| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BQD | 32.100 | - | - | JJJ- | TTT- | - | - | Nszbxqlo | 3sXc | 475-485 | 520 | 3vKv+520 | - | 622.00000 |
| Mcs | KBJ | 39.600 | - | - | FH | DC | - | - | - | - | - | - | - | - | 34.77000 |
| U | ELJ | 31.000 | - | - | JJ | XX | - | - | Wwufxmhe | 3kAk | 225-235 | 240 | 3cOi+240 | - | 887.00000 |
| F | ZBW | 58.100 | - | - | NN- | DD- | - | - | Omxqujoc | 3eLe | 775-785 | 850 | 3pAg+791 | - | 12.90000 |
| W | XCC | 704.000 | - | - | HHH | JJJ | - | - | Qvxcjhek | 3xGx | 165-170 | 170 | 3xCr+170 | - | 333.00000 |
| L | CVN | 57.400 | - | - | N- | G- | - | - | Mzulcthd | 3xKh | 1050 | 1050 | 3sXe+809 | - | 37.00000 |
| M | ENP | 64.000 | - | - | E | Q | - | - | Gbrytpmt | 3qPb | 300y | 325 | 3oNw+325 | - | 558.00000 |
Tranche Comments
W: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144U/Cte D;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144P/Tke I;
M: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144W/Zed U;
P: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Jss A;
F: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144Q/Tsp T;
L: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Bmf A;
Mcs: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Kol K;
Deal Comments
Tpg Nkjj Fyospfa 2.00
Risk Retention
ZG - Vfka GL - Vfk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 30, 2004
WAL Test Period End Date
Dec 7, 2006