| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AMI | 29.000 | 1.60 | - | QQ | - | - | - | 20.00% | - | Iemsszph | HIYO | - | 165 | NMDD+165 | - | - |
| D-1 | JQS | 86.000 | 7.60 | - | EEE- | - | - | - | 13.00% | - | Wsvovxse | QLWT | - | 295 | KJQX+295 | - | - |
| R-2 | RPW | 85.000 | 8.30 | - | CCC | - | - | - | 25.00% | - | Bzwohtzu | DKVA | - | 160 | VTUP+160 | - | - |
| G | APD | 50.000 | 46.60 | - | VV- | - | - | - | 5.00% | - | Zlowsdry | LADB | - | 550 | NEJV+550 | - | - |
| Y-1 | UVZ | 115.490 | 5.40 | - | BBB | - | - | - | 63.00% | - | Jzdqsyjx | EPKB | - | 136 | WLIY+136 | - | - |
| W | LCS | 31.000 | 9.80 | - | L | - | - | - | 40.00% | - | Grzbuscr | LKCR | - | 190 | MTMC+190 | - | - |
| Z-1 Qpwmp | WAS | 81.850 | 4.90 | - | DDD | - | - | - | 71.00% | - | Jkrqfblp | CUDC | - | 136 | ABBK+136 | - | - |
| K-2 | JXG | 3.000 | 44.90 | - | MMM- | - | - | - | 33.00% | - | Xejdylym | SGAN | - | 410 | MONI+410 | - | - |
| Geh | ABR | 55.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-11-26; Registration: 144Y/Lqa G;
Z-1 Qpwmp: Redemption: 2026-11-26; Registration: 144O/Vzs U;
R-2: Redemption: 2026-11-26; Registration: 144H/Cwh J;
H: Redemption: 2026-11-26; Registration: 144A/Wjy V;
W: Redemption: 2026-11-26; Registration: 144B/Ami U;
D-1: Redemption: 2026-11-26; Registration: 144U/Xrv D;
K-2: Redemption: 2026-11-26; Registration: 144A/Azt Z;
G: Redemption: 2026-11-26; Registration: 144T/Qey M;
Geh: Redemption: 2026-11-26; Registration: 144U/Wac S;
Deal Comments
Kcf Zapp Sqxvcxn 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 7, 2004