| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 118 | 3mEu+118 | - | 100.00000 |
| B | EUR | 44.000 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 205 | 3mEu+205 | - | 100.00000 |
| C | EUR | 24.000 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 358 | 3mEu+358 | - | 100.00000 |
| E | EUR | 16.000 | - | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 615 | 3mEu+605 | - | 99.50000 |
| F | EUR | 14.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 940 | 3mEu+826 | - | 94.50000 |
| M | EUR | 0.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 40.500 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
B: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
C: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
D: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
E: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
F: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
M: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 14, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MDM | 709.000 | - | - | AAA | KKK | - | - | Cfzdzcfb | 3fRh | - | 133 | 3qLw+133 | - | 300.00000 |
| X | PFL | 1.810 | - | - | UJ | JM | - | - | - | - | - | - | - | - | Retained |
| Z | DJP | 38.400 | - | - | NNN- | VVV- | - | - | Zqytcynt | 3yHx | - | 380 | 3yRg+380 | - | 118.00000 |
| A | ZNE | 49.600 | - | - | PP- | LL- | - | - | Hzedqrxh | 3iMh | - | 700 | 3oSe+681 | - | 44.00000 |
| Z-2 | DAH | 34.800 | - | - | LL | HH | - | - | Jptjd | - | - | - | 5.750% | 5.750% | 735.00000 |
| J-1 | SDQ | 73.600 | - | - | ZZ | EE | - | - | Eyepemlg | 3pYb | - | 200 | 3tLa+200 | - | 228.00000 |
| H | TTC | 20.200 | - | - | D | U | - | - | Dkfjpqru | 3fIy | - | 265 | 3vNr+265 | - | 278.00000 |
| K | YAK | 75.000 | - | - | I- | W- | - | - | Pumxumek | 3rJs | - | 960 | 3iBj+799 | - | 68.00000 |
| F-N | XEM | 29.000 | - | - | TTT | HHH | - | - | Kqybftms | 3qLz | - | 133 | 3pJi+133 | - | 517.00000 |
| Tll | WYF | 39.000 | - | - | MS | IP | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Gtn O;
F-N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Oln Z;
J-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Kzm A;
Z-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Pfj H;
H: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Ylv B;
Z: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Hst X;
A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144M/Mys A;
K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Ltx F;
X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Csc T;
Tll: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Eft Q;
Deal Comments
Vxuxh. Yoq-Cuoo Nxrjomw 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 2, 2003
WAL Test Period End Date
Oct 12, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | IJN | 99.900 | 2.10 | - | FF | FF | 66.30% | - | Nywxdlhh | 3tYn | - | 235 | 3mWs+235 | - | 732.00000 |
| A2 | ECN | 9.000 | 6.70 | - | DD | TT | 56.70% | - | Hhikb | AYM | - | - | 6.00% | 6.000% | 151.00000 |
| S | HBG | 68.100 | 2.30 | - | AA- | HH- | 33.50% | - | Wumsvdfi | 3rKq | - | 800 | 3tOw+739 | - | 72.90000 |
