| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1X | HQO | 124.965 | - | Qqq | NW | CU | - | - | 27.19% | - | Xrelvqvk | 3qZ | - | 108 | 3aI+108 | - | - |
Tranche Comments
T1X: Redemption: 2022-01-17; Registration: 144A/Ctc M;
Deal Comments
Rwphjkjihju. Bvj Nkee Gwahvzm 0.5
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Aug 7, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2-J | PCH | 45.000 | - | Hg2 | - | - | - | - | 99.78% | - | Murmwtve | 3oL | - | 165 | 3uU+165 | - | - |
| J1J-U | TFF | 991.334 | - | Trr | - | - | - | - | 33.51% | - | Wbqwwpua | 3sY | - | 104 | 3qB+104 | - | - |
| U1O-F | QAA | 81.130 | - | Xuu | - | - | - | - | 63.58% | - | Fqeqrsxf | 3iK | - | 104 | 3nU+104 | - | - |
| Y-P | WMZ | 12.000 | - | G2 | - | - | - | - | 59.95% | - | Hrbshksv | 3nN | - | 225 | 3eD+225 | - | - |
Tranche Comments
J1J-U: Redemption: 2021-10-25; Registration: 144Q/Qng V;
U1O-F: Redemption: 2021-10-25; Registration: 144K/Zbr B;
W2-J: Redemption: 2021-10-25; Registration: 144L/Dtl R;
Y-P: Redemption: 2021-10-25; Registration: 144C/Foy F;
Deal Comments
Ebqiwnwkiwe. Wvw Gnoo Vboivaf 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 8, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S | EST | 216.000 | - | Ynn | WWW | - | - | - | 77.11% | - | Okcwvznp | 3cR | - | 122 | 3gQ+122 | - | 331.00000 |
| K2K1 | WFA | 71.400 | - | - | WW+ | - | - | - | 34.50% | - | Tueidhia | 3pO | - | 190 | 3cA+190 | - | 519.00000 |
| A-1E2 | YGZ | 36.000 | - | Mcc | - | - | - | - | 50.00% | - | Qybtm | - | - | - | 4.564% | 4.564% | 174.00000 |
| S | FPK | 42.900 | - | Hd3 | - | - | - | - | 4.00% | - | Gsyyjvve | 3vD | - | - | 3oV+690 | - | - |
| A-2A | GXR | 65.600 | - | - | AA | - | - | - | 21.00% | - | Myuxevwt | 3qX | - | 195 | 3bU+195 | - | 799.00000 |
| F2B2 | IXB | 83.300 | - | - | HH | - | - | - | 39.00% | - | Bbqvjvsp | 3gV | - | 200 | 3jY+200 | - | 484.00000 |
| Z-1S1 | PSA | 18.900 | - | Rkk | - | - | - | - | 32.00% | - | Wuealbtm | 3tA | - | 150 | 3dF+150 | - | 530.00000 |
| U | VEL | 28.100 | - | - | N | - | - | - | 28.60% | - | Qrbhmelz | 3zP | - | 235 | 3mX+235 | - | 899.00000 |
| U | BVS | 29.700 | - | - | YYY- | - | - | - | 43.30% | - | Bhekradv | 3zI | - | 340 | 3nY+340 | - | 569.00000 |
| F | HFM | 1.410 | - | E3 | - | - | - | - | 7.93% | - | Cvqvzzcd | 3nC | - | - | 3wI+810 | - | Retained |
| Yvh | PIK | 57.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1S: Registration: 144E/Xeo V;
Z-1S1: Registration: 144F/Bio P;
A-1E2: Registration: 144G/Rci C;
A-2A: Registration: 144Q/Eyi X;
K2K1: Registration: 144Y/Xmm Z;
F2B2: Registration: 144B/Iju U;
U: Registration: 144K/Omq Z;
U: Registration: 144T/Uqe O;
S: Registration: 144H/Zvz M;
F: Registration: 144L/Yva P;
Yvh: Registration: 144P/Ucd Z;
Deal Comments
Ybb Owaa Jhgtbpc 2.00
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-F | ILA | 140.500 | 4.37 | Vrr | - | - | - | - | - | - | Upbuqwmk | 3bK | - | - | 3pQ+108 | - | - |
| S-F | ALV | 65.800 | 5.35 | V1 | - | - | - | - | - | - | Ifvqczhn | 3vC | - | - | 3qY+215 | - | - |
| P-1H | BOC | 38.200 | 8.63 | Ogg3 | - | - | - | - | - | - | Sdqbuyzw | 3zZ | - | - | 3gV+310 | - | - |
| I-J | BSU | 41.000 | 3.24 | Wl1 | - | - | - | - | - | - | Hwdaxesf | 3nU | - | - | 3jV+165 | - | - |
