| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | HXR | 709.000 | 4.30 | - | LLL | - | - | - | 81.00% | - | Cvspwann | XBEQ | - | 189 | KANI+189 | - | - |
| LB | QUS | 82.000 | 3.90 | - | JJJ | - | - | - | 19.00% | - | Puyblspe | GJZW | - | 215 | QEJY+215 | - | - |
| Z | WST | 63.000 | 96.00 | - | UUU- | - | - | - | 86.92% | - | Zrezrfxb | VICK | - | 420 | BJIS+420 | - | - |
| E | UPU | 89.000 | 6.10 | - | TT | - | - | - | 41.00% | - | Qdwphsxf | UWJZ | - | 265 | MVEG+265 | - | - |
| K | EHQ | 60.000 | 61.70 | - | PP- | - | - | - | 2.00% | - | Npxdryra | GHLB | - | 848 | PZDC+848 | - | - |
| C | OKG | 65.000 | 9.90 | - | J | - | - | - | 32.00% | - | Hllhjddc | TJLR | - | 340 | PYNU+340 | - | - |
| Bcs | HZZ | 67.200 | - | - | QK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144X/Drg K;
LB: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144A/Jmj A;
E: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144L/Zrj X;
C: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144H/Hhe T;
Z: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144C/Lph M;
K: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144U/Xqc X;
Bcs: First Pay: 2024-07-25; Redemption: 2026-01-25; Registration: 144V/Pnd E;
Deal Comments
Iqy Gmff Bspeqyk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 29, 2017
WAL Test Period End Date
May 7, 2004