| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VF | HPX | 54.000 | - | - | V | - | - | - | 61.00% | - | Pmuvltme | KIYM | 190h | 190 | YWBZ+190 | - | - |
| Iec | NFV | 81.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MS | BMF | 8.000 | - | - | R- | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| F1I-G | LHE | 58.230 | - | - | TTT | - | - | - | 17.00% | - | Vpkbolcf | KLBE | - | 136 | QCVN+136 | - | - |
| D1T | NIS | 41.000 | - | - | YYY- | - | - | - | 85.00% | - | Klrvwbfa | XVBY | 285q | 280 | BXAJ+280 | - | - |
| MZ | FZZ | 53.000 | - | - | HH- | - | - | - | 2.00% | - | Rbbxpwpm | NDYV | 550s | 550 | IBWB+550 | - | - |
| HI | RQC | 87.000 | - | - | XX | - | - | - | 90.00% | - | Fuymprye | AZAG | 160s | 160 | DNZB+160 | - | - |
| G2T | XPY | 5.000 | - | - | OOO- | - | - | - | 47.00% | - | Oryjrbzm | KQSP | 400t | 410 | XLQU+410 | - | - |
| L1A | ZMI | 113.430 | - | - | RRR | - | - | - | 19.00% | - | Uuxrdaap | SUTW | 135q | 136 | TGER+136 | - | - |
| F2B | VTW | 8.000 | - | - | AAA | - | - | - | 47.00% | - | Ajsqfuah | BJZK | 150-155 | 150 | YQQU+150 | - | - |
Tranche Comments
L1A: Redemption: 2026-07-20; Registration: 144K/Zah B;
F1I-G: Redemption: 2026-07-20; Registration: 144Q/Dle B;
F2B: Redemption: 2026-07-20; Registration: 144V/Yxp T;
HI: Redemption: 2026-07-20; Registration: 144P/Upf V;
VF: Redemption: 2026-07-20; Registration: 144C/Kcr X;
D1T: Redemption: 2026-07-20; Registration: 144W/Mhj N;
G2T: Redemption: 2026-07-20; Registration: 144Q/Ajp P;
MZ: Redemption: 2026-07-20; Registration: 144H/Vor X;
MS: Redemption: 2026-07-20; Registration: 144Z/Tfl A;
Iec: Redemption: 2026-07-20; Registration: 144T/Nqq B;
Deal Comments
Ujwjq. Njt-Hpxx Yjhzjni 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 30, 2006