| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FGJ | 45.000 | 1.43 | - | - | PP- | - | - | 3.00% | - | Tfpsofxl | JSAY | - | 550 | KUZE+550 | - | 496.00000 |
| F | FGD | 26.000 | 1.51 | - | - | T | - | - | 88.00% | - | Meqsiyfi | WVEG | - | 200 | QDAS+200 | - | 248.00000 |
| W-2 | GIE | 1.000 | 4.38 | - | - | GGG- | - | - | 77.00% | - | Ipuwqycc | XKMY | - | 425 | EDVH+425 | - | 544.00000 |
| J-1 | MUL | 229.000 | 2.34 | Qtt | - | LLL | - | - | 10.00% | - | Twryfsbh | VYCM | - | 136 | ZAEY+136 | - | 465.00000 |
| O | PLA | 41.000 | 9.62 | - | - | WW | - | - | 28.00% | - | Jlrypyvs | LSFO | - | 170 | NTOZ+170 | - | 782.00000 |
| A-1 | BFX | 12.000 | 8.40 | - | - | CCC- | - | - | 66.00% | - | Rvxhytdr | YHFD | - | 290 | KWGC+290 | - | 902.00000 |
| Qgmern | RKG | 10.870 | - | QB | - | EG | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | WSA | 29.000 | 7.59 | - | - | JJJ | - | - | 35.00% | - | Hzrkzimg | ZKIV | - | 156 | NVUW+156 | - | 882.00000 |
Tranche Comments
J-1: Redemption: 2026-10-24; Registration: 144B/Qig H;
P-2: Redemption: 2026-10-24; Registration: 144V/Nxr O;
O: Redemption: 2026-10-24; Registration: 144J/Jpb G;
F: Redemption: 2026-10-24; Registration: 144G/Fxs E;
A-1: Redemption: 2026-10-24; Registration: 144H/Qlq Y;
W-2: Redemption: 2026-10-24; Registration: 144F/Hri E;
G: Redemption: 2026-10-24; Registration: 144W/Rnx M;
Deal Comments
Zpb Ljmm Qxulpfs 1.98
Risk Retention
OV/VI - Pbe
Reinvestment Period (YRS)
1.90
Reinvestment Period End Date
Jan 8, 2007