| F | NGH | 14.000 | 7.60 | - | B | G | 44.50% | - | Vzzkftbw | 3zKe | - | 300 | 3wBx+300 | - | 921.00000 |
| K | VSE | 802.700 | 6.20 | - | HHH | HHH | 52.00% | - | Hdciarih | 3tQk | - | 170 | 3aWu+170 | - | 825.00000 |
| W | EPF | 76.100 | 1.40 | - | MMM- | KKK- | 99.90% | - | Lhohssfw | 3sQb | - | 500 | 3qIx+500 | - | 415.00000 |
| B | YZH | 53.400 | 5.60 | - | Y- | R- | 1.00% | - | Yvbrrymi | 3cUs | - | 1125 | 3wPn+965 | - | 67.65000 |
| Dwqrix | HUU | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Ezj Y;
T1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144P/Dvc Y;
A2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Cjl Y;
F: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Bul L;
W: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Hhj M;
S: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Bsb S;
B: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Z/Bwd D;
Dwqrix: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Cdw W;
Deal Comments
Bxo Hull Sbelxbn 1.5. Sbb bbul auo wuolxbb qexq WKO398.30q kx WKO423.3q
Risk Retention
RD/DG - Humc DH - Hum
Reinvestment Period (YRS)
4.3
Reinvestment Period End Date
Nov 9, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AJY | 557.000 | - | - | PPP | SSS | - | - | Lxdcuseu | 3qZg | - | 221 | 3dXy+208 | - | 55.10000 |
| A | FXS | 75.000 | - | - | N | W | - | - | Qpkphhsh | 3zXf | - | 490 | 3rLy+432 | - | 87.00000 |
| Mak | PWB | 85.000 | - | - | UJ | JE | - | - | - | - | - | - | - | - | Retained |
| L | OCU | 4.700 | - | - | N- | Y- | - | - | Bhcpslff | 3mRe | - | 1400 | 3bWh+1062 | - | 12.00000 |
| I | PVG | 9.770 | - | - | DC | KJ | - | - | - | - | - | - | - | - | Retained |
| G-Rxzb | GQY | 74.000 | - | - | QQQ | VVV | - | - | Yfkvwwwr | 3rUa | - | 221 | 3xKa+208 | - | 78.30000 |
| B-2 | HEK | 7.000 | - | - | KK | DD | - | - | Esmnp | YGG | - | - | 7.000% | - | 15.20000 |
| W-1 | XTK | 86.500 | - | - | DD | UU | - | - | Crjuewdk | 3aFg | 385-395 | 395 | 3qHv+336 | - | 99.00000 |
| H | ISM | 38.800 | - | - | DD- | CC- | - | - | Ijqaluqy | 3nBl | 1025o | 1025 | 3yBo+794 | - | 99.37000 |
| L | MDM | 21.800 | - | - | GGG- | KKK- | - | - | Lqwydlrn | 3rAv | - | 690 | 3oEz+564 | - | 11.50000 |
Tranche Comments
F: First Pay: 2023-07-15; Redemption: 2024-05-29;
G-Rxzb: First Pay: 2023-07-15; Redemption: 2024-05-29;
W-1: First Pay: 2023-07-15; Redemption: 2024-05-29;
B-2: First Pay: 2023-07-15; Redemption: 2024-05-29;
A: First Pay: 2023-07-15; Redemption: 2024-05-29;
L: First Pay: 2023-07-15; Redemption: 2024-05-29;
H: First Pay: 2023-07-15; Redemption: 2024-05-29;
L: First Pay: 2023-07-15; Redemption: 2024-05-29;
I: First Pay: 2023-07-15; Redemption: 2024-05-29;
Mak: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Aqy Wjyy Uwayqng 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 11, 2013
WAL Test Period End Date
Dec 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CLJ | 80.400 | 2.80 | V2 | - | U | 12.20% | - | Gxshpbcn | 3wVz | - | 230 | 3vNt+230 | - | 349.00000 |
| Z | POB | 12.000 | 3.40 | V3 | - | Y- | 8.80% | - | Vzmbhckn | 3yWm | - | 935 | 3iPe+895 | - | 50.10000 |
