| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ECL | 24.000 | - | - | L | - | - | - | 24.00% | - | Qkjqaptl | 3uS | - | 275 | 3vN+275 | - | 815.00000 |
| HF | NBS | 54.000 | - | - | QQQ | - | - | - | 88.00% | - | Wmxwxkpr | 3qV | - | 143 | 3vK+143 | - | 860.00000 |
| N1 | ZMS | 29.000 | - | - | KK | - | - | - | 16.00% | - | Xdfktsdy | 3yX | - | 190 | 3rI+190 | - | 623.00000 |
| L | FFH | 70.920 | - | - | KKK- | - | - | - | 82.60% | - | Imrupbjm | 3eW | - | 435 | 3iB+416 | - | 83.60000 |
| Ydf | EWX | 52.207 | - | - | JN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | NYW | 84.730 | - | - | RR- | - | - | - | 4.00% | - | Clxmcsjn | 3xI | - | 825 | 3qC+766 | - | 41.00000 |
| LI | WXC | 8.000 | - | - | LL | - | - | - | 17.00% | - | Gvjgk | - | - | 190 | 2.672% | - | 966.00000 |
| FM | YYL | 823.000 | - | - | III | - | - | - | 56.00% | - | Qwzzloed | 3aK | - | 143 | 3fC+143 | - | 557.00000 |
Tranche Comments
FM: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Z/Fau M;
HF: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144C/Ejq Y;
N1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Z/Uqz S;
LI: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144A/Vzh G;
P: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144G/Kqo A;
L: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144M/Dha Z;
R: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144M/Azf Y;
Ydf: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144N/Ltq H;
Deal Comments
Uyj Yzll Lqluyev 3.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 17, 2004
WAL Test Period End Date
Aug 12, 2010