| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EKQ | 8.000 | 4.80 | - | FFF | - | - | - | - | - | Swjydsxg | SGKL | - | 103 | TGXL+103 | - | - |
| J2-A | UHO | 2.000 | 1.80 | - | QQQ- | - | - | - | 19.50% | - | Lrmpx | - | - | - | 8.00% | - | - |
| F-A | JYP | 22.000 | 1.50 | - | NN- | - | - | - | 2.00% | - | Geyoxkih | LSLS | - | 725 | LBSR+715 | - | - |
| S1-D | FRA | 851.000 | 7.10 | - | YYY | - | - | - | 25.00% | - | Whvjatzl | WUJM | - | 129 | XUHG+129 | - | - |
| Ljm | YMR | 24.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Upp Ykm | VNI | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-G | JJZ | 34.000 | 9.10 | - | G | - | - | - | 11.00% | - | Wzyejyme | AWZR | - | 205 | ASIK+205 | - | - |
| C-X | BWP | 51.000 | 5.00 | - | LL | - | - | - | 25.00% | - | Ybjjvebg | SFVF | - | 175 | MOLU+175 | - | - |
| D1-Z | RFY | 66.000 | 8.00 | - | FFF | - | - | - | 82.00% | - | Kxcktcxb | UPGJ | - | 325 | YMGI+325 | - | - |
| Z2-L | XCI | 90.000 | 4.60 | - | RRR | - | - | - | 46.00% | - | Zczdjqrl | CNNO | - | 162 | IDVL+162 | - | - |
Tranche Comments
Y: Redemption: 2025-10-20; Registration: 144D/Qte D;
S1-D: Redemption: 2025-10-20; Registration: 144L/Zwp O;
Z2-L: Redemption: 2025-10-20; Registration: 144C/Kiw H;
C-X: Redemption: 2025-10-20; Registration: 144Y/Xuo U;
S-G: Redemption: 2025-10-20; Registration: 144D/Xts H;
D1-Z: Redemption: 2025-10-20; Registration: 144Z/Dad N;
J2-A: Redemption: 2025-10-20; Registration: 144P/Rqd R;
F-A: Redemption: 2025-10-20; Registration: 144G/Wcf X;
Ljm: Redemption: 2025-10-20; Registration: 144Q/Mat Y;
Upp Ykm: Redemption: 2025-10-20; Registration: 144Y/Bvc H;
Deal Comments
Vvwvj. Kpx Ffll Cvvqpqo 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 5, 2004