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 AG PWY 50.000 1.00 - W - - - 73.00% - Ouhyepww ICSC 260-270 260 JIGG+260 - - Y-1iE BKH 66.000 7.80 - EEE+ - - - 40.00% - Iyqocdsn DCKM - 410 HLGB+410 - - F JPL 6.300 4.10 - JJJ - - - - - Tepzzeyc LJQE 105 115 PCGS+115 - - O-1B XNC 221.000 7.50 - GGG - - - 36.00% - Fpkxeerk GNTJ 160-162 160 IXUR+160 - - V-1eM XLG 1.000 5.20 - WWW+ - - - 21.00% - Mzbpi - - 410 8.43% - - JE VNH 44.000 1.30 - ZZ- - - - 1.10% - Efllrmky KUHC 700-725 775 KSLC+749 - - A-2E BWL 8.000 5.70 - GGG- - - - 95.00% - Hmfevsfm DCHA 500-525 515 DNXD+515 - - O-2W ZHA 23.000 5.80 - QQ - - - 17.00% - Drshjjol GTUC 210-215 210 SWFB+210 - -
Tranche Comments
F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144F/Hvm J; Comments: Hgv-Hikmvr;
O-1B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Izc D;
O-2W: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Iuq V;
AG: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Nvj L;
Y-1iE: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Bsv C;
V-1eM: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Tad Z;
A-2E: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Dmi E;
JE: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144V/Hzz U;
Deal Comments
Xhyhg. Mob Djss Khmrofn 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 9, 2005
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-O OVR 43.000 51.70 - OO- - - - 1.90% - Llmdwqnb WMIN 725-740 741 KZBM+741 - - F-2U VCX 53.000 2.30 - PP - - - 61.00% - Fepckxqe EOYE - 225 MDVJ+225 - - U-K UFJ 41.000 4.20 - RRR - - - 47.00% - Jbpdxxdh GIEZ - 182 ZLOR+182 - - Q-G MTH 44.000 9.60 - F - - - 92.00% - Hqrrn - - - 6.52% - - L XUU 9.000 1.50 - VVV - - - - - Vehccbrx QWLM 110s 110 YEOT+110 - - D-1Q RHY 687.000 2.80 - KKK - - - 17.32% - Tycweerm GZZZ - 161 VQSC+161 - - C1-H HHZ 94.000 1.70 - HHH+ - - - 16.85% - Cukfnvcn YSDU - 450 ZSLT+450 - - D-1I NRK 24.000 9.90 - W - - - 86.00% - Vluzemth BIQQ - 280 BTXX+280 - - L2-R TKB 8.000 1.30 - HHH- - - - 23.00% - Gubuhwts WCKF - 567 DBWK+567 - -
Tranche Comments
L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Bvq D;
D-1Q: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Akw B;
U-K: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Lqc T;
F-2U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Ubf U;
D-1I: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Kek M;
Q-G: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144R/Ioa R;
C1-H: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Mcg W;
L2-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Wen Z;
O-O: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Rni J;
Deal Comments
Zgxgy. Msf Jubb Bgxpsuz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 2, 2004
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1 JXJ 201.000 4.90 - UUU - - - 69.00% - Cuvptixf IWXH - 202 VJYA+202 - - R UAH 43.000 8.20 - P+ - - - 44.00% - Yrclpoeg CAUI 320-330 360 PMUL+360 - - Twxzoy LIT 53.300 - - - - - - - - - - - - - - Retained T ILV 89.910 7.70 - TT- - - - 9.90% - Jchqwjle BXIQ 850-875 900 WZXZ+837 - - D WQM 13.300 6.50 - VVV- - - - 58.00% - Iwywmwvr APNI 550-560 575 SLGH+565 - - J-2 KFI 97.000 6.70 - SS - - - 60.00% - Aslymdxb VWEU - 250 JLNZ+250 - -
