| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-F2 | ZML | 70.600 | - | - | R | QB | - | - | - | - | Gemxzewj | 3zQ | - | 235 | 3dS+235 | - | - |
| U-1-DU | AOA | 676.204 | - | - | SSS | JJJ | - | - | - | - | Wfwzapee | 3nJ | - | 115 | 3oI+115 | - | - |
| F-2-M2 | AXT | 77.500 | - | - | VV | TE | - | - | - | - | Ufqcrsre | 3fT | - | 185 | 3rH+185 | - | - |
| J-S2 | XZH | 33.000 | - | - | MMM- | AO | - | - | - | - | Wqbvlhtl | 3cZ | - | 320 | 3dB+320 | - | - |
| H-G2 | AMG | 6.000 | - | - | HHH | BBB | - | - | - | - | Ivswvkfk | 3wS | - | 65 | 3dU+65 | - | - |
| O-L2 | BEP | 98.000 | - | - | DD- | AW | - | - | - | - | Bwjfsram | 3yG | - | 630 | 3sV+630 | - | - |
| Twy | VTN | 47.300 | - | - | JF | ZM | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1-FZ | RBL | 74.333 | - | - | QQQ | JN | - | - | - | - | Qwkks | - | - | - | 4.050% | - | - |
| J-O2 | ZEB | 81.300 | - | - | V- | MC | - | - | - | - | Dkrbjfem | 3gB | - | 865 | 3rM+865 | - | - |
Tranche Comments
H-G2: Redemption: 2020-07-27;
U-1-DU: Redemption: 2020-07-27;
X-1-FZ: Redemption: 2020-07-27;
F-2-M2: Redemption: 2020-07-27;
T-F2: Redemption: 2020-07-27;
J-S2: Redemption: 2020-07-27;
O-L2: Redemption: 2020-07-27;
J-O2: Redemption: 2020-07-27;
Twy: Redemption: 2020-07-27;
Deal Comments
Lbtbq. Uwc Atff Abjmwvz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 22, 2006