| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| KL | XJI | 83.000 | - | - | I | - | - | - | 70.00% | - | Vztfkvpt | EBTN | 205-215 | 215 | SXEJ+215 | - | - |
| B1I | JYG | 59.000 | - | - | PPP- | - | - | - | 69.00% | - | Rmbyuaqj | AZXC | 315-325 | 340 | ESHX+340 | - | - |
| JG | WOF | 36.510 | - | - | NN- | - | - | - | 4.80% | - | Nbwysksu | ABCH | 650-675 | 768 | VOBU+768 | - | - |
| QT | LVP | 97.420 | - | - | RR | - | - | - | 35.00% | - | Whmnavtn | HJTR | 170e | 180 | TTTR+180 | - | - |
| UZ | NHP | 4.230 | - | - | D- | - | - | - | 8.92% | - | Xjershpn | ZVKJ | 850-875 | 1000 | NSSO+1000 | - | - |
| A1X | JBM | 523.700 | - | - | NNN | - | - | - | 19.00% | - | Gyxbcknp | UBDY | - | 137 | QICJ+137 | - | - |
| D2S | LBY | 7.420 | - | - | ZZZ | - | - | - | 72.20% | - | Vcomxhha | JMZX | 155q | 163 | LAXJ+163 | - | - |
| N2K | WVO | 2.235 | - | - | NNN- | - | - | - | 77.87% | - | Shilo | - | 435-450 | - | 7.743% | - | - |
| Gph | MNE | 80.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | XCN | 4.000 | - | - | VVV | - | - | - | - | - | Eyxpshdm | LMQW | 100p | 105 | DJBE+105 | - | - |
Tranche Comments
Z: Redemption: 2026-09-12; Registration: 144B/Vox N;
A1X: Redemption: 2026-09-12; Registration: 144M/Zdp X;
D2S: Redemption: 2026-09-12; Registration: 144R/Bbb R;
QT: Redemption: 2026-09-12; Registration: 144D/Yvs K;
KL: Redemption: 2026-09-12; Registration: 144K/Kii F;
B1I: Redemption: 2026-09-12; Registration: 144U/Fej M;
N2K: Redemption: 2026-09-12; Registration: 144Z/Ara W;
JG: Redemption: 2026-09-12; Registration: 144H/Imj L;
UZ: Redemption: 2026-09-12; Registration: 144J/Xvg N;
Gph: Redemption: 2026-09-12; Registration: 144Q/Xfm J;
Deal Comments
Owmwc. Xjw Mogg Pwkzjwl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 12, 2006