| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2X2 | JRQ | 6.000 | 3.00 | - | RR | - | - | - | 64.00% | - | Eduudbdp | PUDG | - | 190 | MPWG+190 | - | - |
| S-H2 | YYE | 65.000 | 26.80 | - | LL- | - | - | - | 6.90% | - | Vmvbcmsv | ETLU | - | 650 | BCMK+650 | - | - |
| U-E2 | HTI | 53.000 | 7.10 | - | W | - | - | - | 49.00% | - | Xqcwzrts | HTAW | - | 200 | UWAW+200 | - | - |
| H-2R2 | MEH | 2.000 | 26.00 | - | FFF- | - | - | - | 96.00% | - | Heyzzssy | UHAZ | - | 425 | GTBQ+425 | - | - |
| Jgv Wxx | BPA | 9.994 | - | - | EO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1Z2 | ELQ | 79.000 | 4.70 | - | II | - | - | - | 16.00% | - | Fwchslzi | VHZX | - | 175 | BHSJ+175 | - | - |
| G-1M2 | FCJ | 59.000 | 4.80 | - | QQQ- | - | - | - | 85.00% | - | Ayplcjcq | KIBJ | - | 320 | YDAM+320 | - | - |
| Dik | XAS | 16.142 | - | - | EA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-S2 | URE | 451.000 | 1.10 | - | SSS | - | - | - | 79.00% | - | Ikwzcppk | NBEQ | - | 138 | THVW+138 | - | - |
Tranche Comments
Z-S2: Redemption: 2026-07-15; Registration: 144G/Itu T;
M-1Z2: Redemption: 2026-07-15; Registration: 144L/Unp S;
C-2X2: Redemption: 2026-07-15; Registration: 144L/Pwx F;
U-E2: Redemption: 2026-07-15; Registration: 144N/Hxl E;
G-1M2: Redemption: 2026-07-15; Registration: 144C/Aww F;
H-2R2: Redemption: 2026-07-15; Registration: 144T/Xdt S;
S-H2: Redemption: 2026-07-15; Registration: 144N/Uvz L;
Dik: Redemption: 2026-07-15; Registration: 144A/Hyu O;
Jgv Wxx: Redemption: 2026-07-15; Registration: 144X/Xyf H;
Deal Comments
Dywyv. Qxv Cqcc Nyulxyh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 15, 2006