| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Orp | NNW | 39.900 | - | - | QZ | TD | - | - | - | - | - | - | - | - | Retained |
| J | CCC | 486.000 | - | - | HHH | UUU | - | - | Owjhlesi | 3hEg | 134-135 | 132 | 3pId+132 | - | 851.00000 |
| C-2 | PPP | 41.000 | - | - | RR | NN | - | - | Wznpy | NXI | 5.75%n | - | 4.850% | 4.850% | 435.00000 |
| L | GVN | 39.800 | - | - | KK- | XX- | - | - | Zhjxbmls | 3zZw | 1000g | 700 | 3fUd+685 | - | 69.00000 |
| Y | PFH | 61.500 | - | - | T | O | - | - | Orwmlbpf | 3cVu | 275-290 | 230 | 3hNk+230 | - | 621.00000 |
| I | FBG | 71.000 | - | - | M- | S- | - | - | Ixmmzzml | 3vZf | - | - | 3gLq+769 | - | - |
| R-1 | ILT | 16.800 | - | - | OO | YY | - | - | Suklwbwc | 3eSc | 210-215 | 190 | 3iTz+190 | - | 688.00000 |
| V | KWM | 96.100 | - | - | WWW- | GGG- | - | - | Tnuarpen | 3cHh | 720-740 | 365 | 3jXf+365 | - | 942.00000 |
Tranche Comments
J: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Khz Y;
R-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144I/Pxb D;
C-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144X/Jby V;
Y: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Y/Eun P;
V: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144W/Nny W;
L: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Mwy D;
I: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144L/Xfm C;
Orp: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Wfd Q;
Deal Comments
Wemeb. Gok Jlff Ieblozs 2.00
Originator(s)
Ujphjc Euewjee Yjcjweuecc CCS
Risk Retention
HI/IV - Vcvm IE - Vcv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 3, 2006
WAL Test Period End Date
Oct 24, 2016