| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CQX | 9.000 | 7.15 | - | JJJ | UW | - | - | - | - | Ayxxptfd | 3iK | 67 | 60 | 3zP+60 | - | - |
| K-2 | FMZ | 95.000 | 3.47 | - | JB | UUU | - | - | - | - | Wrpwv | Zbrhq | 140 | - | 4.49% | - | - |
| U | LUP | 21.400 | 9.82 | - | YYY- | UX | - | - | - | - | Lwuicvil | 3rY | 300x | 320 | 3pG+320 | - | - |
| B | NGE | 22.200 | 1.95 | - | B | KK | - | - | - | - | Xzlfszcg | 3zI | 220 | 225 | 3rH+225 | - | - |
| K | BCX | 58.000 | 3.27 | - | AA- | AX | - | - | - | - | Ujzboaxu | 3kD | 555-570 | 600 | 3mO+600 | - | - |
| Ocf | IUF | 718.330 | 8.96 | - | BO | TG | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | VQQ | 382.000 | 5.42 | - | III | BBB | - | - | - | - | Allyjrig | 3aP | 117 | 117 | 3xP+117 | - | - |
| L | YWU | 987.000 | 9.93 | - | HH | JE | - | - | - | - | Kwhadzss | 3zV | 165-175 | 175 | 3jW+175 | - | - |
Tranche Comments
C: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Z/Dps U;
H-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Q/Zkg N;
K-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Y/Ruq Z;
L: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144E/Fke C;
B: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144D/Uvj D;
U: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144W/Bwr T;
K: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144N/Gey J;
Ocf: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144P/Oop O;
Deal Comments
Obj Zhll Tkvnbyq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 11, 2004