| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HBT | 84.000 | 56.10 | - | LL- | - | - | - | 8.00% | - | Eljhkbhu | QLDM | - | 848 | VLBN+848 | - | - |
| AC | GPJ | 51.000 | 9.10 | - | VVV | - | - | - | 47.00% | - | Swkchxsz | FFKF | - | 215 | KZNI+215 | - | - |
| Wrk | PGF | 17.400 | - | - | KQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | AZV | 69.000 | 9.30 | - | XX | - | - | - | 51.00% | - | Xzmkxtms | HEEL | - | 265 | IZUC+265 | - | - |
| L1 | MQR | 576.000 | 9.90 | - | AAA | - | - | - | 86.00% | - | Lwqcyfnj | XPMF | - | 189 | VMUK+189 | - | - |
| D | MQA | 23.000 | 7.30 | - | V | - | - | - | 26.00% | - | Jkbpvjtg | GPZC | - | 340 | KIQJ+340 | - | - |
| Q | KUJ | 16.000 | 40.00 | - | BBB- | - | - | - | 99.12% | - | Mlqvhzpo | TPWY | - | 420 | HNNK+420 | - | - |
Tranche Comments
L1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144E/Vqo N;
AC: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Wxm A;
U: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144B/Qjy S;
D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Mpo B;
Q: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Iew T;
D: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144K/Bcr D;
Wrk: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Jaf W;
Deal Comments
Kjy Ozzz Jhpbjiq 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 14, 2016
WAL Test Period End Date
Dec 21, 2002