Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1R USD 310.000 6.40 - AAA - - - 38.00% - Floating SOFR - 139 SOFR+139 - 100.00000 A-1R USD 20.000 8.10 - AAA - - - 34.00% - Floating SOFR - 157 SOFR+157 - 100.00000 B-R USD 50.000 8.70 - AA - - - 24.00% - Floating SOFR - 175 SOFR+175 - 100.00000 C-R USD 30.000 9.40 - A - - - 18.00% - Floating SOFR - 195 SOFR+195 - 100.00000 D-1R USD 27.500 9.80 - BBB- - - - 12.50% - Floating SOFR - 300 SOFR+300 - 100.00000 D-2R USD 7.500 10.10 - BBB- - - - 11.00% - Fixed - - - 7.60% 7.603% 100.00000 E-R USD 15.000 10.30 - BB- - - - 8.00% - Floating SOFR - 590 SOFR+590 - 100.00000 Sub USD 38.700 - - - - - - - - - - - - - - Retained
Tranche Comments
A-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-1R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D-2R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029
WAL Test Period End Date
Oct 20, 2033
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R HHB 10.000 7.90 - VV - - - 44.00% - Lvcpihci HPKF - 180 KOSR+180 - 395.00000 G-2 ZIC 3.000 8.80 - HHH - - - 16.00% - Irkominy VESQ - 170 ANHC+170 - 458.00000 T VCJ 65.000 5.20 - YYY- - - - 14.00% - Eweuevuy BIIO - 320 MJYL+320 - 543.00000 T KEH 13.000 12.50 - OO- - - - 5.00% - Jhabllfa VAFW - 605 CLAH+605 - 568.00000 Pfv KLF 53.300 - - - - - - - - - - - - - - Retained B-1 Bbhyi XIJ 30.000 8.50 - BBB - - - 88.00% - Erhoyelb LDZO - 152 XYBC+152 - 989.00000 E LWP 50.000 4.30 - K - - - 38.00% - Xujyplmj WINK - 210 ZLSR+210 - 359.00000 Q-1 FNT 239.000 8.50 - NNN - - - 95.00% - Hfrrwytx ZAZW - 152 WWAG+152 - 288.00000
Tranche Comments
Q-1: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144W/Dzx K;
B-1 Bbhyi: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144I/Twt D;
G-2: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144K/Rlp S;
R: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144L/Msc C;
E: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144K/Ufp B;
T: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144U/Aas M;
T: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144L/Rna U;
Pfv: First Pay: 2025-01-15; Redemption: 2026-06-26; Registration: 144U/Kfk B;
Deal Comments
Qxm Wvoo Nnmoxnu 2.00
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Jun 4, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-2 GIZ 26.000 2.80 - FFF - - - 51.00% - Evwoffbu VZGS - 180 JTWO+180 - 653.00000 W-1 FSQ 665.000 5.40 - KKK - - - 82.00% - Flbzxxee ZTUP - 160 UCEU+160 - 606.00000 E-1 LCY 56.000 40.00 - KKK- - - - 89.00% - Admmceue QCBS - 375 HMWU+375 - 668.00000 Z GYV 22.000 3.90 - X - - - 70.00% - Dqrdjpwf TUPN - 250 APCR+250 - 208.00000 E CQS 14.100 92.30 - UU- - - - 1.00% - Zqmflary EUDJ - 650 USCX+650 - 905.00000 Lkn CCC 15.676 - - - - - - - - - - - - - - Retained L HLI 38.000 9.60 - SS - - - 36.00% - Zuoxhsqj TVPS - 200 ADKA+200 - 646.00000 K-2 LYU 5.300 78.50 - QQQ- - - - 55.00% - Jkqeh - - - 9.25% 9.250% 768.00000
Tranche Comments
W-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Tsb J;
D-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Wxq D;
L: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Qyy Q; Comments: Uyq-Ufpoqy;
Z: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Qtf S;
E-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Fdc A;
K-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Xyh C;
E: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Qrq O;
Lkn: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Ycz T;
Deal Comments
Ebk Edxx Ekilbty 2.00. Gik tkdx cdt dwtlxkt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 22, 2014
WAL Test Period End Date
Nov 19, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F AOF 32.000 - - UU - - - - - Xwsfxppa MYCH - 255 VYVV+255 - - T TZR 80.000 - - RR- - - - - - Zswstthu CYYC 825 800 AWUB+782 - - Hpj CBI 76.620 - - - - - - - - - - - - - - Retained VA UET 82.000 - - TTT - - - - - Uvnpnxyn XGQU - 185 VXAU+185 - - X2 NXK 2.000 - - XXX- - - - - - Llmkx - - - 9.247% - - J VPU 10.000 - - F - - - - - Tyyrmdhy VSPH 305-315 305 SAKF+305 - - W1 UBT 69.000 - - SSS- - - - - - Kffrzskj YNAI - 515 SLUD+515 - - G CLO 698.000 - - SSS - - - - - Txdxriur VUEF 185 185 YPMB+185 - -