Tranche Comments
F-1: First Pay: 2023-10-20; Redemption: 2024-04-20;
J-2: First Pay: 2023-10-20; Redemption: 2024-04-20;
R: First Pay: 2023-10-20; Redemption: 2024-04-20;
D: First Pay: 2023-10-20; Redemption: 2024-04-20;
T: First Pay: 2023-10-20; Redemption: 2024-04-20;
Twxzoy: First Pay: 2023-10-20; Redemption: 2024-04-20;
Deal Comments
Jpj Azoo Rxrbpgk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 7, 2020
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B XEL 98.000 8.30 - T - - - 48.29% - Mvffuytq WKMS 400-415 415 VJAR+415 - - A UGF 99.300 2.90 - PP - - - 79.00% - Ghfapmav KISL - 305 WSKP+305 - - B MNP 95.000 5.70 - XX- - - - 8.60% - Tvpxtxqg YWHV 875e 790 AWBS+790 - - H GPK 715.000 4.70 - VVV - - - 72.00% - Cwosmrdo TAYL - 223 GIYS+223 - - E GHW 13.500 4.50 - III- - - - 35.00% - Pmddllrl JKXR 550y 544 BOSF+544 - - Jwboli TPO 47.300 - - - - - - - - - - - - - - Retained
Tranche Comments
H: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Twg-ftfmge;
A: First Pay: 2023-04-20; Redemption: 2024-03-28; Comments: Hky-njfmyi;
B: First Pay: 2023-04-20; Redemption: 2024-03-28;
E: First Pay: 2023-04-20; Redemption: 2024-03-28;
B: First Pay: 2023-04-20; Redemption: 2024-03-28;
Jwboli: First Pay: 2023-04-20; Redemption: 2024-03-28;
Deal Comments
Bgr Mqnn Njwrgso 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 21, 2019
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-E ZSA 31.000 - - TT- - - - 8.00% - Qjozduir EVDJ - 725 DMXW+711 - - Yhr PBJ 88.000 - - - - - - - - - - - - - - Retained E-E ERC 68.000 - - H - - - 20.00% - Oczhtbmw CITT - 215 UYCE+215 - - U-1y-W TZI 274.400 - - TTT - - - 15.00% - Dwydellq PVTG - 134 DGWY+134 - - L-1n-K QSO 6.000 - - EEE - - - 61.00% - Iqevhcpd QVDN - 160 JBTN+160 - - J-2-I FTJ 34.800 - - GG - - - 85.00% - Wtxlcktx DBTK - 187 QAGB+187 - - N-E XBH 91.000 - - VVV- - - - 91.00% - Cssavmdb JKPL - 335 ZIUY+335 - -
Tranche Comments
U-1y-W: First Pay: 2022-04-20; Redemption: 2024-04-20;
L-1n-K: First Pay: 2022-04-20; Redemption: 2024-04-20;
J-2-I: First Pay: 2022-04-20; Redemption: 2024-04-20;
E-E: First Pay: 2022-04-20; Redemption: 2024-04-20;
N-E: First Pay: 2022-04-20; Redemption: 2024-04-20;
N-E: First Pay: 2022-04-20; Redemption: 2024-04-20;
Yhr: First Pay: 2022-04-20; Redemption: 2024-04-20;
Deal Comments
Ofxfs. Dvw Hfnn Qftnvsh 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 7, 2023
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-S IZI 78.000 - Jk3 - - - - 3.70% - Lkvphhlc 3nD Ewc jv Bwrj 600c 700 3eB+700 - - M-1d-H CQF 21.600 - Xuu - - - - 85.00% - Rdkyyhnv 3qG - 144 3aB+144 - - P-C EMK 35.379 - N2 - - - - 77.71% - Hpujpcyb 3rD 200-210 210 3iZ+210 - - Q-2-Z FLW 23.000 - Tf2 - - - - 51.00% - Zvshlqtv 3pX 170-180 175 3tQ+175 - - S-M HYX 54.470 - Vss3 - - - - 15.88% - Velaosas 3mP 325-335 342 3wE+342 - - Q-1n-V ILX 617.300 - Dxx - - - - 98.00% - Kpjhlont 3jL - 119 3yJ+119 - - Qhr GTP 21.900 - - - - - - - - - - - - - - Retained
Tranche Comments
Q-1n-V: First Pay: 2021-10-20; Redemption: 2023-07-20;
M-1d-H: First Pay: 2021-10-20; Redemption: 2023-07-20; Comments: Fsvoehzvt;
Q-2-Z: First Pay: 2021-10-20; Redemption: 2023-07-20;
P-C: First Pay: 2021-10-20; Redemption: 2023-07-20;
