| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | IUR | 83.000 | - | - | SS | - | - | - | 21.00% | - | Ubduwwlv | 3pP | - | 165 | 3xN+165 | - | - |
| V | IAU | 20.000 | - | - | NNN- | - | - | - | 40.00% | - | Bmpcomkj | 3qD | - | 295 | 3cX+295 | - | - |
| Cov | OAO | 72.950 | - | - | TW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | GOM | 26.000 | - | - | ZZ | - | - | - | 28.00% | - | Msyrb | NAQ | - | 110 | 2.615% | - | - |
| V | XEB | 91.000 | - | - | DD- | - | - | - | 6.00% | - | Rmwlkdtp | 3kB | - | 625 | 3bY+625 | - | - |
| E | TPX | 359.000 | - | - | VVV | - | - | - | 98.00% | - | Jmwfyhzr | 3oM | - | 113 | 3iN+113 | - | - |
| C | LVD | 65.000 | - | - | Q | - | - | - | 88.00% | - | Swpmybph | 3wW | - | 195 | 3dR+195 | - | - |
Tranche Comments
E: First Pay: 2022-07-21; Redemption: 2023-12-21;
M-1: First Pay: 2022-07-21; Redemption: 2023-12-21;
S-2: First Pay: 2022-07-21; Redemption: 2023-12-21;
C: First Pay: 2022-07-21; Redemption: 2023-12-21;
V: First Pay: 2022-07-21; Redemption: 2023-12-21;
V: First Pay: 2022-07-21; Redemption: 2023-12-21;
Cov: First Pay: 2022-07-21; Redemption: 2023-12-21;
Deal Comments
Mbb Atff Loavbcy 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 25, 2004