| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2O2 | BFP | 97.500 | 3.10 | - | III | - | - | - | 48.00% | - | Chqvn | - | - | 185 | 3.17% | - | - |
| T22 | JQL | 5.000 | 7.35 | - | DD | - | - | - | 28.00% | - | Pzqpb | - | - | 200 | 3.37% | - | - |
| K1K2 | XKS | 628.000 | 8.26 | - | ZZZ | - | - | - | 78.00% | - | Dvmdpizu | 3kY | - | 170 | 3lS+170 | - | - |
| T2 | AFU | 46.000 | 9.24 | - | P | - | - | - | 91.00% | - | Uympdaun | 3uY | - | 300 | 3yV+300 | - | - |
| Y2 | JVY | 58.000 | 3.70 | - | NN- | - | - | - | 71.00% | - | Qwopvsla | 3cC | - | 925 | 3dD+873 | - | - |
| C2C2 | ZZZ | 7.200 | 9.60 | - | RRR | - | - | - | 93.00% | - | Vsuqeuuo | 3yT | - | 185 | 3jO+185 | - | - |
| X12 | EFP | 31.000 | 9.19 | - | XX | - | - | - | 20.00% | - | Ipwawhye | 3wS | - | 200 | 3yR+200 | - | - |
| Dkz | PIY | 71.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1I2 | JYY | 21.000 | 8.74 | - | HHH | - | - | - | 59.00% | - | Wqbhm | - | - | 170 | 2.75% | - | - |
| S2 | CPB | 60.000 | 1.84 | - | NNN- | - | - | - | 76.00% | - | Hyqlcdol | 3pH | - | 480 | 3zM+480 | - | - |
Tranche Comments
K1K2: First Pay: 2021-10-20; Redemption: 2023-07-20;
W1I2: First Pay: 2021-10-20; Redemption: 2023-07-20;
C2C2: First Pay: 2021-10-20; Redemption: 2023-07-20;
D2O2: First Pay: 2021-10-20; Redemption: 2023-07-20;
X12: First Pay: 2021-10-20; Redemption: 2023-07-20;
T22: First Pay: 2021-10-20; Redemption: 2023-07-20;
T2: First Pay: 2021-10-20; Redemption: 2023-07-20;
S2: First Pay: 2021-10-20; Redemption: 2023-07-20;
Y2: First Pay: 2021-10-20; Redemption: 2023-07-20;
Dkz: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Lyyyu. Ycx Untt Wymqchv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 2, 2006