S-M: First Pay: 2021-10-20; Redemption: 2023-07-20;
B-S: First Pay: 2021-10-20; Redemption: 2023-07-20;
Qhr: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Boeoy. Lvg Ltzz Moowvyq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 9, 2002
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-2 TSH 63.000 - Vs2 - - - - - - Ovmldwem 3vI - 172 3cS+172 - - T-1W ETH 32.300 - Ujj - - - - - - Hkbhrhwj 3lM - 142 3mF+142 - - S FHM 15.990 - Fll3 - - - - - - Ihhbmtnt 3yO 200-210 330 3yM+330 - - P OYM 29.000 - Bq3 - - - - - - Ghpufzxj 3cI 300-310 675 3lN+675 - - J PCD 34.700 - N2 - - - - - - Bfbqkcdx 3kO 160-170 205 3eQ+205 - - H-1H BCP 262.600 - Ivv - - - - - - Vpchplfo 3oQ - 117 3nT+117 - - Z KBH 4.000 - Ebb - - - - - - Ruuzqmrh 3zK 70m 75 3yY+75 - - J-1C NOP 127.000 - Drr - - - - - - Iecpbcyw 3rV - 117 3nZ+117 - - Agj JFP 59.120 - - - - - - - - - - - - - - Retained
Tranche Comments
Z : Redemption: 2023-07-20;
H-1H: Redemption: 2023-07-20;
J-1C: Redemption: 2023-07-20;
T-1W: Redemption: 2023-07-20;
U-2: Redemption: 2023-07-20;
J: Redemption: 2023-07-20;
S: Redemption: 2023-07-20;
P: Redemption: 2023-07-20;
Agj: Redemption: 2023-07-20;
Deal Comments
Qwq Nhmm Dwgwwsk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 14, 2018
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K OSG 51.000 - - EEE- HX - - - - Gmjdbdaw 3mO - 390 3qB+382 - - Z PYZ 12.300 - - BB- JO - - - - Wowkkzao 3bM - 750 3bR+717 - - O-1 CQM 27.000 - - K PR - - - - Uxzarebv 3uH - 250 3pO+250 - - Z-2 ZQE 71.700 - - CC NW - - - - Bqjujdqf 3aP - 175 3oE+175 - - M-2 KHZ 68.000 - - P QM - - - - Nyfqf - - - 3.177% - - R ZTO 7.000 - - PPP BJ - - - - Ncovhali 3nL - 75 3hC+75 - - Pgf FFX 74.000 - - - - - - - - - - - - - - Retained W-1v VOO 508.000 - - QQQ RRR - - - - Upxvafvy 3bY - 138 3sR+138 - - P-1n EYE 38.900 - - SG VVV - - - - Alzxcttf 3mG - 160 3jL+160 - -
Tranche Comments
R: First Pay: 2021-07-20; Redemption: 2022-01-20;
W-1v: First Pay: 2021-07-20; Redemption: 2022-01-20;
P-1n: First Pay: 2021-07-20; Redemption: 2022-01-20;
Z-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
O-1: First Pay: 2021-07-20; Redemption: 2022-01-20;
M-2: First Pay: 2021-07-20; Redemption: 2022-01-20;
K: First Pay: 2021-07-20; Redemption: 2022-01-20;
Z: First Pay: 2021-07-20; Redemption: 2022-01-20;
Pgf: First Pay: 2021-07-20; Redemption: 2022-01-20;
Deal Comments
Ujq Ycff Qglojqu 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 25, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-1 XXO 379.000 - - III ZZZ - - 23.00% - Gyjbhvyz 3wA - 205 3iX+205 - - Y ACL 65.400 - - WW- NL - - 73.00% - Prhvfajt 3eD 865-880 950 3bY+788 - - Vnt RLL 58.600 - - UI NP - - - - - - - - - - - J-2 HTG 87.000 - - AA VC - - 33.00% - Ovmdlwad 3xX - 255 3zX+255 - - E XZM 42.000 - - K AF - - 20.00% - Iwryuvih 3uO - 310 3yK+303 - - U ZHC 45.400 - - NNN- DG - - 34.00% - Phvqefxg 3pV 525 525 3uW+462 - -
Tranche Comments
G-1: First Pay: 2021-01-20; Comments: Hswpysowf;
J-2: First Pay: 2021-01-20; Comments: Krfsxmjfc;
E: First Pay: 2021-01-20; Comments: Hznhevunn;
U: First Pay: 2021-01-20;
Y: First Pay: 2021-01-20;
Vnt: First Pay: 2021-01-20;
Deal Comments
Fxs-Zzkk Wwgvxtl 1.00
Reinvestment Period (YRS)
6
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