| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | CYH | 22.000 | - | - | AA | HH | - | - | Nmcqx | ZSS | - | - | 1.900% | 1.900% | 405.00000 |
| E | WJC | 66.000 | - | - | VV- | JJ- | - | - | Mxdowoaf | 3dHg | - | 580 | 3hMt+532 | - | 14.50000 |
| F | ZWP | 37.000 | - | - | U- | L- | - | - | Zbrbxwlz | 3iRv | - | - | 3zHb+805 | - | 21.00000 |
| B | DZT | 862.000 | - | - | CCC | LLL | - | - | Ravextca | 3zOr | - | 92 | 3cGe+92 | - | 389.00000 |
| S-1 | UJU | 35.000 | - | - | JJ | TT | - | - | Gzqkzuhk | 3pJe | - | 160 | 3pIe+160 | - | 563.00000 |
| M | HCQ | 31.000 | - | - | BBB | UUU- | - | - | Lpfowkai | 3lZf | - | 320 | 3sKz+320 | - | 974.00000 |
| I-2 | LXR | 2.700 | - | - | N | V | - | - | Iqvmh | WCT | - | - | 2.100% | 2.100% | 403.00000 |
| W | EGA | 64.000 | - | - | CL | IV | - | - | - | - | - | - | - | - | Retained |
| R | DBC | 6.000 | - | - | ZZZ | KKK | - | - | Vjvsmqyy | 3dQv | - | 35 | 3xAk+35 | - | 130.00000 |
| U-1 | PCJ | 21.700 | - | - | B | H | - | - | Gjjuqiwb | 3dDv | - | 200 | 3gQv+200 | - | 245.00000 |
| Dvr | DES | 65.900 | - | - | SH | MT | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2020-10-15; Redemption: 2022-04-15;
B: First Pay: 2020-10-15; Redemption: 2022-04-15;
S-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
C-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
U-1: First Pay: 2020-10-15; Redemption: 2022-04-15;
I-2: First Pay: 2020-10-15; Redemption: 2022-04-15;
M: First Pay: 2020-10-15; Redemption: 2022-04-15;
E: First Pay: 2020-10-15; Redemption: 2022-04-15;
F: First Pay: 2020-10-15; Redemption: 2022-04-15;
W: First Pay: 2020-10-15; Redemption: 2022-04-15;
Dvr: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Yjm-Jzll Jnrmjty 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 19, 2006