| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QQI | 94.260 | - | - | QQ | - | - | - | - | - | Zafxvtay | FWMF | - | 267 | IKBX+267 | - | - |
| P1 | NMV | 60.620 | - | - | H+ | - | - | - | - | - | Olwouqyy | YMEV | - | 342 | WAUI+342 | - | - |
| Y | NEZ | 92.600 | - | - | GG- | - | - | - | - | - | Zayjhakv | TLZA | 835-850 | 843 | YQIH+843 | - | - |
| Y | NWI | 13.950 | - | - | VVV- | - | - | - | - | - | Zdqskuyw | BPHK | 525t | 525 | YMED+525 | - | - |
| Kao | QAF | 23.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2 | RHR | 27.000 | - | - | O | - | - | - | - | - | Axsouusv | AEUO | 350-360 | 350 | DVYP+350 | - | - |
| C | MJD | 568.000 | - | - | CCC | - | - | - | - | - | Uqwcjafe | HBKO | - | 186 | QXTC+186 | - | - |
Tranche Comments
C: Redemption: 2025-03-29;
H: Redemption: 2025-03-29;
P1: Redemption: 2025-03-29;
Q2: Redemption: 2025-03-29;
Y: Redemption: 2025-03-29;
Y: Redemption: 2025-03-29;
Kao: Redemption: 2025-03-29;
Deal Comments
Yhg Bakk Gzqfhdj 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 20, 2006