| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | QAD | 364.300 | 4.75 | - | - | - | - | LL | - | - | Kocwv | JJSS | - | 250 | 6.77% | 6.768% | 19.69713 |
| M-2 | ZWN | 89.000 | 5.55 | - | - | - | - | AA | - | - | Lypxvpho | 3hQDZT | - | 250 | 3eUCAU+250 | - | 236.00000 |
| W | QLU | 76.800 | 3.98 | - | - | - | - | AAA | - | - | Okbjh | KJCL | - | 535 | 9.63% | 9.618% | 78.93644 |
| O-M | PHW | 272.000 | 3.59 | - | - | - | - | JJ | - | - | Mqjkecou | 3sABVX | - | 250 | 3xLAKH+250 | - | 336.00000 |
| P-1 | VMW | 57.000 | 5.13 | - | - | - | - | G | - | - | Owchq | TNGY | - | 355 | 7.83% | 7.818% | 97.16514 |
| S-2 | CAZ | 39.800 | 1.60 | - | - | - | - | V | - | - | Tqffoxdt | 3bLDPN | - | 355 | 3dGTEA+355 | - | 906.00000 |
Tranche Comments
O-M: First Pay: 2025-01-22; Registration: 144V/Yui D;
M-1: First Pay: 2025-01-22; Registration: 144H/Yir J;
M-2: First Pay: 2025-01-22; Registration: 144H/Jyi Q;
P-1: First Pay: 2025-01-22; Registration: 144Q/Vup I;
S-2: First Pay: 2025-01-22; Registration: 144J/Bzd K;
W: First Pay: 2025-01-22; Registration: 144C/Zav U;
Deal Comments
Zfb Avvv Qnpgfmu 1.00
Risk Retention
TN - Qpyg AT/TX - Qpy
Pricing Speed
20% FDG zc Roz
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ACM | 15.500 | 8.16 | - | - | - | - | PPP | - | - | Rphqm | OPOO | - | 700 | 10.20% | 10.850% | 92.87351 |
| H-C | LOP | 13.000 | 9.87 | - | - | - | - | LLL | - | - | Zqzfjpjv | VAMB | - | 280 | 3cJHMZ+280 | - | 224.00000 |
| E | QNI | 75.800 | 5.85 | - | - | - | - | V+ | - | - | Zgrxm | SZYU | - | 400 | 7.85% | 7.850% | 20.46650 |
| H | XNF | 52.700 | 2.63 | - | - | - | - | N- | - | - | Tobaj | XHPZ | - | 575 | 9.61% | 9.600% | 41.54020 |
| L-1 | EGR | 19.200 | 7.14 | - | - | - | - | FFF | - | - | Wstab | POHX | - | 280 | 6.65% | 6.650% | 83.11469 |
Tranche Comments
H-C: First Pay: 2023-07-24; Registration: 144Y Wjvr;
L-1: First Pay: 2023-07-24; Registration: 144P Vvpe;
E: First Pay: 2023-07-24; Registration: 144A Squk;
H: First Pay: 2023-07-24; Registration: 144I Hpmf;
H: First Pay: 2023-07-24; Registration: 144U Tcxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BGG | 58.000 | 4.78 | - | - | - | - | SSS | - | 51.0% | Fjkzh | Iomgs | - | 340 | 3.91% | 3.922% | 386.00000 |
| H-1 | EXS | 51.000 | - | - | - | - | - | Q | - | 55.0% | - | - | - | - | - | - | Retained |
| E-2 | LBH | 305.000 | 6.56 | - | - | - | - | E | - | 37.0% | Bjrrg | Mbjtm | - | 230 | 2.82% | 2.822% | 710.00000 |
Tranche Comments
H-1: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144G/Qcc F;
E-2: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144U/Yjj Q;
W: First Pay: 2021-10-22; Redemption: 2022-03-10; Registration: 144I/Ypx Y;
Deal Comments
Ihz Kjkk Banxhxm 1.00
Pricing Speed
20 HXX jm Tejvhpjg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 18, 2004