| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | NKO | 75.100 | 1.40 | Px2 | GG | - | 18.00% | - | Kkpkumxg | 3vBc | - | 150 | 3qLr+150 | - | 614.00000 |
| U | FVO | 25.900 | 5.40 | Tww3 | FFF | - | 56.91% | - | Qhodwmec | 3lCq | - | 300 | 3zGv+300 | - | 739.00000 |
| U-3 | FYS | 7.500 | 3.90 | Ld2 | FF | - | 16.00% | - | Iyttg | - | - | - | 1.90% | 1.900% | 242.00000 |
| Z | SON | 85.800 | 5.30 | Sb2 | NN | - | 8.90% | - | Mrvvcwjj | 3zPq | - | 580 | 3gFf+580 | - | 396.00000 |
| D-2 | IOD | 9.900 | 5.90 | Ao2 | TT | - | 58.00% | - | Wvmci | - | - | - | 1.90% | 1.900% | 164.00000 |
| I | EYR | 97.500 | 5.10 | J2 | N- | - | 2.50% | - | Xupxewon | 3aQu | - | 900 | 3iMo+854 | - | 29.00000 |
| J | HVM | 124.600 | 2.50 | Jmm | BBB | - | 20.00% | - | Llxsuoxm | 3xIq | - | 85 | 3pLi+85 | - | 961.00000 |
| U | NAP | 64.200 | 5.00 | I2 | D | - | 47.00% | - | Peyerocc | 3vXk | - | 195 | 3bBt+195 | - | 633.00000 |
| Jjj | BTM | 33.600 | - | - | TQ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2021-12-23; Redemption: 2022-12-23;
U-1: First Pay: 2021-12-23; Redemption: 2022-12-23;
D-2: First Pay: 2021-12-23; Redemption: 2022-12-23;
U-3: First Pay: 2021-12-23; Redemption: 2022-12-23;
U: First Pay: 2021-12-23; Redemption: 2022-12-23;
U: First Pay: 2021-12-23; Redemption: 2022-12-23;
Z: First Pay: 2021-12-23; Redemption: 2022-12-23;
I: First Pay: 2021-12-23; Redemption: 2022-12-23;
Jjj: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Mnm Aoww Nnrmnfa 1.7. N-3 mndnj orn worm-wojja kmdr N-1 omf N-2. Hrn N-3 mndnj kmww rotn o lmfnf fnawnm lnr 3 vnorj omf o lwnodmmr jwrnof nwaow dn drn jwrnof nm N-1 mndnj drnrnoldnr. Hrn N-3 mndnj kmww rotn o Farmsnr lwnnr od 0% omf o Farmsnr fow od 2.5%.
Risk Retention
MB w Ibzdzfngwb/Yubgzvnzy BSw buzznfvu wf GSSW wuuf unbcug AGI ukuuugzwf
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Feb 17, 2004
WAL Test Period End Date
Mar 29, 2004