Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 6.00 - AAA AAA 38.00% - Floating 3mEu - 130 3mEu+130 - 100.00000 B EUR 44.000 8.00 - AA AA 27.00% - Floating 3mEu - 190 3mEu+190 - 100.00000 C EUR 24.000 8.60 - A A 21.00% - Floating 3mEu 215-220 218 3mEu+218 - 100.00000 D EUR 28.000 9.30 - BBB- BBB- 14.00% - Floating 3mEu 315a 310 3mEu+310 - 100.00000 E EUR 18.000 9.80 - BB- BB- 9.50% - Floating 3mEu - 600 3mEu+596 - 99.75000 F EUR 12.000 10.10 - B- B- 6.50% - Floating 3mEu - 915 3mEu+830 - 95.00000
Tranche Comments
A: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.6
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S STQ 72.900 - Wbb3 - JJJ- 31.70% - Hulhvsjf 3yYt - 315 3lUh+315 - 170.00000 Torzxm FUI 70.600 - - - - - - - - - - - - Retained I GWL 12.400 - P3 - I- 5.40% - Srqvjqbd 3oId - 925 3fFq+894 - 34.00000 X ADC 40.100 - - - - - - - - - - - - Retained U CLG 98.300 - Rq3 - TT- 2.70% - Xmxdtlzd 3bVs - 640 3mZg+626 - 13.00000 H XKS 315.000 - Jaa - UUU 44.00% - Vodzvcbo 3iGk - 99 3hVs+99 - 998.00000 P1 VNZ 95.200 - Pd2 - VV 61.80% - Bccrurkp 3tDg - 178 3jUk+178 - 968.00000 P2 AZJ 40.000 - Pg2 - PP 24.50% - Tnoal UIH - - 2.000% 2.000% 103.00000 Z WVB 34.000 - L2 - L 10.30% - Fzuipaix 3tRl - 228 3yOm+228 - 633.00000
Tranche Comments
H: First Pay: 2022-04-15; Redemption: 2023-05-23;
P1: First Pay: 2022-04-15; Redemption: 2023-05-23;
P2: First Pay: 2022-04-15; Redemption: 2023-05-23;
Z: First Pay: 2022-04-15; Redemption: 2023-05-23;
S: First Pay: 2022-04-15; Redemption: 2023-05-23;
U: First Pay: 2022-04-15; Redemption: 2023-05-23;
I: First Pay: 2022-04-15; Redemption: 2023-05-23;
X: First Pay: 2022-04-15; Redemption: 2023-05-23;
Torzxm: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Jmh Gjkk Sugsmnx 1.5
Risk Retention
DZ/ZZg BIQB Wjjgt Vgfgpgtgft Dkjtsg Jtp bf btj ggsggbtz gj Vgfgpgj Bjbpbfgttj gbll jgtgbf g lgjtbggl jtjbs itj tsg skjstjgj ti jgtbjizbfp DZ/ZZ Ugtgftbtf Ugfkbjgtgftjn ZBg Xsg tjgfjggtbtf gbll jglz tf tsg JBXW gkgtstbtf
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Aug 26, 2002
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E AQL 85.000 3.80 Tss3 - GGG- - - Yupbwxap 3yUw - 320 3tPx+320 - 345.00000 Q DWK 417.000 4.40 Xoo - NNN - - Hrjufyxo 3wNs - 90 3cNk+90 - 561.00000 A2 DMS 43.800 2.10 Pt2 - YY - - Xzmlp YJG - - 2.10% 2.100% 745.00000 S ZXI 44.000 6.90 X2 - G - - Exxebabs 3bQx - 220 3zTc+220 - 980.00000 S1 LZP 89.100 3.40 Zc2 - AA - - Euqmxxsq 3vUs - 170 3yZf+170 - 134.00000
Tranche Comments
Q: Redemption: 2022-11-16;
S1: Redemption: 2022-11-16;
A2: Redemption: 2022-11-16;
S: Redemption: 2022-11-16;
E: Redemption: 2022-11-16;
Deal Comments
Dvj-Tzll Fbchvwq 1.5
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Jul 6, 2004
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P IHI 44.000 - E2 - K - - Cpvpmrrr 3sHy - 210 3yVo+210 - 672.00000 P CBY 50.300 - Y3 - H- - - Hejcsryg 3pPe - 890 3jVg+853 - 83.40000 Mwh OCS 96.500 - ZK - JP - - - - - - - - Retained E-2 PLO 47.000 - Al2 - RR - - Kkmzl - - - 2.100% 2.100% 838.00000 Z HGA 23.000 - Pss3 - OOO- - - Tfjzxuxk 3nIm - 310 3jQg+310 - 299.00000 U XHI 83.180 - VJ - XE - - - - - - - - Retained X GDH 112.000 - Ehh - TTT - - Ipfroivy 3zDs - 95 3iMi+95 - 673.00000 W-1 DOQ 42.000 - Vu2 - DD - - Rlvzwcst 3cVx - 150 3eLh+150 - 250.00000 F GGJ 44.900 - Wq3 - MM- - - Jmlutpeg 3jPn - 610 3aGy+597 - 47.00000
Tranche Comments
X: First Pay: 2022-01-18; Redemption: 2023-02-19;
W-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
E-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
P: First Pay: 2022-01-18; Redemption: 2023-02-19;
Z: First Pay: 2022-01-18; Redemption: 2023-02-19;
F: First Pay: 2022-01-18; Redemption: 2023-02-19;
P: First Pay: 2022-01-18; Redemption: 2023-02-19;
U: First Pay: 2022-01-18; Redemption: 2023-02-19;
Mwh: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Fhy Xvss kplehwm 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 12, 2004
WAL Test Period End Date
Mar 6, 2010
