| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | ONV | 73.000 | 1.30 | - | - | OOO | - | - | 33.00% | - | Zfxretbu | SHOI | - | 325 | UDTO+325 | - | - |
| L-2 | QRF | 2.910 | 84.70 | - | - | XXX | - | - | 66.80% | - | Yqraywzo | PSOW | - | 485 | DPXZ+485 | - | - |
| Q | RML | 17.650 | 69.10 | - | - | FF | - | - | 1.00% | - | Rmeeomdo | JQLK | - | 665 | WNGF+665 | - | - |
| J | BKC | 8.500 | 17.30 | G3 | - | - | - | - | 5.76% | - | - | - | - | - | - | - | Retained |
| R | FFY | 93.000 | 6.70 | - | - | II | - | - | 96.00% | - | Zrbmvllv | XZHS | - | 190 | ZLKJ+190 | - | - |
| Tef | BCE | 63.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | GMC | 34.000 | 5.90 | - | - | T | - | - | 85.00% | - | Qzjorlbg | LGUK | - | 220 | SDTH+220 | - | - |
| V-2 | IIN | 5.000 | 4.90 | - | - | J | - | - | 71.00% | - | Uvibr | - | - | - | 6.00% | - | - |
| K | OKG | 475.000 | 9.90 | Qnn | - | OOO | - | - | 84.00% | - | Grqjjbwy | EJBK | - | 143 | PSBL+143 | - | - |
Tranche Comments
K: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144P/Wrx K;
R: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144Z/Ffk U;
W-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144I/Jbs W;
V-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144I/Jes W;
C-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144X/Afk N;
L-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144A/Ufw A;
Q: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144F/Yjt V;
J: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144O/Nhx W;
Tef: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144I/Nqj A;
Deal Comments
Kpn-Rqgg Kjxbpqw 2.10
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Oct 1, 2004