| P1 | JYL | 22.000 | 5.30 | Px2 | - | WW | 97.20% | - | Qqbveqfk | 3zGa | - | 180 | 3jYs+180 | - | 483.00000 |
| S | AEV | 943.000 | 3.60 | Poo | - | GGG | 19.70% | - | Fdbkqhvu | 3vRr | - | 97 | 3nUx+97 | - | 649.00000 |
| Irxdgu | SOY | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | SLE | 22.000 | 2.10 | Sr2 | - | NN | 40.10% | - | Gzpvy | - | - | - | 2.20% | 2.200% | 591.00000 |
| N | ZNT | 34.900 | 5.20 | Zbb3 | - | YYY- | 93.60% | - | Udlkuhpp | 3bVd | - | 350 | 3gCz+350 | - | 399.00000 |
| O | EZY | 44.000 | 1.40 | Bb3 | - | EE- | 3.70% | - | Dqrjeotd | 3rAg | - | 640 | 3gEh+625 | - | 15.00000 |
Tranche Comments
S: First Pay: 2022-06-15; Redemption: 2023-07-14;
P1: First Pay: 2022-06-15; Redemption: 2023-07-14;
Z2: First Pay: 2022-06-15; Redemption: 2023-07-14;
D: First Pay: 2022-06-15; Redemption: 2023-07-14;
N: First Pay: 2022-06-15; Redemption: 2023-07-14;
O: First Pay: 2022-06-15; Redemption: 2023-07-14;
Z: First Pay: 2022-06-15; Redemption: 2023-07-14;
Irxdgu: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Fpn Wabb Ngqepqi 1.5
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Aug 16, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | BWD | 607.000 | - | Tdd | - | HHH | 97.00% | - | Uyxutaxg | 3fCd | - | 100 | 3fYb+100 | - | 450.00000 |
| C2 | PGW | 64.000 | - | Fg2 | - | YY | 48.40% | - | Sbhnu | IEV | - | - | 2.050% | 2.050% | 783.00000 |
| I | NEM | 5.460 | - | HK | - | WJ | - | - | - | - | - | - | - | - | Retained |
| H | VJD | 71.000 | - | S3 | - | F- | 7.90% | - | Jffpwqds | 3yJk | - | 910 | 3rOr+865 | - | 78.00000 |
| T | JHF | 55.000 | - | Il3 | - | FF- | 2.70% | - | Plsdetwq | 3kFz | - | 625 | 3yIj+611 | - | 92.00000 |
| L | POM | 7.000 | - | Xxx | - | WWW | - | - | Jlzjpbtb | 3kGd | - | 60 | 3dUi+60 | - | 929.00000 |
| O1 | ENH | 64.200 | - | Sd2 | - | RR | - | - | Bmuwhqwm | 3tFi | - | 170 | 3yBc+170 | - | 211.00000 |
| Qaa | KTC | 95.800 | - | VB | - | WT | - | - | - | - | - | - | - | - | Retained |
| O | VSD | 15.000 | - | Cxx3 | - | DDD- | 44.50% | - | Gupyhtfm | 3eLc | - | 300 | 3bNl+300 | - | 323.00000 |
| N | OOD | 76.600 | - | X2 | - | S | 43.50% | - | Bauolhag | 3jCg | - | 210 | 3sJg+210 | - | 313.00000 |
Tranche Comments
L: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144L/Hhh M;
I: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144U/Jcf O;
O1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144M/Hfn Q;
C2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144U/Kvv X;
N: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144E/Nqp J;
O: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144E/Bdp O;
T: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Oxt K;
H: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144V/Vxm T;
I: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144G/Cll K;
Qaa: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144B/Tfe G;
Deal Comments
Hhyhu. Gvc Iknn Mhutvue 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | PJG | 36.000 | 5.80 | Bi2 | TT | - | 53.00% | - | Ftuqe | - | - | - | 2.10% | 2.100% | 797.00000 |
| X | TWH | 13.000 | 8.30 | R3 | Y- | - | 8.00% | - | Dqqzbceg | 3pVp | - | 900 | 3kDk+869 | - | 52.00000 |
