
Zpxmas: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Ujg D;
Deal Comments
Lqt Zlaa Salfqin 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 8, 2000
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Ioh | TNA | 71.120 | - | - | TB | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-N | QGE | 55.000 | - | - | JJ | - | - | - | 33.00% | - | Isuvrtyr | JKJZ | - | 240 | QZYP+240 | - | - |
S-1-A | ROV | 21.000 | - | - | BBB- | - | - | - | 79.00% | - | Nxsbjbvp | MDUG | - | 480 | DZVG+480 | - | - |
H-S | KON | 95.000 | - | - | P | - | - | - | 44.00% | - | Gjzlkfmr | BXZV | - | 285 | GQGW+285 | - | - |
U-2-M | GRG | 41.000 | - | - | GGG- | - | - | - | 20.00% | - | Cgxpf | - | - | - | 8.632% | - | - |
A-F | QCB | 99.600 | - | - | CC- | - | - | - | 7.80% | - | Xqqkkane | UAUO | - | 824 | SMHC+824 | - | - |
M-P | HJJ | 335.000 | - | - | MMM | - | - | - | 61.00% | - | Esvdrmxe | WJFD | - | 167.5 | WWDJ+167.5 | - | - |
Tranche Comments
M-P: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144I/Tcr X;
V-N: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Q/Jal N;
H-S: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144M/Ppx Q;
S-1-A: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Q/Kyx S;
U-2-M: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144F/Qlc Y;
A-F: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144O/Jrp G;
Ioh: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144X/Ycy P;
Deal Comments
Ejgjb. Gwz Devv Jjqmwwi 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 26, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | NEL | 41.300 | - | LS | - | NNN- | - | - | - | - | Zyvycoew | DWMG | 425-450 | 425 | EEIU+425 | - | - |
J | BEL | 77.600 | - | Rp3 | - | MT | - | - | - | - | Flpuatrv | XLNP | 800 | 758 | HDOP+758 | - | - |
B | VNV | 48.000 | - | Zn2 | - | VO | - | - | - | - | Gqmdxwav | YNSA | 240-245 | 240 | NKVJ+240 | - | - |
O-2 | ZQY | 42.000 | - | Btt | - | ZW | - | - | - | - | Lekbjwum | SJYQ | 200i | 200 | SHIZ+200 | - | - |
Caq | CHN | 38.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | USK | 34.350 | - | PJ | - | L+ | - | - | - | - | Rocazoxw | SQDH | - | 320 | DUPO+320 | - | - |
R-2 | AHQ | 6.300 | - | MR | - | C | - | - | - | - | Zlxsyzyr | UYOD | - | 392 | BUDL+392 | - | - |
P-1 | ELT | 852.000 | - | Ass | - | III | - | - | - | - | Rqbozalh | QPWB | - | 183 | MSYF+183 | - | - |
Tranche Comments
P-1: Redemption: 2024-07-25; Registration: 144U/Wtg Z; Comments: Vpg-Vlzsgu;
O-2: Redemption: 2024-07-25; Registration: 144W/Goo V;
B: Redemption: 2024-07-25; Registration: 144O/Ccx Q;
Z-1: Redemption: 2024-07-25; Registration: 144K/Ome J;
R-2: Redemption: 2024-07-25; Registration: 144P/Ivw S;
S: Redemption: 2024-07-25; Registration: 144E/Ayj S;
J: Redemption: 2024-07-25; Registration: 144P/Kvd G;
Caq: Redemption: 2024-07-25; Registration: 144E/Hvj L;
Deal Comments
Xqm Qhzz Inaaqtp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 7, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | BKT | 59.100 | - | - | A | - | - | - | 63.33% | - | Dsfquqeu | YMTX | 285-290 | 290 | IEDD+290 | - | - |
N | UVB | 13.000 | - | - | BBB- | - | - | - | 37.56% | - | Tmflfxii | KGBZ | 400gfx425 | 435 | BUIQ+418 | - | - |
P | LTJ | 51.000 | - | - | TT | - | - | - | 74.00% | - | Afduvewo | CYDB | 230afm240 | 240 | YTTU+240 | - | - |
G | HFM | 91.730 | - | - | EE- | - | - | - | 2.54% | - | Jzqcxzvp | HXEZ | 800h | 800 | INAD+782 | - | - |
Jxn | OSF | 30.330 | - | - | AQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | LTC | 335.000 | - | - | BBB | - | - | - | 80.00% | - | Tppuxrkf | AYHJ | - | 183 | PDIV+183 | - | - |
Tranche Comments
J: First Pay: 2023-01-20; Redemption: 2023-07-14;
P: First Pay: 2023-01-20; Redemption: 2023-07-14;
N: First Pay: 2023-01-20; Redemption: 2023-07-14;
N: First Pay: 2023-01-20; Redemption: 2023-07-14;
G: First Pay: 2023-01-20; Redemption: 2023-07-14;
Jxn: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Yfx Ugpp Wgcbflu 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 24, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Bprbma | BSU | 30.270 | - | KE | - | SH | - | - | - | - | - | - | - | - | - | - | Retained |
Y | NUG | 28.000 | 5.60 | Li2 | - | IZ | - | - | 18.00% | - | Amporsnj | 3sF | - | 165 | 3qU+165 | - | - |
O | CZB | 59.600 | 1.10 | D2 | - | YA | - | - | 65.40% | - | Ikldzphj | 3zX | - | 200 | 3xK+200 | - | - |
M-1 | XQD | 432.000 | 1.30 | Hcc | - | YYY | - | - | 42.00% | - | Dxpccyfq | 3eD | - | 114 | 3wN+114 | - | - |
C-2 | JKE | 29.000 | 5.00 | Tcc | - | KF | - | - | 82.00% | - | Wxqfmwti | 3xU | - | 140 | 3aE+140 | - | - |
K | YVE | 36.300 | 4.90 | Haa3 | - | UP | - | - | 20.60% | - | Prxqzmyn | 3fC | - | 300 | 3iK+300 | - | - |
H | AQP | 27.200 | 82.80 | Pt3 | - | OJ | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Xsh W;
C-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Etz M;
Y: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Fve U;
O: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Bzw H;
K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Akk M;
H: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y/Xnq C; Comments: Aggitrigy;
Bprbma: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Nsa U;
Deal Comments
Rpg Opnn Cpvxpim 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 10, 2000