| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CTY | 78.000 | - | - | JJ- | - | - | - | 4.50% | - | Ejdsddwv | HCGV | 685-700 | 708 | IUXG+708 | - | - |
| S1 | FNJ | 938.000 | - | - | VVV | - | - | - | 50.00% | - | Vjouulxf | PTWG | 163 | 163 | EQDE+163 | - | - |
| Drw | VGC | 13.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | PXT | 14.000 | - | - | C | - | - | - | 50.00% | - | Hjlwpcsp | NGHC | 260-270 | 265 | YJIB+265 | - | - |
| F2-F | NLI | 1.000 | - | - | EEE- | - | - | - | 61.00% | - | Wwicq | - | - | - | 9.463% | - | - |
| J2 | MGH | 6.000 | - | - | NNN | - | - | - | 77.00% | - | Duzmxevx | LMAL | - | 183 | GDBF+183 | - | - |
| M1 | IJS | 40.000 | - | - | KKK | - | - | - | 90.00% | - | Bxvydjxp | KWGW | 370-385 | 385 | APHB+385 | - | - |
| K2-B | YFY | 1.000 | - | - | ZZZ- | - | - | - | 10.00% | - | Kqackayx | DJDX | - | 525 | VGNT+525 | - | - |
| K | YGJ | 52.000 | - | - | VV | - | - | - | 17.00% | - | Rhrreryb | MXGX | 210-215 | 215 | ZGVO+215 | - | - |
Tranche Comments
S1: Redemption: 2026-04-25; Registration: 144T/Tji H;
J2: Redemption: 2026-04-25; Registration: 144T/Fej K;
K: Redemption: 2026-04-25; Registration: 144B/Hdy V;
P: Redemption: 2026-04-25; Registration: 144X/Wir M;
M1: Redemption: 2026-04-25; Registration: 144W/Edl V;
K2-B: Redemption: 2026-04-25; Registration: 144G/Cbr V;
F2-F: Redemption: 2026-04-25; Registration: 144F/Tqa C;
M: Redemption: 2026-04-25; Registration: 144V/Ery U;
Drw: Redemption: 2026-04-25; Registration: 144K/Omj M;
Deal Comments
Htq Xwhh Pyketul 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 10, 2006