Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X USD 1.500 1.30 - AAA - - - - - Floating SOFR - 105 SOFR+105 - - A-1 USD 248.000 6.50 - AAA - - - 38.00% - Floating SOFR - 150 SOFR+150 - - A-2 USD 16.000 8.10 - AAA - - - 34.00% - Floating SOFR - 170 SOFR+170 - - B USD 40.000 8.70 - AA - - - 24.00% - Floating SOFR - 185 SOFR+185 - - C USD 24.000 9.30 - A - - - 18.00% - Floating SOFR - 230 SOFR+230 - - D-1 USD 22.000 9.90 - BBB - - - 12.50% - Floating SOFR - 350 SOFR+350 - - D-2 USD 6.000 10.20 - BBB- - - - 11.00% - Fixed - - - 8.68% - - E USD 10.000 10.40 - BB- - - - 8.50% - Floating SOFR - 650 SOFR+650 - - Sub USD 40.500 - - - - - - - - - - - - - - Retained
Tranche Comments
X: Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1: Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2026-07-15; Registration: 144A/Reg S;
B: Redemption: 2026-07-15; Registration: 144A/Reg S;
C: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-1: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-2: Redemption: 2026-07-15; Registration: 144A/Reg S;
E: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-2P XGL 23.000 6.60 - XX - - - 61.00% - Xzffwhnv TTFR 210-215 210 ZLIZ+210 - - S CVP 5.700 9.30 - YYY - - - - - Wcffkxph KGWT 105 115 ODOI+115 - - K-2T UYC 2.000 3.70 - BBB- - - - 75.00% - Npmokjbj TMXR 500-525 515 KJIV+515 - - L-1bW WLQ 76.000 5.90 - ZZZ+ - - - 89.00% - Nmhjshqu BEXZ - 410 DNTB+410 - - SN JTO 62.000 5.50 - NN- - - - 8.10% - Kmhvkdug PKIB 700-725 775 ZPWW+749 - - J-1V UVV 274.000 3.30 - XXX - - - 59.00% - Cophoupp JWAD 160-162 160 NPOD+160 - - TU HYG 94.000 4.00 - R - - - 69.00% - Qjdoytbo NXET 260-270 260 ABCB+260 - - I-1mG GWG 9.000 5.30 - OOO+ - - - 92.00% - Ynabf - - 410 8.43% - -
Tranche Comments
S: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Exv V; Comments: Lsf-Lvaofl;
J-1V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144V/Dwu S;
A-2P: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Qiv E;
TU: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Iyz G;
L-1bW: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Kyf M;
I-1mG: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Tay G;
K-2T: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144I/Lyn O;
SN: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Uii C;
Deal Comments
Mjkjr. Tse Kunn Ojvosrl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 3, 2024
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-H JBA 49.000 3.40 - U - - - 23.00% - Qmmcu - - - 6.52% - - U1-A TER 70.000 2.70 - CCC+ - - - 39.73% - Smlsxspc VPQN - 450 AALG+450 - - W2-Y GUS 1.000 9.20 - VVV- - - - 47.00% - Eswyhlau QFVF - 567 JOUU+567 - - S-2B VGD 52.000 5.10 - EE - - - 64.00% - Wzmjmpoc BZLP - 225 WPKM+225 - - T ISQ 1.000 8.30 - EEE - - - - - Bkmcsfsb VIIS 110u 110 KCHZ+110 - - B-1T WLY 484.000 9.90 - WWW - - - 75.80% - Jbujrwnn QUOR - 161 GPFP+161 - - E-1F KOB 12.000 7.50 - A - - - 28.00% - Uveylapv XJWY - 280 WLZN+280 - - M-Z RIM 50.000 10.40 - GG- - - - 3.10% - Dxzwbypi CCJI 725-740 741 UVUJ+741 - - K-U REA 37.000 5.90 - GGG - - - 26.00% - Wffaeuds SIGA - 182 NPQT+182 - -
Tranche Comments
T: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Opf I;
B-1T: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Dvm Z;
K-U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Vxr D;
S-2B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Mff A;
E-1F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Wsx K;
P-H: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Lsi K;
U1-A: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Dxz B;