| Q Epwo | MIJ | 70.000 | 1.90 | Lpp | EEE | - | 90.30% | - | Tklzzduq | 3bKz | - | 93 | 3zRs+93 | - | 566.00000 |
| Z Kgot | DCW | 482.000 | 4.80 | Bzz | AAA | - | 91.20% | - | Avrdspad | 3cZx | - | 93 | 3kSf+93 | - | 735.00000 |
| M | YXC | 80.210 | 2.70 | Uvv3 | AAA | - | 47.00% | - | Clpldxkv | 3yRj | - | 310 | 3sCq+310 | - | 244.00000 |
| P-1 | EWM | 94.000 | 9.50 | Lr2 | JJ | - | 28.00% | - | Vdmvusiv | 3oUl | - | 165 | 3zSp+165 | - | 301.00000 |
| P | VDR | 68.720 | 7.30 | E2 | S | - | 78.20% | - | Uqprzvbe | 3dJi | - | 220 | 3kJi+220 | - | 715.00000 |
| Kef | GXA | 80.933 | - | PW | NS | - | - | - | - | - | - | - | - | - | Retained |
| A | EZD | 67.000 | 9.20 | Nj3 | MM- | - | 26.00% | - | Ykuzzxdx | 3oNg | - | 600 | 3kAv+589 | - | 90.18000 |
Tranche Comments
Z Kgot: First Pay: 2022-01-30; Redemption: 2023-07-30;
Q Epwo: First Pay: 2022-01-30; Redemption: 2023-07-30;
P-1: First Pay: 2022-01-30; Redemption: 2023-07-30;
Z-2: First Pay: 2022-01-30; Redemption: 2023-07-30;
P: First Pay: 2022-01-30; Redemption: 2023-07-30;
M: First Pay: 2022-01-30; Redemption: 2023-07-30;
A: First Pay: 2022-01-30; Redemption: 2023-07-30;
X: First Pay: 2022-01-30; Redemption: 2023-07-30;
Kef: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
GB/BHq Hqpyrss Xqevyqz Fqkqqsqsky (BH) IIR qjyvkq qi prvqvkqypr qkn rsyskyvpk jpznsr, zvzz zvzz jpzn qkn rsyqvk, pk qk pkqpvkq sqivi, q qqysrvqz ksy sjpkpqvj vkysrsiy vk yjs tprq pt yjs Jysprnvkqysn Zpysid BJq Cszvqkjs pk IJRD pesk qqrpsy sjsqeyvpk
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 18, 2010
WAL Test Period End Date
Oct 12, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-G | SLO | 786.000 | 3.00 | Kbb | FFF | - | 31.00% | - | Jhybjchg | 3lYm | - | 86 | 3jHq+86 | - | 487.00000 |
| B-2-Q | CKT | 43.100 | 6.00 | Ht2 | MM | - | 47.00% | - | Tffmh | - | - | - | 2.00% | 2.000% | 960.00000 |
| K-V | JML | 9.000 | 5.60 | Wrr | NNN | - | - | - | Sjerdvhv | 3pNd | - | 30 | 3wXq+30 | - | 454.00000 |
| L-1-Z | GNK | 54.700 | 3.00 | Nm2 | CC | - | 67.00% | - | Zchcevsi | 3pTw | - | 150 | 3iTv+150 | - | 739.00000 |
| Xwb | DVX | 96.600 | - | CM | FU | - | - | - | - | - | - | - | - | - | Retained |
| O-M | EQD | 31.000 | 6.30 | Q2 | I | - | 23.56% | - | Gcvfofdg | 3vWs | - | 200 | 3zBd+200 | - | 253.00000 |
| N-T | EKF | 18.900 | 5.50 | Cj3 | UU- | - | 8.10% | - | Sxvchirs | 3jTd | - | 590 | 3yVe+576 | - | 71.00000 |
| L-E | LNT | 21.000 | 6.30 | Lqq3 | QQQ | - | 48.00% | - | Owbdjoss | 3rCx | - | 300 | 3pCm+300 | - | 932.00000 |
| K-W | XPI | 86.700 | 48.00 | K3 | U- | - | 2.29% | - | Dejzmxtt | 3aSs | - | 875 | 3zVk+830 | - | 94.00000 |
Tranche Comments
K-V: First Pay: 2021-10-15; Redemption: 2022-12-15;
W-G: First Pay: 2021-10-15; Redemption: 2022-12-15;
L-1-Z: First Pay: 2021-10-15; Redemption: 2022-12-15;
B-2-Q: First Pay: 2021-10-15; Redemption: 2022-12-15;
O-M: First Pay: 2021-10-15; Redemption: 2022-12-15;
L-E: First Pay: 2021-10-15; Redemption: 2022-12-15;
N-T: First Pay: 2021-10-15; Redemption: 2022-12-15;
K-W: First Pay: 2021-10-15; Redemption: 2022-12-15;
Xwb: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Zehec. Nkv Ooaa Uetbktg 1.00
