| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-J | XTL | 6.000 | 2.50 | - | - | ZZZ | - | - | - | - | Cllaupzq | HKZV | - | 100 | KNBX+100 | - | - |
| M1M-Q | OOD | 12.000 | 7.90 | - | - | LL | - | - | 31.90% | - | Suyeq | - | - | - | 6.19% | - | - |
| J-B | HKW | 59.500 | 8.90 | - | - | Q | - | - | 67.00% | - | Umyhbhya | VYKI | - | 245 | LPYP+245 | - | - |
| I-A | MOL | 58.000 | 13.50 | - | - | ZZ- | - | - | 5.12% | - | Tuuwvpvb | EIWM | - | 740 | XCMU+740 | - | - |
| W2-M | XIZ | 47.000 | 9.90 | - | - | DDD | - | - | 83.00% | - | Txvlrbvk | PVEZ | - | 185 | IZVC+185 | - | - |
| K1G-E | RVS | 22.500 | 6.90 | - | - | HH | - | - | 55.40% | - | Hkrzxxhb | QOWC | - | 205 | BXLP+205 | - | - |
| W-F | FBI | 42.000 | 79.00 | - | - | NNN- | - | - | 94.00% | - | Fjkpxuxw | YJBY | - | 400 | XYWO+400 | - | - |
| K1-B | TTM | 266.000 | 9.90 | - | - | ZZZ | - | - | 38.00% | - | Paqmycba | EOUT | - | 155 | ECFD+155 | - | - |
| V-H | RLW | 2.530 | 43.50 | - | - | OO- | - | - | 8.69% | - | Gcfaablq | KWBL | - | 637 | SZYF+637 | - | - |
| Bhe | XID | 30.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-J: Redemption: 2026-07-15; Registration: 144J/Kiq Z;
K1-B: Redemption: 2026-07-15; Registration: 144V/Bnp T;
W2-M: Redemption: 2026-07-15; Registration: 144A/Ask O;
K1G-E: Redemption: 2026-07-15; Registration: 144Z/Evj C;
M1M-Q: Redemption: 2026-07-15; Registration: 144I/Uyb V;
J-B: Redemption: 2026-07-15; Registration: 144T/Ipv X;
W-F: Redemption: 2026-07-15; Registration: 144J/Gte X;
I-A: Redemption: 2026-07-15; Registration: 144C/Lrr D;
V-H: Redemption: 2026-07-15; Registration: 144X/Dxw B;
Bhe: Redemption: 2026-07-15; Registration: 144J/Ids W;
Deal Comments
Wnene. Mfy Szjj Hnynfxk 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 7, 2006