| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NPL | 41.200 | 5.20 | Lww3 | - | HHH- | 89.80% | - | Dxfrchub | 3mZz | - | 370 | 3tLn+370 | - | 858.00000 |
| N | CPO | 7.000 | 8.00 | J3 | - | V- | 9.10% | - | Geykkvzc | 3aZw | - | 868 | 3cCq+817 | - | 91.30000 |
| S | LZF | 893.000 | 5.10 | Jhh | - | SSS | 70.00% | - | Bleawvic | 3gBh | - | 120 | 3pSi+120 | - | 424.00000 |
| Ddaumx | IBH | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LIV | 78.000 | 3.00 | Bs2 | - | OO | 73.00% | - | Npcvseml | 3lGc | - | 190 | 3vZo+190 | - | 341.00000 |
| F | VDS | 54.000 | 7.60 | C2 | - | I | 59.00% | - | Ssrmekdw | 3mSm | - | 240 | 3dKt+240 | - | 922.00000 |
| O | FYM | 60.200 | 8.30 | Bm3 | - | DD- | 3.40% | - | Zrolyqhn | 3gQg | - | 650 | 3tGz+624 | - | 63.00000 |
Tranche Comments
S: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144U/Htd S;
J: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144I/Rbg A;
F: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144O/Xza I;
P: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Z/Mwd W;
O: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144G/Cbl Y;
N: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144I/Tkl Y;
Ddaumx: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Y/Qza D;
Deal Comments
Sgl Bhvv Ihlbgkq 1.0
Risk Retention
EM/MR - Kld
WAL Test Period End Date
Apr 5, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CZH | 32.200 | 1.80 | Rw2 | - | GG | 98.40% | - | Rxzsmdmh | 3lMh | - | 240 | 3rDz+240 | - | 659.00000 |
| E | JPI | 427.300 | 8.80 | Uff | - | HHH | 50.53% | - | Swsubxmn | 3hTq | - | 150 | 3tXo+150 | - | 773.00000 |
| I | HOL | 67.400 | 2.00 | Nv3 | - | YY- | 1.71% | - | Rqrspfwq | 3qUr | - | 825 | 3jRc+773 | - | 27.00000 |
| C | ZIB | 67.800 | 9.80 | I2 | - | G | 57.00% | - | Ubdmujlt | 3lTa | - | 320 | 3mNj+320 | - | 435.00000 |
| Z | ZDT | 94.800 | 5.10 | Ayy3 | - | TTT- | 83.29% | - | Wxquzdwv | 3eSb | - | 520 | 3lQi+520 | - | 868.00000 |
| Sagjip | PLD | 14.400 | - | WH | - | GX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2024-11-30; Registration: 144X/Vhv U;
V: Redemption: 2024-11-30; Registration: 144L/Ubn V;
C: Redemption: 2024-11-30; Registration: 144H/Lmd F;
Z: Redemption: 2024-11-30; Registration: 144F/Uhg S;
I: Redemption: 2024-11-30; Registration: 144L/Ter C;
Sagjip: Redemption: 2024-11-30; Registration: 144U/Bmx Z;
Deal Comments
Jhx Jwyy Xcjwhmp 1.00
Risk Retention
XX - Qvfiovmcys