| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | KXJ | 4.000 | - | - | R | - | - | - | - | - | Udjjbdtj | KNVD | 315-325 | 325 | QCOF+325 | - | - |
| Hyp | FTO | 22.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q1 | PNV | 776.000 | - | - | CCC | - | - | - | - | - | Tzdjmhuk | XQFH | 188 | 188 | LVOC+188 | - | - |
| J2 | NUG | 70.000 | - | - | UUU | - | - | - | - | - | Behofzik | QKGN | 210t | 210 | EUKT+210 | - | - |
| T | WWC | 12.000 | - | - | ZZ | - | - | - | - | - | Rvqcotsr | ENJI | 275 | 275 | VEHQ+275 | - | - |
| E | TIQ | 19.000 | - | - | KKK- | - | - | - | - | - | Pwjdxrlk | XVZP | - | 505 | PGAG+505 | - | - |
| Z2 | RFX | 80.000 | - | - | W | - | - | - | - | - | Vrufu | - | - | - | 6.807% | - | - |
| L | GQR | 80.000 | - | - | WW- | - | - | - | - | - | Ehdpmkiv | BTQX | - | 871 | LHBS+871 | - | - |
Tranche Comments
Q1: Redemption: 2026-01-20; Registration: 144C/Jvi H;
J2: Redemption: 2026-01-20; Registration: 144G/Yvb U;
T: Redemption: 2026-01-20; Registration: 144N/Akm L;
J1: Redemption: 2026-01-20; Registration: 144E/Xwp D;
Z2: Redemption: 2026-01-20; Registration: 144V/Fki X;
E: Redemption: 2026-01-20; Registration: 144C/Zmr I;
L: Redemption: 2026-01-20; Registration: 144E/Dhx Y;
Hyp: Redemption: 2026-01-20; Registration: 144A/Owx R;
Deal Comments
Zpz Vtmm Ulripka 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 26, 2006