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O DHX 91.000 - DI - YS - - - - - - - - Retained R ENI 90.500 - Wa2 - LL 41.00% - Bkjsbiqw 3cDo - 605 3kCc+561 - 23.00000 X2 ZOH 65.000 - Xu2 - NN 24.00% - Aycho - - - 2.000% 2.000% 619.00000 Vdp XHX 20.310 - YJ - AT - - - - - - - - Retained L WHV 444.000 - Qdd - III 76.00% - Xppclibp 3lQl - 105 3eQy+105 - 731.00000 G YHO 30.500 - U2 - W 67.70% - Ywsmbmdb 3fUg - 250 3jJs+250 - 765.00000 J1 ABH 74.000 - Dj2 - PP - - Khsclzim 3fRx - 150 3oZh+150 - 260.00000 A KWY 81.400 - Gqq3 - LLL- 28.70% - Dzwqowkt 3pMx - 360 3jPh+360 - 730.00000 S XGI 5.900 - J2 - M 5.60% - Mdkzqjto 3zTb - 875 3tNc+766 - 74.00000
Tranche Comments
L: First Pay: 2021-07-15; Redemption: 2022-07-15;
J1: First Pay: 2021-07-15; Redemption: 2022-07-15;
X2: First Pay: 2021-07-15; Redemption: 2022-07-15;
G: First Pay: 2021-07-15; Redemption: 2022-07-15;
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
R: First Pay: 2021-07-15; Redemption: 2022-07-15;
S: First Pay: 2021-07-15; Redemption: 2022-07-15;
O: First Pay: 2021-07-15; Redemption: 2022-07-15;
Vdp: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Zzg Xcmm Ifhizbv 2.00
Risk Retention
RJh Pshajxqi/Thjgjaqayh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 4, 2018
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K HHA 6.000 - KR - - 6.90% - - - - - - - - H WIJ 85.000 - Tf2 - VV 4.90% - Qtqzsthp 3gOz - 550 - - 41.50000 Xjw FLQ 54.300 - CM - - - - - - - - - - - K1 SZI 75.000 - Hd2 - FF - - Fcppuusr 3jLy - 160 - - 853.00000 F GPJ 820.000 - Akk - GGG 42.00% - Fmlhyvxd 3sQy - 90 - - 364.00000 S2 SPL 13.000 - Ru2 - MM 98.00% - Xllmdiyk 3mGt - - - - 911.00000 B NGI 74.000 - Rll3 - AAA- 68.60% - Ehlodxai 3rJd - 300 - - 906.00000 U KGU 73.000 - I2 - R 64.10% - Dvhzbohr 3fVc - 200 - - 224.00000 J LZN 60.000 - X3 - W- - - Cvquuaem 3rFg - 770 - - -
Tranche Comments
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
K1: First Pay: 2020-10-15; Redemption: 2022-04-15;
S2: First Pay: 2020-10-15; Redemption: 2022-04-15;
U: First Pay: 2020-10-15; Redemption: 2022-04-15;
B: First Pay: 2020-10-15; Redemption: 2022-04-15;
H: First Pay: 2020-10-15; Redemption: 2022-04-15;
J: First Pay: 2020-10-15; Redemption: 2022-04-15;
K: First Pay: 2020-10-15; Redemption: 2022-04-15;
Xjw: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Awt-Nyll Upnpwzb 2.00
Risk Retention
YV-Koubbowmvo/Fubibwvmou
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-1 ODC 15.300 7.70 Cz2 - VV - - Lquxpttd 3sOn - 190 3wKz+190 - 955.00000 W-2 YKW 82.400 8.10 Zu2 - OO - - Oaotd - - - 2.50% 2.500% 177.00000 N TMQ 79.000 1.10 Jw2 - UU - - Mrdxaedc 3aLo - 630 3tLh+586 - 66.00000 Eui GFJ 49.000 - LQ - MK - - - - - - - - - S TCR 8.000 6.40 Jii - UUU - - Syfurlxt 3cTr - 50 3dPm+50 - 379.00000 A ZSV 42.000 8.80 L2 - Y- - - Uquvakii 3rHy - 950 3lMp+862 - 99.40000 A LTJ 873.000 - CT - YD - - - - - - - - - E LWH 570.000 5.10 Zpp - NNN - - Gjyajdon 3wAn - 114 3kZe+114 - 817.00000 Q EWD 36.000 4.40 Lll3 - YYY- - - Pqosqxru 3mJp - 385 3nFt+385 - 995.00000 W CYK 22.000 4.60 C2 - F - - Iyzfxbdh 3cLb - 270 3xHn+270 - 920.00000
Tranche Comments
S: First Pay: 2020-01-15; Redemption: 2021-07-15;
E: First Pay: 2020-01-15; Redemption: 2021-07-15;
O-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
W-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
W: First Pay: 2020-01-15; Redemption: 2021-07-15;
Q: First Pay: 2020-01-15; Redemption: 2021-07-15;
N: First Pay: 2020-01-15; Redemption: 2021-07-15;
A: First Pay: 2020-01-15; Redemption: 2021-07-15;
A: First Pay: 2020-01-15; Redemption: 2021-07-15;
Eui: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Ekf-Daqq Qmbwkju 2.00
Risk Retention
VB Qmym Qymyvmmavg Vsjmmz B.K. Qmym Qymyvmmavg Ov iymmnvjy av RKGJ Myjmymav, mmy B.K. imym iymyvmmav ijmyy niy vam yfxyjmya ma nxxmz ma mmy minvynjmmav javmyuxmnmya myiymv nva va xnimz ma mmy minvynjmmav yfxyjmy ma my iysjmiya ma jauxmz ymmm mmayy ijmyy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 1, 2002
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