| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1-E2 | NCO | 281.000 | - | Eff | AI | BBB | - | - | 68.00% | - | Twboqylw | UZSE | - | 135 | KDYF+135 | - | - |
| X-H2 | RKF | 55.000 | - | ZN | HJ | W | - | - | 92.00% | - | Itcvhtqh | NSZL | - | 195 | KVHK+195 | - | - |
| J-2-T2 | EVK | 1.000 | - | TM | EI | QQQ- | - | - | 16.00% | - | Kkffpmpe | DBTF | - | 410 | CPQC+410 | - | - |
| W-Q2 | KQW | 9.640 | - | U3 | EN | EW | - | - | 7.15% | - | Oyleffou | JMYE | - | 900 | KZYR+813 | - | - |
| Z-P2 | FEO | 94.000 | - | SE | PK | OO | - | - | 85.00% | - | Cvllvkud | CWSC | - | 170 | YKER+170 | - | - |
| N-1-K1 | JLX | 44.000 | - | OK | BI | ZZZ- | - | - | 56.00% | - | Jfryeovp | TYGQ | - | 300 | GTVW+300 | - | - |
| Hry | LYF | 168.600 | - | KE | MZ | ST | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2-P2 | OVN | 11.000 | - | HK | XS | CCC | - | - | 16.00% | - | Qllxhhws | EICF | - | 160 | DGIP+160 | - | - |
| K-D2 | YKE | 97.000 | - | YU | WY | JJ- | - | - | 9.00% | - | Ucohkfvo | NIOP | - | 600 | LNDO+600 | - | - |
Tranche Comments
P-1-E2: Redemption: 2027-01-15; Registration: 144D/Gfx T;
Y-2-P2: Redemption: 2027-01-15; Registration: 144D/Pwj H;
Z-P2: Redemption: 2027-01-15; Registration: 144A/Gbl G;
X-H2: Redemption: 2027-01-15; Registration: 144C/Yyx D;
N-1-K1: Redemption: 2027-01-15; Registration: 144L/Pjw D;
J-2-T2: Redemption: 2027-01-15; Registration: 144Y/Lqa A;
K-D2: Redemption: 2027-01-15; Registration: 144O/Jsl F;
W-Q2: Redemption: 2027-01-15; Registration: 144J/Yqh W;
Hry: Redemption: 2027-01-15; Registration: 144H/Hog E;
Deal Comments
Rumuf. Bxx Czss Guswxik 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 27, 2006