| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | AOW | 11.000 | 1.83 | - | UU | - | - | - | 38.00% | - | Zfseyedw | KEFA | - | 375 | 3pBALY+375 | - | - |
| G | WGA | 45.000 | 1.24 | - | B | - | - | - | 15.00% | - | Kypovrwt | PGOF | - | 525 | 3wCOLP+525 | - | - |
| I Crxa | VAT | 36.000 | 6.70 | - | UUU | - | - | - | 93.00% | - | Tsdqcvbb | PLNZ | - | 268 | 3sOGXO+268 | - | - |
| I | FGL | 44.000 | 6.97 | - | BBB- | - | - | - | 46.00% | - | Tulbziay | XHOO | - | 700 | 3cXHNS+700 | - | - |
| Z | PFX | 712.000 | 4.68 | - | PPP | - | - | - | 64.00% | - | Njboyxen | PMOL | - | 268 | 3lJAQD+268 | - | - |
| W2 | MLG | 6.000 | 4.98 | - | XX | - | - | - | 88.00% | - | Ftbvm | - | - | 375 | 7.63% | - | - |
| Alez | NWZ | 28.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144X/Eua I;
I Crxa: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144H/Tkk N;
C1: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144Z/Dom L;
W2: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144B/Oyf Z;
G: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144J/Lrm O;
I: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144L/Jwx T;
Alez: First Pay: 2023-10-22; Redemption: 2025-04-22; Registration: 144I/Ajr D;
Deal Comments
Hqx Bbaa Nszkqgt 2.00
Risk Retention
XB - Qyn, GX/XG - Qyn
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 27, 2004