| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AHA | 73.000 | 2.50 | - | - | T | - | - | 69.00% | - | Bpxmtxms | HYOJ | 250-260 | 270 | MLQO+270 | - | - |
| M | PNY | 70.000 | 42.00 | - | - | CC- | - | - | 9.90% | - | Cpmcbvhl | EWWU | 700-715 | 710 | MTZZ+710 | - | - |
| Q-1 | QPJ | 573.000 | 9.80 | Qdd | - | - | - | - | 44.00% | - | Hejbdddd | NBBK | 160-163 | 163 | EUBD+163 | - | - |
| Lfmomz | RPF | 18.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | MKT | 57.000 | 3.00 | - | - | TTT | - | - | 93.00% | - | Mvhcrmmq | EPHN | 175-180 | 180 | ZPNP+180 | - | - |
| N | JEJ | 94.000 | 3.80 | - | - | RR | - | - | 76.00% | - | Jmxqtqxg | IEJW | 200-210 | 217.5 | SGFW+217.5 | - | - |
| U | EHB | 50.000 | 2.20 | - | - | ZZZ- | - | - | 60.00% | - | Rrbdwaxh | NHMA | 410-420 | 420 | APKQ+420 | - | - |
Tranche Comments
Q-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Rkr Z;
V-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Ypg B;
N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Nvo A;
K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Wxb C;
U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Gsg H;
M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Qwo Y;
Lfmomz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Tso O;
Deal Comments
Gbm Oztt Yzjybks 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 31, 2004