| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-A-XX | NCU | 69.000 | 5.37 | - | OOO | - | - | - | 45.40% | - | Jdbolpla | NQPH | - | 200 | YTNL+200 | - | 700.00000 |
| C-D | HOO | 29.000 | 5.56 | - | TT- | - | - | - | 88.00% | - | Efkwyfcm | NJDF | - | 825 | XXBM+806 | - | 62.00000 |
| Axkcpi | LSM | 67.170 | - | - | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1-WW | BWK | 808.100 | 4.39 | - | TTT | - | - | - | 63.20% | - | Frbfjfyf | MPGC | - | 200 | MDZP+200 | - | 358.00000 |
| F-JJ | CNU | 41.300 | 4.33 | - | CC | - | - | - | 87.00% | - | Iuhkaihh | BAVC | - | 270 | SUPE+270 | - | 840.00000 |
| Z-CC | XPZ | 13.000 | 7.50 | - | PPP- | - | - | - | 52.00% | - | Mdcbwlxo | ZVCD | - | 525 | QCHD+525 | - | 790.00000 |
| Z-T | TQG | 36.000 | 9.89 | - | MM | - | - | - | 94.00% | - | Qvoawkdx | BLKI | - | 270 | LIGL+270 | - | 842.00000 |
| F-KK | OAR | 31.000 | 9.42 | - | F | - | - | - | 86.00% | - | Tvhrypze | WEES | - | 325 | PEUM+325 | - | 575.00000 |
Tranche Comments
K-1-WW: Redemption: 2026-03-28; Registration: 144A/Tsb A;
Y-A-XX: Redemption: 2026-03-28; Registration: 144D/Jcl A;
F-JJ: Redemption: 2026-03-28; Registration: 144X/Zkl D;
Z-T: Redemption: 2026-03-28; Registration: 144Q/Udp Q;
F-KK: Redemption: 2026-03-28; Registration: 144I/Xux U;
Z-CC: Redemption: 2026-03-28; Registration: 144D/Fcw Y;
C-D: Redemption: 2026-03-28; Registration: 144D/Dmq E;
Axkcpi: Redemption: 2026-03-28; Registration: 144T/Abm L;
Deal Comments
Apepp. Uzp Zbvv Tpuwzjr 2.00
Risk Retention
DL - Tmu, Qfyxcwm 7
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 15, 2004