| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZDF | 366.500 | 5.40 | Nss | MMM | - | - | - | Dkwahexh | 3cSv | - | 79 | 3tBo+79 | - | 794.00000 |
| R | BLZ | 48.000 | 2.90 | Am3 | MM- | - | - | - | Oeuaqihj | 3mAv | - | 630 | 3fGa+616 | - | 60.00000 |
| P | COQ | 46.300 | 2.30 | G3 | Y- | - | - | - | Pvmxdlzr | 3nWg | - | 975 | 3lHn+936 | - | 78.50000 |
| Z-1 | CDR | 77.310 | 1.80 | Cu2 | FF | - | - | - | Tsydzvts | 3tVf | - | 130 | 3qBj+130 | - | 104.00000 |
| C | QTB | 63.200 | 5.40 | Q2 | V | - | - | - | Oqspozeg | 3mCd | - | 235 | 3zWc+235 | - | 182.00000 |
| Z-P | IWN | 455.000 | 7.90 | Xtt | BBB | - | - | - | Crcvhzln | 3gEj | - | 79 | 3lUm+79 | - | 580.00000 |
| E-2 | LML | 37.600 | 6.70 | Bb2 | CC | - | - | - | Hphix | - | - | - | 1.75% | 1.750% | 677.00000 |
| J | MTB | 73.600 | 9.40 | Vii3 | GGG | - | - | - | Kvcazhhe | 3fFk | - | 350 | 3bCs+350 | - | 751.00000 |
Tranche Comments
Z-P: First Pay: 2021-07-17; Redemption: 2022-07-17;
G: First Pay: 2021-07-17; Redemption: 2022-07-17;
Z-1: First Pay: 2021-07-17; Redemption: 2022-07-17;
E-2: First Pay: 2021-07-17; Redemption: 2022-07-17;
C: First Pay: 2021-07-17; Redemption: 2022-07-17;
J: First Pay: 2021-07-17; Redemption: 2022-07-17;
R: First Pay: 2021-07-17; Redemption: 2022-07-17;
P: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Uxvxm. Efg Zuxx Axzkfkw 1.25
Risk Retention
Kfxxx Fikijxoxkb Vxoxbxp lxaa xxbixk zxxbxlia xkbxxxvb hkpxx TT NN
Reinvestment Period (YRS)
8.90
Reinvestment Period End Date
Dec 4, 2006