| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2L | EKT | 97.000 | - | - | KK | ZZ | - | - | Dvopj | XIL | - | - | 2.200% | 2.200% | 641.00000 |
| A | FCB | 88.900 | - | - | XXX | MMM- | - | - | Rxzdvsrp | 3yFl | - | 325 | 3iOb+325 | - | 134.00000 |
| C | OBQ | 25.500 | - | - | XX- | RR- | - | - | Qmyoacrz | 3wLu | - | 645 | 3oOt+621 | - | 64.43000 |
| I-2I | GCC | 91.000 | - | - | PP | KK | - | - | Vlepbtjl | 3gOu | - | 175 | 3sNf+175 | - | 539.00000 |
| R | IKN | 84.300 | - | - | M- | L- | - | - | Sxhbolno | 3dBp | - | 935 | 3mFw+883 | - | 79.10000 |
| L-1 | VGY | 447.000 | - | - | JJJ | LLL | - | - | Urppchnd | 3eWk | - | 92 | 3jEp+92 | - | 964.00000 |
| O | GSJ | 63.900 | - | - | B | I | - | - | Arescczv | 3dNo | - | 220 | 3fBp+220 | - | 460.00000 |
| Joa | ODH | 43.800 | - | - | SZ | FV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2022-10-15; Redemption: 2024-03-29;
I-2I: First Pay: 2022-10-15; Redemption: 2024-03-29;
Z-2L: First Pay: 2022-10-15; Redemption: 2024-03-29;
O: First Pay: 2022-10-15; Redemption: 2024-03-29;
A: First Pay: 2022-10-15; Redemption: 2024-03-29;
C: First Pay: 2022-10-15; Redemption: 2024-03-29;
R: First Pay: 2022-10-15; Redemption: 2024-03-29;
Joa: First Pay: 2022-10-15; Redemption: 2024-03-29;
Deal Comments
Xoy Zxaa Sgzxomq 2.00
Risk Retention
EZp Vxogjeoz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 5, 2003
WAL Test Period End Date
Mar 7, 2020