| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1-K | NCP | 207.000 | 7.30 | Vnn | - | - | - | - | 28.00% | - | Yecdvymw | WXWV | - | 142 | IQEK+142 | - | 620.00000 |
| J-X | NNK | 67.000 | 6.60 | - | - | BB- | - | - | 6.00% | - | Lwfwkmcv | LXBM | - | 650 | HVZS+650 | - | 548.00000 |
| B-U | LVU | 4.400 | 2.10 | Y3 | - | - | - | - | 5.43% | - | - | - | - | - | - | - | Retained |
| T-L | ZTP | 1.000 | 5.30 | Xdd | - | - | - | - | - | - | Qjuxvssx | XMGZ | - | 100 | UGKA+100 | - | 263.00000 |
| H-1-F | QGQ | 53.000 | 6.70 | - | - | DDD- | - | - | 83.00% | - | Ohwqshht | CDOU | - | 360 | PXPD+360 | - | 602.00000 |
| Q-2-J | LYF | 21.200 | 2.90 | - | - | WWW- | - | - | 62.00% | - | Twvhrecg | EQVM | - | 360 | 7.8854% | 7.8854% | 898.00000 |
| A-1-D Zrse | MIO | 38.000 | 7.90 | Tff | - | - | - | - | 38.00% | - | Vywhhsfw | DPPO | - | 142 | GCDM+142 | - | 354.00000 |
| L-2-J | OQW | 72.500 | 9.30 | - | - | AAA | - | - | 63.00% | - | Sdwdhkzr | KHYV | - | 170 | YSXG+170 | - | 418.00000 |
| D-G | RKM | 43.900 | 9.40 | - | - | F | - | - | 94.00% | - | Ahaebzba | IQKD | - | 240 | NUKE+240 | - | 933.00000 |
| Z-X | GHO | 31.500 | 1.30 | - | - | WW | - | - | 24.00% | - | Bdyldrpp | YZFU | - | 200 | UHKN+200 | - | 320.00000 |
| Whn D | OBO | 8.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Ozz Lki | EZH | 7.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Wmp L | FFY | 82.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Afk I;
D-1-K: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144A/Oxh Z;
A-1-D Zrse: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144O/Pzc G;
L-2-J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Kxw Z;
Z-X: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Fzg T;
D-G: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144N/Mhy P;
H-1-F: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144N/Ksn Y;
Q-2-J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Apl G;
J-X: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144B/Frc Y;
B-U: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Q/Vqj I;
Ozz Lki: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Raz P;
Wmp L: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Qrs E;
Whn D: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144H/Llj W;
Deal Comments
Qmkmw. Xhu Eptt Bmenhry 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 28, 2006
WAL Test Period End Date
Dec 28, 2016