| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HKA | 660.000 | - | - | MMM | - | - | - | 48.00% | - | Emhtfutu | CTKY | - | 132 | 3cZQNO+132 | - | 216.00000 |
| I | NZV | 54.000 | - | - | NN | - | - | - | 85.00% | - | Hcwfqmot | MZGA | - | 180 | 3wZCUH+180 | - | 284.00000 |
| C | NTC | 46.000 | - | - | UU- | - | - | - | 9.00% | - | Wxxasxxb | JELM | - | 650 | 3jTZOO+650 | - | 644.00000 |
| Z | NJA | 91.000 | - | - | Q | - | - | - | 57.00% | - | Krdpkbik | LSHR | - | 215 | 3qTSEP+215 | - | 733.00000 |
| Qph | NBG | 23.450 | - | - | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y Tuyr | VYO | 32.000 | - | - | EEE | - | - | - | 57.00% | - | Tmvylala | DKNH | - | 132 | 3kWNJV+132 | - | 362.00000 |
| K | QMQ | 77.000 | - | - | FFF- | - | - | - | 12.00% | - | Quhzhwfq | JYDJ | - | 315 | 3iPGBX+315 | - | 669.00000 |
Tranche Comments
Y Tuyr: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144C/Plm J;
V: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144L/Vqo N;
I: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144N/Gru X;
Z: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144N/Wrv L;
K: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144T/Xdl V;
C: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144A/Xje W;
Qph: First Pay: 2022-07-20; Redemption: 2024-03-29; Registration: 144J/Plo F;
Deal Comments
Ogn Xpzz Clsbgsa 2.00
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Dec 3, 2004
WAL Test Period End Date
Jan 28, 2012