| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | SCA | 79.100 | - | Ks2 | - | YY | - | - | Bdmazkok | 3yMa | - | 170 | 3fYc+170 | - | 441.00000 |
| Q | MOA | 16.700 | - | Ljj3 | - | XXX- | - | - | Aqlscili | 3pFu | - | 320 | 3qHh+320 | - | 366.00000 |
| P | IUU | 19.900 | - | D2 | - | I | - | - | Oqbjalcz | 3aMm | - | 215 | 3rGo+215 | - | 311.00000 |
| C | IQB | 214.400 | - | Eee | - | FFF | - | - | Ndmvevus | 3nEs | - | 102 | 3cQq+102 | - | 667.00000 |
| L | DTW | 90.200 | - | Lw3 | - | CC- | - | - | Tyeptmvf | 3sOt | - | 630 | 3wSx+609 | - | 28.10000 |
| D | HBQ | 91.900 | - | S3 | - | B- | - | - | Hqhllxia | 3zRv | - | 910 | 3bAd+865 | - | 67.00000 |
| Dxf | SUO | 94.200 | - | UO | - | BA | - | - | - | - | - | - | - | - | Retained |
| Y-2 | HZC | 73.400 | - | Rh2 | - | XX | - | - | Zaoci | IWZ | - | - | 2.000% | 2.000% | 458.00000 |
Tranche Comments
C: First Pay: 2022-04-15; Redemption: 2023-05-18;
C-1: First Pay: 2022-04-15; Redemption: 2023-05-18;
Y-2: First Pay: 2022-04-15; Redemption: 2023-05-18;
P: First Pay: 2022-04-15; Redemption: 2023-05-18;
Q: First Pay: 2022-04-15; Redemption: 2023-05-18;
L: First Pay: 2022-04-15; Redemption: 2023-05-18;
D: First Pay: 2022-04-15; Redemption: 2023-05-18;
Dxf: First Pay: 2022-04-15; Redemption: 2023-05-18;
Deal Comments
Wsf Cbll Bkefspq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 10, 2007
WAL Test Period End Date
Apr 27, 2004