| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-Z | RIL | 90.000 | - | - | WW | - | - | - | 97.00% | - | Edscyhln | ZQDK | 170 | 170 | ESLI+170 | - | - |
| Z-1-A | CZJ | 32.000 | - | - | MMM | - | - | - | 77.00% | - | Ehrqvsxm | BISB | 315-325 | 325 | VKCZ+325 | - | - |
| L-1-I | PPU | 356.000 | - | - | HHH | - | - | - | 49.00% | - | Bvdybwpi | PVTX | 137 | 137 | QONW+137 | - | - |
| W-2-N | IMA | 66.000 | - | - | TTT | - | - | - | 61.00% | - | Isxymcjw | WSFI | 157 | 157 | HSBB+157 | - | - |
| W-Q | EYO | 96.000 | - | - | D | - | - | - | 34.00% | - | Lffhxxqs | LXVV | 200 | 200 | FPGF+200 | - | - |
| Pkv | LCV | 47.800 | - | - | XG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2-N | BTL | 5.000 | - | - | GGG- | - | - | - | 45.00% | - | Lhbxwhxr | HWIG | 440 | 440 | WSHO+440 | - | - |
| Q-B | MJA | 14.000 | - | - | CC | - | - | - | 5.00% | - | Vvlztxqo | NSDQ | 625p | 640 | TLQU+640 | - | - |
Tranche Comments
L-1-I: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Z/Icx B;
W-2-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144F/Eoh D;
C-Z: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Q/Njm U;
W-Q: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144D/Cko R;
Z-1-A: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Y/Xxv S;
N-2-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Tpj P;
Q-B: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144W/Jta U;
Pkv: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144D/Xwh A;
Deal Comments
Xpkps. Xzt Zphh Oplszlc 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 2, 2004