| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GPS | 876.000 | - | - | GGG | VVV | - | - | Rwbhvzem | 3fRb | - | 221 | 3qCx+208 | - | 24.90000 |
| U | TKK | 1.490 | - | - | MX | SZ | - | - | - | - | - | - | - | - | Retained |
| V-1 | HJD | 41.900 | - | - | RR | NN | - | - | Amwmjdds | 3wBc | 385-395 | 395 | 3lQy+336 | - | 48.00000 |
| O | ONF | 3.100 | - | - | T- | Z- | - | - | Hvjmypeg | 3sFr | - | 1400 | 3eCn+1062 | - | 69.00000 |
| S | MZL | 93.000 | - | - | B | A | - | - | Ilsyvbwr | 3tYo | - | 490 | 3lAx+432 | - | 89.00000 |
| U-Wvit | IIR | 15.000 | - | - | XXX | XXX | - | - | Dluzqlhc | 3wEy | - | 221 | 3sJn+208 | - | 29.50000 |
| Z-2 | MJU | 9.000 | - | - | EE | GG | - | - | Xgtsy | CUT | - | - | 7.000% | - | 10.90000 |
| Lrm | ABG | 79.000 | - | - | NW | MH | - | - | - | - | - | - | - | - | Retained |
| G | WMR | 53.600 | - | - | II- | FF- | - | - | Rbsqhkig | 3jLw | 1025n | 1025 | 3cVo+794 | - | 22.92000 |
| R | DWN | 71.500 | - | - | HHH- | ZZZ- | - | - | Lsjlrdce | 3kYs | - | 690 | 3bTm+564 | - | 10.20000 |
Tranche Comments
I: First Pay: 2023-07-15; Redemption: 2024-05-29;
U-Wvit: First Pay: 2023-07-15; Redemption: 2024-05-29;
V-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
Z-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
S: First Pay: 2023-07-15; Redemption: 2024-05-29;
R: First Pay: 2023-07-15; Redemption: 2024-05-29;
G: First Pay: 2023-07-15; Redemption: 2024-05-29;
O: First Pay: 2023-07-15; Redemption: 2024-05-29;
U: First Pay: 2023-07-15; Redemption: 2024-05-29;
Lrm: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Zzn Zfll Tmefzeq 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 14, 2002
WAL Test Period End Date
Aug 17, 2017