| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ILM | 2.000 | 3.30 | - | AAA | NNN | - | - | Xvpveerc | 3pSk | - | 68 | 3lWz+68 | - | 889.00000 |
| K-1 | XMD | 28.000 | 4.50 | - | GG | RR | 13.40% | - | Vkvsqpsk | 3yDf | - | 260 | 3jDo+260 | - | 103.00000 |
| Z | VYR | 13.500 | 7.90 | - | K- | W- | 7.20% | - | - | - | - | - | - | - | Retained |
| B | PUN | 66.400 | 9.00 | - | Y | M | 14.95% | - | Ndecairs | 3wRl | - | 365 | 3hOf+365 | - | 594.00000 |
| J | YGM | 35.500 | 4.20 | - | KKK | III- | 19.71% | - | - | - | - | - | - | - | Retained |
| T | YLE | 12.900 | 1.60 | - | WW- | VV- | 48.90% | - | - | - | - | - | - | - | Retained |
| I | KYQ | 741.000 | 5.90 | - | CCC | KKK | 57.00% | - | Dvzfxfpl | 3jMf | - | 185 | 3rYu+185 | - | 677.00000 |
| R-2 | MQW | 5.000 | 7.20 | - | VV | SS | 34.20% | - | Vrbvt | GLJ | - | - | 6.20% | 6.200% | 514.00000 |
| Jwovit | KTE | 87.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-07-20; Redemption: 2024-07-20;
I: First Pay: 2023-07-20; Redemption: 2024-07-20;
K-1: First Pay: 2023-07-20; Redemption: 2024-07-20;
R-2: First Pay: 2023-07-20; Redemption: 2024-07-20;
B: First Pay: 2023-07-20; Redemption: 2024-07-20;
J: First Pay: 2023-07-20; Redemption: 2024-07-20;
T: First Pay: 2023-07-20; Redemption: 2024-07-20;
Z: First Pay: 2023-07-20; Redemption: 2024-07-20;
Jwovit: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Iku Ejcc Wvsykrq 1.00
Risk Retention
QZq Kcdxjcrwjw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 31, 2006