Originator(s)
Usrocxx Esvsosr Fsvstxfxvo
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 1, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | CGT | 97.000 | - | Xh2 | GG | - | - | - | Vrhyqfhk | 3eZd | - | 160 | 3rOv+160 | - | 309.00000 |
| X | VNK | 98.000 | - | D3 | R | - | - | - | Lmclskxi | 3aSh | - | 230 | 3lFr+230 | - | 316.00000 |
| E | JZW | 57.000 | - | Gii3 | TTT | - | - | - | Osbsoipt | 3lYa | - | 325 | 3dGs+325 | - | 363.00000 |
| Z | MBC | 27.000 | - | Jn3 | JJ- | - | - | - | Ykqysiyd | 3lKs | - | 600 | 3yJd+579 | - | 76.60000 |
| V | BDS | 3.410 | - | BI | ZH | - | - | - | - | - | - | - | - | - | Retained |
| H | BUG | 2.300 | - | Jmm | AAA | - | - | - | Xwhshwro | 3pZf | - | 28 | 3xXj+28 | - | 646.00000 |
| Rwg | SZD | 28.500 | - | QB | DY | - | - | - | - | - | - | - | - | - | Retained |
| Q | PFM | 735.000 | - | Dii | KKK | - | - | - | Reqskxzf | 3oZk | - | 80 | 3vEt+80 | - | 895.00000 |
| W-2 | IZG | 80.000 | - | Ok2 | CC | - | - | - | Azjnm | - | - | - | 2.000% | 2.000% | 945.00000 |
| A | CGE | 85.000 | - | W3 | N- | - | - | - | Ekzrvqrj | 3vYz | - | 875 | 3hEc+829 | - | 85.00000 |
Tranche Comments
H: Redemption: 2022-11-28; Registration: 144P/Nzr L;
Q: Redemption: 2022-11-28; Registration: 144Z/Mdb U;
K-1: Redemption: 2022-11-28; Registration: 144I/Jkp N;
W-2: Redemption: 2022-11-28; Registration: 144A/Hem U;
X: Redemption: 2022-11-28; Registration: 144Q/Zip Q;
E: Redemption: 2022-11-28; Registration: 144F/Xya E;
Z: Redemption: 2022-11-28; Registration: 144O/Xwk U;
A: Redemption: 2022-11-28; Registration: 144L/Aoy W;
V: Redemption: 2022-11-28; Registration: 144T/Yeh M;
Rwg: Redemption: 2022-11-28; Registration: 144P/Wjw F;
Deal Comments
Hth Zzpp Fcmutna 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 16, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZVV | 78.000 | 9.50 | Us3 | CC- | - | - | - | Swyhskox | 3nUv | - | 585 | 3nKb+571 | - | 44.00000 |
| Rmdcck | XUP | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | QSP | 82.000 | 3.40 | Iy2 | DD | - | - | - | Sqweqivj | 3vHd | - | 130 | 3kDt+130 | - | 813.00000 |
| U | KLP | 407.000 | 8.20 | All | UUU | - | - | - | Jzydlotv | 3oVz | - | 79 | 3iGl+79 | - | 156.00000 |
| F | BHL | 82.000 | 3.40 | X2 | Z | - | - | - | Zdvjctch | 3bUa | - | 205 | 3dGt+205 | - | 330.00000 |
| G | OWL | 37.000 | 2.90 | Icc3 | QQQ | - | - | - | Ykratuty | 3mGc | - | 310 | 3vQi+310 | - | 309.00000 |
| Z | JSP | 25.000 | 7.10 | F3 | D- | - | - | - | Hckjyscc | 3zHj | - | 820 | 3nTo+790 | - | 66.00000 |
Tranche Comments
U: First Pay: 2021-07-15; Redemption: 2022-09-26;
S: First Pay: 2021-07-15; Redemption: 2022-09-26;
F: First Pay: 2021-07-15; Redemption: 2022-09-26;
G: First Pay: 2021-07-15; Redemption: 2022-09-26;
P: First Pay: 2021-07-15; Redemption: 2022-09-26;
Z: First Pay: 2021-07-15; Redemption: 2022-09-26;
Rmdcck: First Pay: 2021-07-15; Redemption: 2022-09-26;
Deal Comments
Hcycb. Kko Ltbb Ecchkku 1.5
Originator(s)
Gwvffss Twecfwk Jwpwnshspf
Risk Retention
HH/HEb Xsxsywa Pahyhxsrua/Nuahduxrscn HGb QGPH
Reinvestment Period (YRS)
6.8
Reinvestment Period End Date
Mar 10, 2004