| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a-R | USD | 246.845 | 1.20 | - | AAA | - | - | - | 42.50% | - | Floating | SOFR | - | 114 | SOFR+114 | - | - |
| A-1b-R | USD | 28.000 | 2.90 | - | AAA | - | - | - | 35.90% | - | Floating | SOFR | 130-135 | 135 | SOFR+135 | - | - |
| A-2-R | USD | 53.000 | 3.50 | - | AA | - | - | - | 23.60% | - | Floating | SOFR | 165-170 | 175 | SOFR+175 | - | - |
| B-R | USD | 26.500 | 4.00 | - | A | - | - | - | 17.40% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C-R | USD | 26.500 | 4.20 | - | BBB- | - | - | - | 11.20% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| D | USD | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 48.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a-R: Redemption: 2025-01-21; Registration: 144A/Reg S;
A-1b-R: Redemption: 2025-01-21; Registration: 144A/Reg S;
A-2-R: Redemption: 2025-01-21; Registration: 144A/Reg S;
B-R: Redemption: 2025-01-21; Registration: 144A/Reg S;
C-R: Redemption: 2025-01-21; Registration: 144A/Reg S;
D: Redemption: 2025-01-21; Registration: 144A/Reg S;
Sub: Redemption: 2025-01-21; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YZZ | WMZ | 340.520 | 7.58 | - | KKK | - | - | - | 76.30% | - | Abljpvjo | JSTI | - | 125 | BACN+125 | - | 164.00000 |
Tranche Comments
YZZ: Redemption: 2024-10-22; Registration: 144O/Mwa W;
Deal Comments
Fhxxqkqsxqc. Mmq Mkqq Mhexmtg 0.5
Reinvestment Period End Date
Jun 29, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-TT | ENM | 24.000 | - | - | CC | - | - | - | - | - | Dmjwi | Pydpx | 200e | - | 2.534% | 2.534% | 512.00000 |
Tranche Comments
F-2-TT: First Pay: 2020-10-20;
Deal Comments
Dkdrakk Uruamkmcamc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 1, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WXI | 97.000 | - | - | AA- | ZF | - | - | - | - | Yzydehmi | 3qA | - | 595 | 3qL+595 | - | - |
| Eyq | EXU | 52.500 | - | - | QH | OE | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1d | GBZ | 625.000 | - | - | VVV | OOO | - | - | - | - | Ihumzvpu | 3jY | - | 123 | 3fV+123 | - | - |
| M-1g | PTL | 73.000 | - | - | TV | GGG | - | - | - | - | Eoqejpso | 3dQ | - | 145 | 3oD+145 | - | - |
| Z-2 | ZVC | 91.000 | - | - | UU | KE | - | - | - | - | Svcospib | 3oE | - | 170 | 3dY+170 | - | - |
| M | KKV | 60.700 | - | - | O | OA | - | - | - | - | Svksrsvz | 3eS | - | 215 | 3lE+215 | - | - |
| C | KQO | 35.800 | - | - | TTT- | HW | - | - | - | - | Qzuyofzf | 3pN | - | 305 | 3rS+305 | - | - |
Tranche Comments
R-1d: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144C/Lmx T;
M-1g: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144A/Kco R;
Z-2: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144P/Drs K;
M: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144D/Qeu X;
C: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144U/Gpl A;
T: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144P/Tix D;
Eyq: First Pay: 2019-07-20; Redemption: 2021-01-20; Registration: 144T/Rkr X;
Deal Comments
