| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2-JJ | LFG | 42.100 | 9.80 | - | KK | - | - | - | 44.00% | - | Zmsbklte | 3xNTMS | - | 285 | 3gTXJA+285 | - | - |
| L-VV | CTW | 36.320 | 4.30 | - | MMM- | - | - | - | 83.00% | - | Fsqpkuzi | 3uYHML | - | 575 | 3yHJNW+575 | - | - |
| G | CJR | 81.860 | 7.70 | - | YY- | - | - | - | 34.00% | - | Vlxdfems | 3zHVVT | - | 850 | 3gZJAK+813 | - | - |
| U-1E | CFY | 93.700 | 3.90 | - | XXX | - | - | - | 15.00% | - | Rqrswmju | 3qCNTE | - | 200 | 3hETLW+200 | - | - |
| N-CC | FZO | 85.690 | 9.80 | - | R | - | - | - | 52.00% | - | Lasxeavr | 3lZIJY | - | 375 | 3iKTJM+375 | - | - |
| Ier | YMP | 90.280 | - | - | KT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1-XX | TGG | 689.000 | 9.90 | - | VVV | - | - | - | 81.00% | - | Vumroiqb | 3oEULQ | - | 220 | 3zJWBT+220 | - | - |
| M-1X-UU | GOC | 56.000 | 4.30 | - | MMM | - | - | - | 16.00% | - | Qdldvsbl | 3tWOBE | - | 220 | 3zYQMF+220 | - | - |
Tranche Comments
U-1E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Dua S;
I-1-XX: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Wfc Q;
M-1X-UU: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Z/Crx Y;
H-2-JJ: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Taf P;
N-CC: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Quq V;
L-VV: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Fnj C;
G: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Rja E;
Ier: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Djv H;
Deal Comments
Jscsx. Yev Fsvv Fsjgemq 2.00. Oys mssv gsc ipcgksm
Risk Retention
FD - Nnti YF/FR - Nnt
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 18, 2004