| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | WRG | 4.000 | - | - | GO | TTT | - | - | - | - | Vmsweuja | 3fM | 150-155 | 160 | 3jZ+160 | - | - |
| U | SLS | 40.000 | - | - | V | SC | - | - | - | - | Tlflctwp | 3dD | 225-235 | 235 | 3sW+235 | - | - |
| V | VHX | 63.620 | - | - | OOO | BD | - | - | - | - | Sjlhbvzz | 3rC | 325-340 | 355 | 3tU+355 | - | - |
| Zxg | FJA | 51.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | ECQ | 36.500 | - | - | PP | ES | - | - | - | - | Medesxus | 3vY | - | 180 | 3hC+180 | - | - |
| O-2 | CLN | 6.800 | - | - | JJ | YG | - | - | - | - | Mjgkl | - | - | - | 3.192% | - | - |
| J | EXH | 69.310 | - | - | PP- | AU | - | - | - | - | Xccefajr | 3uO | 675-700 | 680 | 3eO+680 | - | - |
| M-1 | NAT | 345.000 | - | - | ZZZ | HP | - | - | - | - | Ybqsrimp | 3kS | - | 122 | 3dB+122 | - | - |
Tranche Comments
M-1: Redemption: 2023-11-17;
C-2: Redemption: 2023-11-17;
E-1: Redemption: 2023-11-17;
O-2: Redemption: 2023-11-17;
U: Redemption: 2023-11-17;
V: Redemption: 2023-11-17;
J: Redemption: 2023-11-17;
Zxg: Redemption: 2023-11-17;
Deal Comments
Nsx Vbww Qcuzsrl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 7, 2006