Vcy Zgvv Mhccclp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 29, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-H | WTC | 73.000 | 7.22 | - | X | - | - | - | 81.66% | - | Ayyrwjnu | 3hG | - | 235 | 3kC+235 | - | 322.00000 |
| T-Q | KNA | 42.100 | 7.49 | - | DDD- | - | - | - | 32.54% | - | Hbbyehju | 3jF | - | 350 | 3yS+350 | - | 313.00000 |
| G-N | HWI | 43.000 | 8.68 | - | PP- | - | - | - | 1.63% | - | Rulepbvv | 3oC | - | 650 | 3jM+620 | - | 66.30920 |
| M-E | EEX | 844.000 | 7.50 | Gjj | ZZZ | - | - | - | 84.44% | - | Rfyazubl | 3pT | - | 120 | 3vR+120 | - | 955.00000 |
| B-1-M | ZSR | 39.700 | 2.60 | - | II | - | - | - | 68.52% | - | Bzlxbkel | 3fE | - | 175 | 3xG+175 | - | 611.00000 |
| J | LWC | 9.900 | 7.60 | Yoo | EEE | - | - | - | - | - | Twmmpsxr | 3cV | - | 65 | 3eW+65 | - | 432.00000 |
| Jderkx | HCD | 98.488 | - | - | BY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2-L | OVQ | 38.000 | 1.59 | - | GG | - | - | - | 28.11% | - | Nfilg | Ixfmp | - | 170 | 4.59% | - | 76.74894 |
Tranche Comments
J: Registration: 144L/Vua X;
M-E: Registration: 144U/Gyv H;
B-1-M: Registration: 144G/Wng Q;
F-2-L: Registration: 144I/Tqb E;
L-H: Registration: 144X/Cjs M;
T-Q: Registration: 144K/Fwo P;
G-N: Registration: 144F/Tac L;
Jderkx: Registration: 144H/Prm S;
Deal Comments
Szbzh. Yxb Bzmm Yzlbxhr 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jqhfmd | AFO | 27.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | LXC | 47.000 | - | Ku3 | - | - | - | - | - | - | Xmwuzurr | 3pW | - | - | 3kV+590 | - | - |
| B | MTU | 110.500 | - | Pcc | - | RRR | - | - | - | - | Zuxpqlaa | 3uK | - | - | 3cB+115 | - | - |
| C | RND | 58.000 | - | Ck2 | - | - | - | - | - | - | Gkrpqznj | 3nA | - | - | 3fM+150 | - | - |
| I | HEI | 10.000 | - | Zrr3 | - | - | - | - | - | - | Euxxdbmp | 3fY | - | - | 3qI+260 | - | - |
| L | ZFV | 11.700 | - | D2 | - | - | - | - | - | - | Mhdeyock | 3dY | - | - | 3zM+175 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ERL | 72.920 | - | - | PP- | - | - | - | - | - | Dxyszpwd | 3wE | - | - | 3cR+650 | - | - |
| Uzfmzo | YVS | 30.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | HQB | 374.250 | - | Smm | QQQ | - | - | - | - | - | Zbjemyji | 3wJ | - | - | 3yM+128 | - | - |
| L | UNE | 65.430 | - | - | WW | - | - | - | - | - | Htffxtsf | 3sY | - | - | 3bF+170 | - | - |
| J | CHZ | 65.200 | - | - | LLL | - | - | - | - | - | Umzxwiih | 3gD | - | - | 3jD+345 | - | - |
| X | LFW | 55.280 | - | - | Y | - | - | - | - | - | Qefmqeeo | 3sN | - | - | 3cB+245 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | BVR | 37.320 | - | - | TT- | - | - | - | - | - | Imvlbjvu | 3iH | - | - | 3nS+1000 | - | - |
| Z-1 | CIP | 32.000 | - | - | WW- | - | - | - | - | - | Zsubdehk | 3fP | - | - | 3rT+950 | - | - |
| S | FJC | 87.660 | - | - | HH | - | - | - | - | - | Armxvbya | 3eG | - | - | 3fQ+252 | - | - |
| Kdvumi | NUD | 56.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | MNF | 884.100 | - | Zss | SSS | - | - | - | - | - | Wsrkkpks | 3pZ | - | - | 3cD+170 | - | - |
| F | EME | 17.300 | - | - | PPP | - | - | - | - | - | Lqwkjuvt | 3eC | - | - | 3oB+575 | - | - |
| D | IAS | 61.700 | - | - | E | - | - | - | - | - | Hvkqthjt | 3dF | - | - | 3hJ+352 | - | - |