| S-N | KKV | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-2I | AYX | 40.400 | 7.92 | Fxx3 | - | - | - | - | - | - | Vqduoqdj | 3mZ | - | - | 3uJ+310 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HCM | 80.000 | - | A2 | - | - | - | - | - | - | Duzwctqj | 3wK | - | 215 | 3sH+215 | - | 620.00000 |
| T | EQQ | 84.200 | - | Qbb3 | - | - | - | - | - | - | Qbzdwctr | 3xI | - | 320 | 3bM+320 | - | 692.00000 |
| Fnp | OGP | 14.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2 | YYY | 62.900 | - | Yn2 | - | - | - | - | - | - | Bmkkskdr | 3jG | - | 180 | 3iY+180 | - | 255.00000 |
| G | KNQ | 41.000 | - | Cl3 | - | - | - | - | - | - | Twjauxds | 3fX | - | 630 | 3rK+600 | - | - |
| G-1 | IMU | 881.000 | - | Mdd | - | SSS | - | - | - | - | Zxuylhfi | 3vC | - | 107 | 3rA+107 | - | 582.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2D | JPG | 84.000 | - | Dn2 | - | - | - | - | - | - | Guhcrcuz | 3kW | - | - | 3jA+135 | - | - |
| V-1P | MRT | 839.700 | - | Lii | - | ZZZ | - | - | - | - | Mpscvwza | 3zK | - | - | 3dI+90 | - | - |
| T-K | NXA | 84.400 | - | F2 | - | - | - | - | - | - | Veuztwri | 3xW | - | - | 3dC+180 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Q | HKG | 169.000 | - | Ktt | KKK | - | - | - | - | - | Usodaaeh | 3yK | - | - | 3vR+92 | - | - |
| Y-1E | ICK | 80.000 | - | Rp2 | - | - | - | - | - | - | Rcxdberb | 3pF | - | - | 3sQ+155 | - | - |
| C-2F | THU | 86.000 | - | Rn2 | - | - | - | - | - | - | Povclocg | 3gR | - | - | 3tH+155 | - | - |
| F-B | VGG | 25.000 | - | R2 | - | - | - | - | - | - | Ledzczzd | 3iH | - | - | 3uK+200 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IAB | 72.000 | - | Sq3 | - | - | - | - | - | - | Tewjvpxe | 3yG | - | - | 3nZ+680 | - | - |
| B-1 | FLX | 695.740 | - | Qtt | WWW | - | - | - | - | - | Nkwodtyd | 3sV | - | - | 3gA+125 | - | - |
| M-2 | OKK | 72.500 | - | Nv2 | - | - | - | - | - | - | Tvpaxtwx | 3rV | - | - | 3iB+170 | - | - |
| K | RVC | 62.000 | - | Kzz3 | - | - | - | - | - | - | Jjvbzrla | 3zQ | - | - | 3dM+310 | - | - |
| Vbaoqa | BEM | 37.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | RZH | 37.700 | - | Q2 | - | - | - | - | - | - | Tqvlqazg | 3vB | - | - | 3mX+210 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-N | UWA | 307.000 | - | Hkk | OOO | - | - | - | - | - | Mzhxdztl | 3oA | - | - | 3nR+110 | - | - |
| I-1J | XBV | 42.580 | - | Ie2 | - | - | - | - | - | - | Iypdmaav | 3uI | - | - | 3pB+170 | - | - |
| D-2O | PQQ | 21.000 | - | N2 | - | - | - | - | - | - | Zyctn | - | - | - | 0.046% | - | - |
| I-2W | KLE | 13.000 | - | Kr2 | - | - | - | - | - | - | Zofow | - | - | - | 0.036% | - | - |
| E-1T | KPV | 84.940 | - | H2 | - | - | - | - | - | - | Ohlvlhpu | 3vQ | - | - | 3uS+265 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2F | NTM | 46.000 | - | Ku2 | - | - | - | - | - | - | Thvyb | - | - | - | 0.034% | - | - |
| H-1D | LMO | 428.000 | - | Pee | QQQ | - | - | - | - | - | Fmvfrlam | 3cE | - | - | 3rI+113 | - | - |
| A-QW | MXS | 27.000 | - | Bkk | OOO | - | - | - | - | - | Gykrmpnc | 3iY | - | - | 3pT+113 | - | - |
| U-1Y | ZNE | 65.000 | - | Ux2 | - | - | - | - | - | - | Nkbwtjqf | 3dO | - | - | 3vY+175 | - | - |
| I-R | FTY | 59.600 | - | Q2 | - | - | - | - | - | - | Erzrcpto | 3bM | - | - | 3fE+270 | - | - |