| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HML | 91.000 | 2.00 | - | T | - | - | - | 56.00% | - | Yvbcciki | TCHB | 190-200 | 205 | DCIV+205 | - | - |
| P-1 | ZBR | 30.000 | 5.70 | - | SSS- | - | - | - | 33.00% | - | Tbyhzmzy | SMXE | - | 300 | QBEP+300 | - | - |
| P | RSY | 65.000 | 6.10 | - | VV | - | - | - | 32.00% | - | Scrlbxwz | EAOE | 165-170 | 175 | MUYM+175 | - | - |
| R-2 | BCU | 7.000 | 3.50 | - | JJJ- | - | - | - | 93.00% | - | Wghvs | - | 425-440 | 450 | 7.87% | - | - |
| M-2 | MLP | 93.000 | 4.80 | - | - | HHH | - | - | 69.00% | - | Xlpkabeb | CPYH | 150-155 | 160 | YOKJ+160 | - | - |
| K | ZBZ | 15.000 | 3.80 | - | BB- | - | - | - | 7.00% | - | Kjlyoyto | CWBR | 575-600 | 635 | AMQG+635 | - | - |
| R-1 | GSE | 411.000 | 1.20 | - | DDD | DDD | - | - | 89.00% | - | Mxzjvhkf | UYJO | - | 139 | MGXW+139 | - | - |
| Bcq | ZPO | 70.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Nsu F;
M-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Jhs V;
P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Kpc A;
Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Aht A;
P-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Bck N; Comments: Cft-xjamte;
R-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Pdh O;
K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Lfl X;
Bcq: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Uky A;
Deal Comments
Bsg Bass Bmzmsnr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2004