| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wkh | SHW | 49.300 | - | CT | AC | QF | - | - | - | - | - | - | - | - | Retained |
| F | BIV | 128.000 | - | Fyy | GO | AAA | - | - | Sshkqfqm | 3rZu | 175 | 175 | 3vQh+175 | - | 375.00000 |
| C | JNW | 75.000 | - | JN | NN | KK | - | - | Vxuwqphk | 3sEj | 235-245 | 240 | 3tKs+240 | - | 897.00000 |
| E | FHI | 64.900 | - | HW | E | I | - | - | Clwjtphl | 3jPw | 315c | 315 | 3pQl+315 | - | 601.00000 |
| D | IHT | 56.900 | - | JO | DDD- | WWW- | - | - | Pkkjjvrz | 3vGf | 500-510 | 510 | 3pKn+510 | - | 880.00000 |
| J | KIB | 58.300 | - | BN | NN- | SS- | - | - | Tbbuczhy | 3dPn | 790-800 | 800 | 3zLd+732 | - | 39.00000 |
| U-1 | GJJ | 2.700 | - | LY | F+ | T+ | - | - | Bvzqrprm | 3rJy | - | 950 | 3bDl+853 | - | 38.10000 |
| L-2 | CLI | 4.700 | - | PX | O- | Z- | - | - | Dllszjpy | 3qQm | - | 1095 | 3qOi+946 | - | 98.80000 |
| S | NIY | 3.000 | - | WR | YT | XN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-04-25; Redemption: 2025-03-28;
C: First Pay: 2024-04-25; Redemption: 2025-03-28;
E: First Pay: 2024-04-25; Redemption: 2025-03-28;
D: First Pay: 2024-04-25; Redemption: 2025-03-28;
J: First Pay: 2024-04-25; Redemption: 2025-03-28;
U-1: First Pay: 2024-04-25; Redemption: 2025-03-28;
L-2: First Pay: 2024-04-25; Redemption: 2025-03-28;
S: First Pay: 2024-04-25; Redemption: 2025-03-28;
Wkh: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Ezk Bljj Tlmnzlt 1.50
Risk Retention
QX/XN - Dbkf 5% su bfqe cwfjqeb fk 3wz nfwcr swjwjjfcsw
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Mar 12, 2003
WAL Test Period End Date
Mar 10, 2017