| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| LN | XJV | 89.000 | - | - | K | - | - | - | 78.00% | - | Frzlrubo | PXCK | 200p | 200 | ADPY+200 | - | - |
| O1Q | WBU | 41.700 | - | - | NNN | - | - | - | 17.60% | - | Rpylhfcc | VKEG | 300j | 300 | LSFJ+300 | - | - |
| Y1R | CCC | 614.000 | - | - | BBB | - | - | - | 20.00% | - | Xmsbwaos | PAIG | 138-139 | 139 | CBKW+139 | - | - |
| EL | OXL | 50.000 | - | - | YY- | - | - | - | 5.00% | - | Aurpkhqm | BIOZ | 600k | 600 | MMJF+600 | - | - |
| E2J | PJT | 66.000 | - | - | JJJ | - | - | - | 97.00% | - | Plzcpwhl | WIFH | 160 | 160 | AYKY+160 | - | - |
| W1M | JZR | 23.000 | - | - | III | - | - | - | 96.00% | - | Hvsuoipb | XTKX | 138-139 | 139 | AHWD+139 | - | - |
| F2H | CST | 2.700 | - | - | NNN- | - | - | - | 12.00% | - | Svzybzmo | APET | 425f | 425 | ADFU+425 | - | - |
| Uro | TKC | 30.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZW | ELA | 48.000 | - | - | GG | - | - | - | 12.00% | - | Kebxauqt | ZHZG | 170-175 | 180 | LKSF+180 | - | - |
Tranche Comments
Y1R: Redemption: 2026-11-07; Registration: 144T/Isp T;
W1M: Redemption: 2026-11-07; Registration: 144J/Har E;
E2J: Redemption: 2026-11-07; Registration: 144J/Oyl V;
ZW: Redemption: 2026-11-07; Registration: 144F/Akf D;
LN: Redemption: 2026-11-07; Registration: 144O/Aid P;
O1Q: Redemption: 2026-11-07; Registration: 144E/Uru F;
F2H: Redemption: 2026-11-07; Registration: 144D/Xaz K;
EL: Redemption: 2026-11-07; Registration: 144A/Lpa V;
Uro: Redemption: 2026-11-07; Registration: 144N/Qfy F;
Deal Comments
Dwqwg. Kgj-Rtff Qwrvgei 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 4, 2006