| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 5.00 | Aaa | - | NR | - | - | 40.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| A-2 | USD | 16.000 | 6.50 | NR | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | - |
| B | USD | 40.000 | 6.80 | NR | - | AA | - | - | 26.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| C | USD | 25.000 | 7.50 | NR | - | A | - | - | 19.75% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| D | USD | 24.000 | 8.20 | NR | - | BBB- | - | - | 13.75% | - | Floating | SOFR | - | 685 | SOFR+595 | - | - |
| E | USD | 12.000 | 8.70 | NR | - | BB- | - | - | 10.75% | - | Floating | SOFR | - | 1085 | SOFR+924 | - | - |
| Equity | USD | 38.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
A-2: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
C: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
D: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
E: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Equity: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| GU | JBM | 73.000 | - | - | TTT- | - | - | - | - | - | Gvymtfrp | 3hV | - | 335 | 3dA+335 | - | - |
| T1A | JXI | 340.000 | - | - | AAA | - | - | - | - | - | Xslayhyd | 3iD | - | 115 | 3rS+115 | - | - |
| D2Z | GWV | 1.000 | - | - | II- | - | - | - | - | - | Irhwmsqq | 3uL | - | 755 | 3hI+755 | - | - |
| JS | BHI | 44.000 | - | - | T | - | - | - | - | - | Yqmfdatt | 3bV | - | 220 | 3uS+220 | - | - |
| T1Q | WXS | 7.000 | - | - | CC+ | - | - | - | - | - | Pqfamqvk | 3gR | - | 695 | 3cF+695 | - | - |
| Z2F | TXX | 22.000 | - | - | BB | - | - | - | - | - | Hcadaisr | 3zD | - | 170 | 3cV+170 | - | - |
Tranche Comments
T1A: First Pay: 2022-01-15; Redemption: 2022-10-15;
Z2F: First Pay: 2022-01-15; Redemption: 2022-10-15;
JS: First Pay: 2022-01-15; Redemption: 2022-10-15;
GU: First Pay: 2022-01-15; Redemption: 2022-10-15;
T1Q: First Pay: 2022-01-15; Redemption: 2022-10-15;
D2Z: First Pay: 2022-01-15; Redemption: 2022-10-15;
Deal Comments
Gtqatetyatb. Hjt Veww Dtaajjl 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 7, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FWW | 59.300 | - | - | SS- | - | - | - | 6.40% | - | Dmywofeg | 3kB | - | 715 | 3kM+715 | - | - |
| N-Z | JFV | 645.910 | - | - | PPP | - | - | - | 39.30% | - | Hcowdjub | 3cX | - | 99 | 3mJ+99 | - | - |
| N-Z | JCF | 65.700 | - | - | JJJ- | - | - | - | 79.00% | - | Pzuytxll | 3yQ | - | 375 | 3rO+375 | - | - |
| X-H | JPQ | 98.700 | - | - | AA | - | - | - | 58.00% | - | Dmuetrou | 3mM | - | 150 | 3iO+150 | - | - |
| K-C | CZL | 23.000 | - | - | K | - | - | - | 43.00% | - | Qymduast | 3xS | - | 255 | 3cO+255 | - | - |
Tranche Comments
N-Z: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144J Wrkt;
X-H: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144Y Maqb;
K-C: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144X Uokp;
N-Z: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144I Fvpd;
O: First Pay: 2021-07-15; Redemption: 2022-04-15; Registration: 144F Rjvt;
Deal Comments
Asnwukuvwum. Guu Ekkk Hszwunh 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 14, 1995
WAL Test Period End Date
Oct 20, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OPC | 18.760 | - | - | VVV- | - | - | - | 18.00% | - | Lbzezpkc | 3xA | - | 530 | 3cL+530 | - | - |
| Lon | MIO | 52.000 | - | - | - | - | - | - | - | - | Rqrpfylz | 3hY | - | - | - | - | - |
| C | KGM | 632.620 | - | - | QQQ | - | - | - | 98.00% | - | Yhpuaddb | 3kN | - | 180 | 3nU+180 | - | - |
| R | UME | 26.320 | - | - | MM | - | - | - | 64.24% | - | Wdheflyq | 3xI | - | 240 | 3sH+240 | - | - |
| F | TWQ | 11.000 | - | - | N | - | - | - | 56.81% | - | Pwedqjdq | 3mM | - | 330 | 3nK+330 | - | - |
Tranche Comments
C: First Pay: 2020-10-15; Registration: 144V Cnlj;
R: First Pay: 2020-10-15; Registration: 144R Lfov;
F: First Pay: 2020-10-15; Registration: 144V Ezlj;
C: First Pay: 2020-10-15; Registration: 144B Kfxr;
Lon: First Pay: 2020-10-15; Registration: 144M Fmrp;
Deal Comments
Ejq-Cncc Mparjvd 1.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1F | LRQ | 273.000 | - | - | JJJ | FFF | - | - | - | - | Mrvhpjab | 3dB | - | 143 | 3fK+143 | - | - |
| Q | IIN | 86.000 | - | - | D | - | - | - | - | - | Nldxmisr | 3cD | - | 267 | 3mD+267 | - | - |
| F-1J | WEN | 1.000 | - | - | - | III | - | - | - | - | Epqqddwh | 3xG | - | 190 | 3sW+190 | - | - |
| F | EQS | 66.000 | - | - | DDD- | - | - | - | - | - | Twsdyysy | 3uV | - | 370 | 3aY+370 | - | - |
| F | ENT | 44.000 | - | - | FF- | - | - | - | - | - | Rcuulkty | 3fE | - | 720 | 3cD+698 | - | - |
| R-2 | MAN | 21.000 | - | - | JJ | - | - | - | - | - | Jezqrbae | 3vX | - | 210 | 3wG+210 | - | - |
| Xdl | ROP | 41.700 | - | - | HO | YA | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1F: First Pay: 2020-04-15; Redemption: 10/15/2021;
F-1J: First Pay: 2020-04-15; Redemption: 10/15/2021;
R-2: First Pay: 2020-04-15; Redemption: 10/15/2021;
Q: First Pay: 2020-04-15; Redemption: 10/15/2021;
F: First Pay: 2020-04-15; Redemption: 10/15/2021;
F: First Pay: 2020-04-15; Redemption: 10/15/2021;
Xdl: First Pay: 2020-04-15; Redemption: 10/15/2021;
Reinvestment Period End Date
Jun 29, 2002