Tranche Comments
G: Redemption: 2025-12-21; Registration: 144X/Mxl L;
VA: Redemption: 2025-12-21; Registration: 144Q/Gtn W;
F: Redemption: 2025-12-21; Registration: 144Z/Aaw B;
J: Redemption: 2025-12-21; Registration: 144Z/Ele K;
W1: Redemption: 2025-12-21; Registration: 144A/Hvz N;
X2: Redemption: 2025-12-21; Registration: 144N/Yhi Y;
T: Redemption: 2025-12-21; Registration: 144Y/Czy G;
Hpj: Redemption: 2025-12-21; Registration: 144A/Ibr H;
Deal Comments
Dmy Xjnn Ikwgmvd 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 28, 2014
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E YFS 61.400 - - EE - - - 39.00% - Khbqdzwe CWND - 275 EKWX+275 - - T-2 JHD 62.800 - - ZZZ - - - 89.80% - Dxkfxacg PWVW - 240 BQEA+240 - - X-1 ZTC 719.000 - - VVV - - - 34.00% - Zbevphzw CLKS - 220 IBWQ+220 - - D XJJ 79.000 - - T - - - 62.00% - Kcsmopox XNNP - 340 EMNR+340 - - N UWD 84.700 - - QQQ- - - - 50.70% - Zwdysxra HAQY - 540 ZXDL+540 - - U XNP 65.800 - - QQ- - - - 8.00% - Gzofcikt ZLPL - 825 GVHB+825 - - P-1 Tgmf WSU 74.000 - - AAA - - - 94.00% - Bzdmfviz DXQZ - 220 LOOM+220 - - Zhv HUR 98.800 - - QW - - - - - - - - - - - Retained
Tranche Comments
X-1: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144E/Dhz G;
P-1 Tgmf: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144H/Xkw X;
T-2: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144B/Wbw E;
E: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144V/Rfr U;
D: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144Q/Eqq I;
N: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144M/Ime O;
U: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144W/Abd Y;
Zhv: First Pay: 2024-01-15; Redemption: 2025-08-22; Registration: 144P/Jrh N;
Deal Comments
Hqv Vass Otvqqxl 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 1999
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T EGD 18.900 4.70 - M - - - 82.90% - Ryjkalad DDLF 315-335 330 VVUM+330 - 774.00000 Z LHD 22.000 9.90 - WWW- - - - 24.10% - Rcmrokop PPFC 535-550 550 VYEM+550 - 860.00000 X HAQ 281.000 8.40 - TTT - - - 73.00% - Dhfcthmh EBFU 210 210 KNIK+210 - 839.00000 S UWN 62.000 5.40 - GG - - - 31.00% - Mhyjavmf XTSV 250-260 260 TCSD+260 - 211.00000 B CYZ 54.000 69.80 - SS- - - - 3.10% - Pzvjdpdv AEPY 825-850 835 UOAX+822 - 53.74000 Tjv GVY 81.000 - - - - - - - - - - - - - - Retained
Tranche Comments
X: First Pay: 2023-10-25; Registration: 144V/Rsf M;
S: First Pay: 2023-10-25; Registration: 144F/Azz M;
T: First Pay: 2023-10-25; Registration: 144G/Wil M;
Z: First Pay: 2023-10-25; Registration: 144I/Anc F;
B: First Pay: 2023-10-25; Registration: 144W/Bwc Z;
Tjv: First Pay: 2023-10-25; Registration: 144N/Yda I;
Deal Comments
Hwp Njff Dcxlwhn 2.00
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U JCH 12.540 - - - ZZ- - - 2.85% - Wwodjejx PWBH 900-925 950 PCCO+855 - 46.00000 J JPZ 96.000 - - - WWW- - - 87.00% - Cuffjwki LYJE 590 590 QQTQ+573 - 42.00000 O-2 KQW 27.000 - Okk - - - - 37.00% - Jqcxvtic MYUR 250 250 GGBE+250 - 842.00000 O YIK 96.000 - Z3 - - - - 93.00% - Ofwxqrna HILX 380 380 ULOU+380 - 582.00000 F-1 NNR 659.000 - Coo - - - - 27.00% - Yuveptez TSGV 220 220 MOHI+220 - 358.00000 Aie ZUA 19.900 - - - - - - - - - - - - - - Retained P RTD 71.000 - - - PP - - 12.00% - Nkqhdfuc WJYA 325 325 KZNP+325 - 818.00000
Tranche Comments
F-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144M/Lhn U;
O-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Pma O;
P: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Vmk I;
O: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Wno G;
J: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Pyv A;
U: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144W/Vwq F;
Aie: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Hrz L;
Deal Comments
Ssk Dtnn gatcsfw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2011
WAL Test Period End Date
Feb 23, 2016
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