| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | INI | 45.000 | 7.80 | - | YYY | PPP | 13.00% | - | Gmklrijk | 3yMg | - | 147 | 3aBf+147 | - | 941.00000 |
| X-A2 | WSP | 63.000 | 1.10 | - | PPP | QQQ | 61.00% | - | Wzjqadwk | 3bWg | - | 147 | 3mEk+147 | - | 985.00000 |
| S | VME | 89.700 | 9.40 | - | WW- | GG- | 3.63% | - | Aqbxcqcz | 3nOn | - | 680 | 3oDj+664 | - | 31.00000 |
| T-X1 | CXK | 26.000 | 7.70 | - | DDD | AAA | 54.00% | - | Sbeqysnb | 3dOg | - | 147 | 3pSn+147 | - | 246.00000 |
| H | ITA | 94.600 | 9.30 | - | GG | DD | 19.56% | - | Iqjjzyne | 3tZy | - | 210 | 3kQn+210 | - | 320.00000 |
| I | NGX | 44.000 | 8.80 | - | C | M | 76.60% | - | Kxwbhkbk | 3xSu | - | 260 | 3pQg+260 | - | 778.00000 |
| I | HZY | 83.400 | 9.90 | - | CCC | YYY- | 45.00% | - | Ihxlywca | 3xDo | - | 375 | 3aVn+375 | - | 705.00000 |
| D | XLX | 75.000 | 5.20 | - | F- | A- | 4.19% | - | Xhbljoob | 3eUx | - | 950 | 3kDg+839 | - | 43.90000 |
| Ycrbnv | CHD | 12.500 | - | - | ZA | FI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Redemption: 2026-01-15; Registration: 144X/Nxf X;
T-X1: Redemption: 2026-01-15; Registration: 144I/Rnv T;
X-A2: Redemption: 2026-01-15; Registration: 144L/Pjn E;
H: Redemption: 2026-01-15; Registration: 144T/Puj N;
I: Redemption: 2026-01-15; Registration: 144D/Qch E;
I: Redemption: 2026-01-15; Registration: 144M/Qwk H;
S: Redemption: 2026-01-15; Registration: 144G/Ocj F;
D: Redemption: 2026-01-15; Registration: 144E/Lxq P;
Ycrbnv: Redemption: 2026-01-15; Registration: 144I/Jpu V;
Deal Comments
Ubz Gjpp Jesibcy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 21, 2006