| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2C2 | JPP | 4.100 | - | QU | EEE- | - | - | - | 19.20% | - | Kxxuhade | GCIQ | 475 | 475 | SZFO+475 | - | - |
| GK2 | CBQ | 45.000 | - | EZ | Q | - | - | - | 95.00% | - | Jrqzydeg | XAOZ | 205-215 | 230 | HYFD+230 | - | - |
| OR2 | URX | 68.300 | - | HH | II- | - | - | - | 3.00% | - | Cryqxoxd | ZKJB | 735 | 735 | YLZJ+735 | - | - |
| DN2 | QRA | 694.000 | - | Oll | JZ | - | - | - | 38.00% | - | Kpqeymsg | SQHI | 141 | 141 | EMHF+141 | - | - |
| W | RXZ | 3.700 | - | AL | BBB | - | - | - | - | - | Yccjdvll | IMNL | 110 | 110 | QXAX+110 | - | - |
| TL2 | GNW | 10.000 | - | QL | OO | - | - | - | 66.00% | - | Cbqjzkmn | ZPJK | 180 | 180 | LJMD+180 | - | - |
| Q1L2 | FSY | 46.000 | - | LY | BBB | - | - | - | 25.00% | - | Gezrdknu | TXIT | 335 | 335 | IMAH+335 | - | - |
| Ojo | FPO | 48.540 | - | BY | JI | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144Z/Ovi L;
DN2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144V/Vam O;
TL2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144F/Zpv T;
GK2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144F/Cvm B;
Q1L2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144E/Mxl R;
A2C2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144A/Npm O;
OR2: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144V/Tak Y;
Ojo: First Pay: 2024-10-22; Redemption: 2026-08-27; Registration: 144A/Lib Y;
Deal Comments
Hmkml. Zyh Qjbb Fmwcylu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 14, 2006