W2-Y: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Fkk K;
M-Z: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Rxu D;
Deal Comments
Oqcqh. Kwg Dfoo Qqbowdn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 27, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-2 ZAS 12.000 3.90 - UU - - - 29.00% - Apzqumoh NCYL - 250 AETU+250 - - T OJW 78.880 9.60 - SS- - - - 9.50% - Qqpyyhcm NGBJ 850-875 900 HHAG+837 - - Wffmkd HEW 42.900 - - - - - - - - - - - - - - Retained J-1 OWP 707.000 3.60 - III - - - 26.00% - Gjzyrbdt LNWG - 202 GQIR+202 - - W JBQ 72.000 5.80 - X+ - - - 27.00% - Rbfscojy LOGD 320-330 360 NCWF+360 - - M AJP 43.700 4.40 - III- - - - 35.00% - Wpwbrzsj UVTR 550-560 575 EKIK+565 - -
Tranche Comments
J-1: First Pay: 2023-10-20; Redemption: 2024-04-20;
N-2: First Pay: 2023-10-20; Redemption: 2024-04-20;
W: First Pay: 2023-10-20; Redemption: 2024-04-20;
M: First Pay: 2023-10-20; Redemption: 2024-04-20;
T: First Pay: 2023-10-20; Redemption: 2024-04-20;
Wffmkd: First Pay: 2023-10-20; Redemption: 2024-04-20;
Deal Comments
Xwn Cuaa Qfotwar 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 30, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X TCN 91.000 4.70 - V - - - 80.34% - Bjvqyqzd JSXO 400-415 415 NQTO+415 - - Aezalr XWK 29.500 - - - - - - - - - - - - - - Retained A QSH 37.600 8.90 - HHH- - - - 26.00% - Qwvlycpr KNDM 550b 544 QYBP+544 - - X GOA 444.000 5.50 - GGG - - - 12.00% - Xxyaybex HHVG - 223 HJAY+223 - - S NZF 87.200 1.80 - RR - - - 43.00% - Puwpabjr LGJR - 305 ETYI+305 - - C QND 22.000 7.40 - II- - - - 2.10% - Mdyjqisl TZPT 875v 790 HCTC+790 - -
Tranche Comments
X: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Huw-gtmewp;
S: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Ugh-tqjyhk;
X: First Pay: 2023-04-20; Redemption: 2024-03-28;
A: First Pay: 2023-04-20; Redemption: 2024-03-28;
C: First Pay: 2023-04-20; Redemption: 2024-03-28;
Aezalr: First Pay: 2023-04-20; Redemption: 2024-03-28;
Deal Comments
Zku Dsgg Jltgkzb 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 27, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-L GXM 10.000 - - KKK- - - - 71.00% - Vefakvfv GWNO - 335 TTAS+335 - - G-B HKU 73.000 - - OO- - - - 4.00% - Tjhdasqx WCTZ - 725 NKVI+711 - - Q-G OCL 80.000 - - Q - - - 70.00% - Herzmuli LGQI - 215 JKKM+215 - - P-2-A YIW 69.500 - - KK - - - 75.00% - Czycxrbc WOYD - 187 GTKN+187 - - D-1t-I LVR 402.300 - - NNN - - - 40.00% - Jpdzfobl ZSID - 134 EMVP+134 - - O-1i-U MOJ 2.000 - - PPP - - - 33.00% - Yzbssuxb AXVT - 160 FXNF+160 - - Hmi WCY 14.000 - - - - - - - - - - - - - - Retained
Tranche Comments
D-1t-I: First Pay: 2022-04-20; Redemption: 2024-04-20;
O-1i-U: First Pay: 2022-04-20; Redemption: 2024-04-20;
P-2-A: First Pay: 2022-04-20; Redemption: 2024-04-20;
Q-G: First Pay: 2022-04-20; Redemption: 2024-04-20;
T-L: First Pay: 2022-04-20; Redemption: 2024-04-20;
G-B: First Pay: 2022-04-20; Redemption: 2024-04-20;
Hmi: First Pay: 2022-04-20; Redemption: 2024-04-20;
Deal Comments
Sgcge. Wjc Bcmm Vghxjru 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 9, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Efj REM 10.900 - - - - - - - - - - - - - - Retained D-1r-U UQT 28.500 - Qhh - - - - 11.00% - Rbwsewjo 3pW - 144 3gX+144 - - Y-2-M LAJ 67.000 - Rm2 - - - - 54.00% - Vcefoqrm 3gU 170-180 175 3jJ+175 - - X-E CVE 23.138 - P2 - - - - 45.74% - Ufmsvqxv 3jB 200-210 210 3sB+210 - - Q-H OZF 10.580 - Fii3 - - - - 84.92% - Wvltqtya 3tR 325-335 342 3qT+342 - - Q-1i-J VFC 332.400 - Udd - - - - 80.00% - Avjjouxj 3iX - 119 3mS+119 - - M-M ALH 52.000 - Yw3 - - - - 9.19% - Xmhabqzo 3bO Alz vx Klyc 600l 700 3iQ+700 - -
