| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | DAR | 79.000 | 8.10 | - | QQ- | YY- | 4.90% | - | Izmvoted | 3yFk | - | 630 | 3kHv+623 | - | 34.20000 |
| I-2 | QFW | 2.000 | 1.70 | - | FF | MM | 28.00% | - | Kvfws | KSV | - | - | 5.00% | 5.000% | 332.00000 |
| M | YYO | 24.000 | 7.00 | - | E | P | 57.00% | - | Nwbpqmzg | 3pNo | - | 250 | 3jBw+250 | - | 874.00000 |
| Z | KAE | 674.000 | 2.30 | - | RRR | HHH | 45.00% | - | Gehwqrvv | 3nEa | - | 130 | 3pXx+130 | - | 137.00000 |
| D-1 | ECT | 15.000 | 9.80 | - | CC | WW | 39.00% | - | Qclqxydw | 3tDy | - | 200 | 3bOc+200 | - | 434.00000 |
| Fqy | QQC | 17.000 | - | - | CC | SS | - | - | - | - | - | - | - | - | Retained |
| S | LKX | 76.000 | 4.40 | - | QQQ- | AAA- | 59.00% | - | Uprrqqyf | 3bCy | - | 380 | 3vHz+380 | - | 867.00000 |
| V | TVV | 66.000 | 89.50 | - | A- | D- | 2.45% | - | Rutkdtrg | 3iIq | - | 940 | 3xFg+865 | - | 93.90000 |
| Q | DGP | 4.000 | - | - | GC | DS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Redemption: 2026-12-30; Registration: 144D/Vxe E;
D-1: Redemption: 2026-12-30; Registration: 144C/Uwf J;
I-2: Redemption: 2026-12-30; Registration: 144J/Tyt P;
M: Redemption: 2026-12-30; Registration: 144M/Fbk X;
S: Redemption: 2026-12-30; Registration: 144A/Uwp P;
J: Redemption: 2026-12-30; Registration: 144A/Pqa V;
V: Redemption: 2026-12-30; Registration: 144X/Tnp V;
Q: Redemption: 2026-12-30; Registration: 144Y/Btn R;
Fqy: Redemption: 2026-12-30; Registration: 144X/Unp Y;
Deal Comments
Gmymx. Oqg Ckee Pmmqqap 2.00
Risk Retention
RX/XX - Rxvd XO - Nx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 2, 2003