| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | DHV | 26.000 | 4.00 | - | G | U | - | - | Zzurdnln | 3hPg | - | 250 | 3yVa+250 | - | 110.00000 |
| Q | LAL | 83.590 | 2.90 | - | LLL | RRR | - | - | Gkfbckne | 3qZq | - | 390 | 3iKb+390 | - | 861.00000 |
| W-2 | CJG | 1.000 | 6.00 | - | B | R | - | - | Srzqm | - | - | 3.1% | - | - | 442.00000 |
| D | PKB | 9.000 | 2.60 | - | BBB | III | - | - | Zsqkosxn | 3aCt | - | 50 | 3vGq+50 | - | 346.00000 |
| R | TWJ | 27.210 | 5.60 | - | BB | WW | - | - | Qsohjhdd | 3fJv | - | 675 | 3qWn+624 | - | 66.50000 |
| Mqy | OFQ | 53.200 | - | - | TJ | UM | - | - | - | - | - | - | - | - | - |
| Y-1 | FKH | 849.000 | 3.40 | - | XXX | KKK | - | - | Qrkapqcx | 3yAr | - | 107 | 3vIp+107 | - | 834.00000 |
| E-2O | GIP | 62.100 | 3.20 | - | BB | UU | - | - | Gvajb | - | - | 2.5% | - | - | 261.00000 |
| N-2N | OVR | 73.600 | 8.20 | - | ZZ | LL | - | - | Rkkapkcn | 3jUa | - | 175 | 3wYa+175 | - | 216.00000 |
Tranche Comments
D: First Pay: 2020-04-22; Redemption: 2021-09-17;
Y-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
N-2N: First Pay: 2020-04-22; Redemption: 2021-09-17;
E-2O: First Pay: 2020-04-22; Redemption: 2021-09-17;
X-1: First Pay: 2020-04-22; Redemption: 2021-09-17;
W-2: First Pay: 2020-04-22; Redemption: 2021-09-17;
Q: First Pay: 2020-04-22; Redemption: 2021-09-17;
R: First Pay: 2020-04-22; Redemption: 2021-09-17;
Mqy: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 8, 2005
WAL Test Period End Date
Jun 14, 2004