Tranche Comments
Q-1i-J: First Pay: 2021-10-20; Redemption: 2023-07-20;
D-1r-U: First Pay: 2021-10-20; Redemption: 2023-07-20; Comments: Kxmrfjmmi;
Y-2-M: First Pay: 2021-10-20; Redemption: 2023-07-20;
X-E: First Pay: 2021-10-20; Redemption: 2023-07-20;
Q-H: First Pay: 2021-10-20; Redemption: 2023-07-20;
M-M: First Pay: 2021-10-20; Redemption: 2023-07-20;
Efj: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Xcfcp. Mwu Swqq Dcsnwcy 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 8, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W JLA 11.560 - Wtt3 - - - - - - Whjqlzsg 3qR 200-210 330 3nP+330 - - Vml XIQ 20.720 - - - - - - - - - - - - - - Retained V OTJ 4.000 - Vff - - - - - - Zouprolz 3vB 70j 75 3dG+75 - - Z QWW 34.800 - G2 - - - - - - Gexzudne 3sF 160-170 205 3pG+205 - - F-2 MWP 58.000 - Vg2 - - - - - - Iufoaobw 3jQ - 172 3yT+172 - - T-1M OEY 75.900 - Phh - - - - - - Ubeahpfl 3bN - 142 3pW+142 - - M-1M TYN 111.900 - Oaa - - - - - - Ufuozedb 3qB - 117 3gR+117 - - Z-1M JXF 547.000 - Vyy - - - - - - Duskadky 3xT - 117 3pW+117 - - V ABD 87.000 - Og3 - - - - - - Fkksaqkp 3wK 300-310 675 3iQ+675 - -
Tranche Comments
V : Redemption: 2023-07-20;
M-1M: Redemption: 2023-07-20;
Z-1M: Redemption: 2023-07-20;
T-1M: Redemption: 2023-07-20;
F-2: Redemption: 2023-07-20;
Z: Redemption: 2023-07-20;
W: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
Vml: Redemption: 2023-07-20;
Deal Comments
Ywt Osnn Rkqswbd 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 19, 2003
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Ynf EUX 89.000 - - - - - - - - - - - - - - Retained L TEV 7.000 - - TTT NB - - - - Bmdlsbbm 3yX - 75 3cJ+75 - - N-2 HYH 67.400 - - UU GP - - - - Edrqthpg 3mZ - 175 3sK+175 - - S OHK 97.000 - - NNN- LW - - - - Hvxhymec 3bQ - 390 3uS+382 - - F-1r GNE 328.000 - - DDD GGG - - - - Nbvetmcj 3aQ - 138 3kR+138 - - P-1e NXT 56.900 - - VS YYY - - - - Mosebyol 3oX - 160 3mX+160 - - F-1 CXY 66.000 - - Z WD - - - - Lshfejrc 3xD - 250 3eA+250 - - X-2 XGJ 72.000 - - Z JJ - - - - Isihx - - - 3.177% - - P YIF 61.400 - - GG- CK - - - - Mbldfvzt 3cZ - 750 3gW+717 - -
Tranche Comments
L: First Pay: 2021-07-20; Redemption: 2022-01-20;
F-1r: First Pay: 2021-07-20; Redemption: 2022-01-20;
P-1e: First Pay: 2021-07-20; Redemption: 2022-01-20;
N-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
F-1: First Pay: 2021-07-20; Redemption: 2022-01-20;
X-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
S: First Pay: 2021-07-20; Redemption: 2022-01-20;
P: First Pay: 2021-07-20; Redemption: 2022-01-20;
Ynf: First Pay: 2021-07-20; Redemption: 2022-01-20;
Deal Comments
Eoc Xajj Mefqoft 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 28, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-2 CWN 25.000 - - WW VS - - 74.00% - Nbeddvqp 3kR - 255 3yT+255 - - C BAN 57.100 - - EEE- PJ - - 70.00% - Dfmbkrlz 3sD 525 525 3vZ+462 - - I-1 NBQ 883.000 - - CCC VVV - - 87.00% - Vuodlhwq 3zJ - 205 3kW+205 - - Knb HJD 85.200 - - GT GG - - - - - - - - - - - S LWS 78.000 - - X CN - - 98.00% - Ealraile 3xT - 310 3nA+303 - - Y WGP 59.600 - - VV- TR - - 93.00% - Fddhvuql 3vY 865-880 950 3kR+788 - -
Tranche Comments
I-1: First Pay: 2021-01-20; Comments: Pthxiuahw;
T-2: First Pay: 2021-01-20; Comments: Isqhwqkql;
S: First Pay: 2021-01-20; Comments: Zbyszrryi;
C: First Pay: 2021-01-20;
Y: First Pay: 2021-01-20;
Knb: First Pay: 2021-01-20;
Deal Comments
Qby-Vfjj Tmhfbyz 1.00
Reinvestment Period (YRS)
5
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