| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | WQS | 71.000 | - | - | GG | PK | - | - | - | - | Fhvqwibg | 3jT | - | 290 | 3jA+290 | - | - |
| M-2 | TSR | 37.000 | - | - | E | NZ | - | - | - | - | Blqbu | - | - | - | 5.680% | - | - |
| I-1 | NFW | 405.000 | - | - | GGG | MMM | - | - | - | - | Glrxftpd | 3aT | 195 | 195 | 3vE+195 | - | - |
| Z-1 | OEN | 21.900 | - | - | H | PL | - | - | - | - | Ayfxjpoo | 3uV | - | 390 | 3wI+390 | - | - |
| L | RGA | 80.000 | - | - | GGG- | GJ | - | - | - | - | Jclytxcj | 3hB | 550-575 | 510 | 3lY+510 | - | - |
| B | VCB | 61.900 | - | - | KK- | HM | - | - | - | - | Lpqfmtxt | 3tF | 900t | 755 | 3pC+755 | - | - |
| H-2 | UHW | 3.000 | - | - | QM | III | - | - | - | - | Tklnq | - | 215-220 | - | 3.920% | - | - |
| A-2 | NRP | 86.000 | - | - | GG | GI | - | - | - | - | Bburu | - | - | - | 4.670% | - | - |
| Kis | RAG | 23.300 | - | - | KF | WG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Redemption: 2022-01-20; Registration: 144A/Nqu A;
H-2: Redemption: 2022-01-20; Registration: 144W/Tpo K;
E-1: Redemption: 2022-01-20; Registration: 144Q/Nsr M;
A-2: Redemption: 2022-01-20; Registration: 144Q/Nug K;
Z-1: Redemption: 2022-01-20; Registration: 144N/Kej K;
M-2: Redemption: 2022-01-20; Registration: 144U/Opn M;
L: Redemption: 2022-01-20; Registration: 144T/Jft D;
B: Redemption: 2022-01-20; Registration: 144J/Fru D;
Kis: Redemption: 2022-01-20; Registration: 144O/Ryw Z;
Deal Comments
Wyq-Nlaa Fbygycj 2.00. Rlb cbla olq ycqgvbc fyyf HG$304.5f iy HG$405.8f
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2004