| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | JFR | 661.000 | 3.80 | Ecc | - | GGG | - | - | 19.00% | - | Upooewtb | IDLS | - | 143 | QCBP+143 | - | - |
| R | LEY | 52.000 | 6.30 | - | - | YY- | - | - | 5.00% | - | Kzwkcrmz | ZUXE | 725-735 | 700 | QOFF+700 | - | - |
| X-2 | YJA | 46.000 | 7.20 | - | - | KKK | - | - | 20.00% | - | Jhejobfq | KXOC | 165-170 | 170 | NGCR+170 | - | - |
| N | PMN | 72.000 | 5.80 | - | - | V | - | - | 32.00% | - | Yjkuyywg | SKUB | 240p | 240 | AKPS+240 | - | - |
| Kckkvg | OZK | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | YYI | 29.000 | 2.90 | - | - | WWW- | - | - | 13.00% | - | Tcskttae | ZLZP | 350-360 | 355 | UGXY+355 | - | - |
| R | RGE | 7.000 | 92.10 | P3 | - | - | - | - | 2.80% | - | Kdzphxiz | QDZR | - | 825 | YIVB+809 | - | - |
| E | YNZ | 61.000 | 9.40 | - | - | GG | - | - | 79.00% | - | Yquozvqp | KWGS | 190-200 | 200 | UDKR+200 | - | - |
Tranche Comments
R-1: First Pay: 2023-01-16; Redemption: 2024-07-16;
X-2: First Pay: 2023-01-16; Redemption: 2024-07-16;
E: First Pay: 2023-01-16; Redemption: 2024-07-16;
N: First Pay: 2023-01-16; Redemption: 2024-07-16;
Q: First Pay: 2023-01-16; Redemption: 2024-07-16;
R: First Pay: 2023-01-16; Redemption: 2024-07-16;
R: First Pay: 2023-01-16; Redemption: 2024-07-16;
Kckkvg: First Pay: 2023-01-16; Redemption: 2024-07-16;
Deal Comments
Ukx Ghtt Cmjukaw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 20, 2006