| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YXY | 4.000 | - | - | SSS | HHH | - | - | Gbypbrsu | 3lXp | - | 70 | 3jCd+70 | - | 212.00000 |
| C | SBJ | 44.600 | - | - | KKK | AAA- | - | - | Fqlkecjg | 3sIa | - | 585 | 3tUn+545 | - | 91.00000 |
| K | VIL | 367.800 | - | - | MMM | UUU | - | - | Drfxlzmm | 3rWz | - | 205 | 3xGt+190 | - | 21.40000 |
| L1 | DCV | 74.900 | - | - | YY | FF | - | - | Ewxdrycj | 3qUi | - | 290 | 3eFo+279 | - | 51.90000 |
| F | HYM | 70.900 | - | - | G | C | - | - | Mdfzkubg | 3sGr | - | 365 | 3lUe+335 | - | 25.10000 |
| S | MYA | 3.300 | - | - | QQ | RR- | - | - | - | - | - | - | - | - | Retained |
| Y | ZFQ | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | QIA | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L2 | VCA | 97.000 | - | - | QQ | AA | - | - | Cgujl | - | - | 98 | - | - | - |
| Zbbcsp | DYL | 90.200 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F: Redemption: 2021-05-29; Registration: 144U Wruw;
K: Redemption: 2021-05-29; Registration: 144W Opaf;
L1: Redemption: 2021-05-29; Registration: 144H Xosv;
L2: Redemption: 2021-05-29; Registration: 144G Mhjr;
F: Redemption: 2021-05-29; Registration: 144L Ioiv;
C: Redemption: 2021-05-29; Registration: 144I Mptd;
S: Redemption: 2021-05-29; Registration: 144S Kmwi;
Y: Redemption: 2021-05-29; Registration: 144W Cjby;
W: Redemption: 2021-05-29; Registration: 144B Wprm;
Zbbcsp: Redemption: 2021-05-29; Registration: 144L Lrjt;
Deal Comments
Zsf-Gkww Lpnrsgi 1.00
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Jan 12, 2007