| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-RR | KMQ | 5.250 | 1.80 | - | - | ZZZ | - | - | 86.28% | - | Ajrwdyji | YJDE | - | 163 | XTEN+163 | - | 908.00000 |
| S-QQ | OLT | 8.000 | 1.30 | Qkk | - | - | - | - | - | - | Kbuqdecw | EZLK | - | 97 | NSKD+97 | - | 611.00000 |
| D-1-XX | FWG | 60.000 | 8.90 | - | - | LLL- | - | - | 93.00% | - | Vhdzoehw | YQKR | - | 335 | BYMG+335 | - | 897.00000 |
| E-2-YY | LKW | 7.800 | 6.50 | - | - | AAA- | - | - | 24.30% | - | Mnumx | - | - | - | 7.77% | 7.771% | 434.00000 |
| L-DD | LRX | 24.100 | 65.30 | - | - | FF- | - | - | 4.00% | - | Zwpyuash | CZFI | - | 775 | AIPM+759 | - | 60.00000 |
| Vgg Wmf | JEY | 36.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1-YY | MAQ | 804.000 | 8.50 | Jtt | - | - | - | - | 66.00% | - | Aubommdb | HPPA | - | 140 | MCPX+140 | - | 184.00000 |
| Vzh | UWF | 94.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-AA | ZHK | 62.300 | 5.40 | - | - | GG | - | - | 52.00% | - | Phbluzcf | CVZY | - | 178 | HBIL+178 | - | 240.00000 |
| J-SS | IPQ | 15.000 | 9.90 | - | - | N | - | - | 95.00% | - | Ikecqixb | QHXL | - | 210 | MMTY+210 | - | 614.00000 |
Tranche Comments
S-QQ: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144P/Ywg C;
O-1-YY: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144H/Dvs A;
O-2-RR: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144G/Laq X;
Z-AA: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144J/Asb W;
J-SS: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144Z/Fuw G;
D-1-XX: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144D/Dlf K;
E-2-YY: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144G/Nao E;
L-DD: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144X/Xyx J;
Vgg Wmf: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144P/Pwp T;
Vzh: First Pay: 2024-11-12; Redemption: 2026-08-12; Registration: 144G/Hyh I;
Deal Comments
Okvkg. Yym Afff Fknryqz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 28, 2005
WAL Test Period End Date
Nov 16, 2004