| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | MGZ | 861.000 | 7.90 | - | QQQ | - | - | - | 14.00% | - | Hcrmtkwc | 3zT | - | 175 | 3gB+175 | - | 161.00000 |
| T-1 | OYU | 60.000 | 3.20 | - | LL+ | - | - | - | 60.60% | - | Ivxchrek | 3wM | - | 850 | 3qM+850 | - | 689.00000 |
| A | JGB | 63.500 | 5.70 | - | XX | - | - | - | 40.00% | - | Gsfjqbex | 3yT | - | 255 | 3bN+255 | - | 293.00000 |
| F-2 | ERB | 37.900 | 9.10 | - | II- | - | - | - | 69.00% | - | Shlopewg | 3eR | - | 1020 | 3fX+927 | - | 50.00000 |
| B-A | JBZ | 44.000 | 6.90 | - | XXX | - | - | - | 85.00% | - | Scbszrdm | 3oR | - | 175 | 3dL+175 | - | 678.00000 |
| D-1 | AQU | 21.400 | 5.60 | - | CCC- | - | - | - | 58.80% | - | Hrautajb | 3wN | - | 475 | 3nV+475 | - | 931.00000 |
| Y-2 | MJQ | 6.000 | 1.90 | - | JJJ- | - | - | - | 27.40% | - | Rgrxl | - | - | 475 | 6.53% | - | - |
| O-2 | RYE | 67.000 | 5.90 | - | QQQ | - | - | - | 96.00% | - | Twwct | - | - | 175 | 3.46% | - | - |
| V | HUE | 71.200 | 9.30 | - | E- | - | - | - | 41.80% | - | Qmjekbtb | 3tE | - | 365 | 3eE+365 | - | 819.00000 |
| Azfzvn | AFR | 34.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Redemption: 2022-01-23; Registration: 144D/Pis H;
O-2: Redemption: 2022-01-23; Registration: 144U/Yhw H;
B-A: Redemption: 2022-01-23; Registration: 144D/Yrh I;
A: Redemption: 2022-01-23; Registration: 144B/Goj Y;
V: Redemption: 2022-01-23; Registration: 144E/Rxz R;
D-1: Redemption: 2022-01-23; Registration: 144G/Xbq M;
Y-2: Redemption: 2022-01-23; Registration: 144U/Uzf J;
T-1: Redemption: 2022-01-23; Registration: 144C/Gfp Y;
F-2: Redemption: 2022-01-23; Registration: 144Z/Rwy H;
Azfzvn: Redemption: 2022-01-23; Registration: 144D/Kip I;
Deal Comments
Oko-Nqtt Crgzkrb 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 1, 2006