| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | APX | 630.000 | - | - | HHH | - | - | - | 48.00% | - | Efvrfmdx | CJFO | - | 160 | MVND+160 | - | 216.00000 |
| K | WIZ | 5.000 | - | - | GGG | - | - | - | - | - | Wuzosdjp | GBIC | - | 135 | POTS+135 | - | 999.00000 |
| BZ | VXX | 63.000 | - | - | EE | - | - | - | 40.00% | - | Mufif | Qheux | - | 200 | 5.784% | 5.784% | 362.00000 |
| A1 | GTF | 53.000 | - | - | N | - | - | - | 98.00% | - | Zvoqvwrs | BOPW | - | 255 | JAOV+255 | - | 762.00000 |
| GN | ZPP | 3.000 | - | - | J | - | - | - | 91.00% | - | Qkmgv | Swvfa | - | 250 | 6.288% | 6.288% | 873.00000 |
| L1 | RHH | 75.000 | - | - | YYY | - | - | - | 95.00% | - | Swfhubne | EZYX | - | 400 | KGYK+400 | - | 984.00000 |
| JO | XNM | 76.000 | - | - | DDD | - | - | - | 14.00% | - | Zopeu | Nujfb | - | 400 | 7.793% | 7.793% | 655.00000 |
| Q1 | PCV | 42.000 | - | - | YY | - | - | - | 17.00% | - | Albypyes | ETFA | - | 205 | UQPF+205 | - | 699.00000 |
| WN | JNT | 89.000 | - | - | SSS | - | - | - | 15.00% | - | Fbsoqvcu | JVCX | - | 180 | TEUV+180 | - | 167.00000 |
| SN | RWR | 6.000 | - | - | UUU- | - | - | - | 59.00% | - | Rsretwxt | UZKP | - | 525 | BCFU+525 | - | 534.00000 |
| Rgh | GJU | 91.500 | - | - | BF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | IGC | 48.000 | - | - | ZZ- | - | - | - | 8.00% | - | Qsjzjqxf | SDUV | - | 725 | GHAF+709 | - | 74.00000 |
Tranche Comments
K: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144J/Kde C;
S1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144O/Kpc Q;
WN: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144J/Mwz A;
Q1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144H/Oca P;
BZ: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144A/Ywe M;
A1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144K/Pna T;
GN: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144N/Rey D;
L1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144K/Jlw G;
JO: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144L/Jvz F;
SN: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144W/Fdl Z;
O: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144D/Gqw Y;
Rgh: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144M/Uqm C;
Deal Comments
Jbj Quww Fmrgbfq 1.9
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Jul 21, 2004
WAL Test Period End Date
Feb 7, 2028