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«IMPORTANT NOTICE Attached please find an electronic copy of the Offering Circular (the “Offering Circular”), dated September 22, 2006 relating to ...»

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“Specified Type” means Automobile Securities, CMBS Conduit Securities, CMBS Credit Tenant Lease Securities, CMBS Large Loan Securities, Credit Card Securities, Equipment Leasing Securities, Prime RMBS Securities, Mid-Prime RMBS Securities, and Sub-Prime RMBS Securities, Small Business Loan Securities, Student Loan Securities and Subprime Automobile Securities and any other AssetBacked Security (including a Reference Obligation) that may be designated as a “Specified Type” as described herein.

“Stadium Receivables Securities” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset- Backed Securities) on the cash flow from ticket receipts and other revenue including concession and paraphernalia sales, received by a property manager of stadiums, generally having the following characteristics: (1) the receivables evidence the right to receive the future receipts from one or more stadiums; (2) the stadium receivables are not backed by existing receivables or contract rights, but rather the ability of the originator to continue to generate sufficient levels of receivables or contract rights in the future; and (3) the receivables represent obligations from a limited number of obligors and accordingly represent an undiversified pool of obligor credit risk.

“Stated Maturity” means, with respect to (a) any security (other than a Note), the date specified in such security as the fixed date on which the final payment of principal of such security is due and payable, (b) any repurchase obligation, the repurchase date thereunder on which the final repurchase obligation thereunder is due and payable and (c) any Note, December 5, 2051, or, in each case, if such date is not a Business Day, the next following Business Day.

“Step-Down Bond” means a security which by the terms of the related Underlying Instruments provides for a decrease in the per annum interest rate on such security (other than by reason of any change in the applicable index or benchmark rate used to determine such interest rate) or in the spread over the applicable index or benchmark rate, solely as a function of the passage of time; provided that a Step-Down Bond shall exclude (a) any such security that provides for payment of a constant rate of interest at all times after the date of acquisition by the Issuer and (b) any Hybrid Security.

“Step-Up Bond” means a security which by the terms of the related Underlying Instruments provides for an increase in the per annum interest rate on such security or in the spread over the applicable index or benchmark rate, solely as a function of the passage of time; provided that a Step-Up Bond shall exclude (a) any such security providing for payment of a constant rate of interest at all times after the date of acquisition by the Issuer and (b) any Hybrid Security.

“Structured Settlement Securities” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset- Backed Securities) on the cash flow from receivables representing the right of litigation claimants to receive future scheduled payments under settlement agreements that are funded by annuity contracts, which receivables may have varying maturities.

“Student Loan Securities” means Student Loan Securities (Guaranteed) and Student Loan Securities (Other).

“Student Loan Securities (Guaranteed)” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset-Backed Securities) on the cash flow from loans made to students (or their parents) to finance educational needs, generally having the following characteristics: (1) the loans have standardized terms; (2) the loans are obligations of numerous borrowers and accordingly represent a very diversified pool of obligor credit risk; (3) the repayment stream on such loans is primarily determined by a contractual payment schedule, with early repayment on such loans predominantly dependent upon interest rates and the income of borrowers following the commencement of amortization; and (4) such loans are fully or partially insured or reinsured by the United States Department of Education.

“Student Loan Securities (Other)” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset-Backed Securities) on the cash flow from loans made to students (or their parents) to finance educational needs, generally having the following characteristics: (1) the loans have standardized terms; (2) the loans are obligations of numerous borrowers and accordingly represent a very diversified pool of obligor credit risk; (3) the repayment stream on such loans is primarily determined by a contractual payment schedule, with early repayment on such loans predominantly dependent upon interest rates and the income of borrowers following the commencement of amortization; and (4) such loans are not fully or partially insured or reinsured by the United States Department of Education.





“Subordinate Servicing Fee” means the fee payable to the Collateral Servicer in arrears on each Quarterly Distribution Date pursuant to the Collateral Servicing Agreement, in an amount equal to 0.10% per annum of the Quarterly Asset Amount for such Quarterly Distribution Date; provided that the Subordinate Servicing Fee will be payable on each Quarterly Distribution Date only to the extent of funds available for such purpose in accordance with the Priority of Payments. Any accrued but unpaid Subordinate Servicing Fee will be deferred. Any unpaid Subordinate Servicing Fee that is deferred (whether as a result of the operation of the Priority of Payments as described herein or at the option of the Collateral Servicer pursuant to the Indenture), will accrue interest at a rate set forth in the Indenture and will be paid (with interest) on the next succeeding Quarterly Distribution Date to the extent funds are available for such purpose in accordance with the Priority of Payments.

“Sub-Prime RMBS Securities” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset-Backed Securities) on the cash flow from residential mortgage loans or balances (including revolving balances) outstanding under lines of credit secured by residential real estate (single or multi-family properties) that generally have the following characteristics: (1) the mortgage loans have standardized payment terms and require minimum monthly payments; (2) the mortgage loans are obligations of numerous borrowers and accordingly represent a very diversified pool of obligor credit risk; and (3) the mortgage loans have a weighted average FICO Score less than 625.

“Synthetic CDO Securities” means (a) any CDO Obligations the issuer of which obtains credit exposure to, or depends on the market value of or cashflow from, one or more credit default swaps or total return swaps (i) in an aggregate notional amount greater than 20% of the aggregate principal balance (and notional amount) of the underlying assets of such CDO Obligation and (ii) the reference portfolio of which contains the characteristics normally associated with CDO Obligations with current market practice including, without limitation, the portfolio characteristics, investment and reinvestment criteria, and credit profile (e.g., probability of default, recovery upon default and expected loss characteristics) or (b) any credit default swaps or synthetic securities that have the characteristics of clause (a) other than credit default swaps and synthetic securities which reference only a single Reference Obligation or Reference Obligor.

“Synthetic Corporate CDO Security” means an Asset-Backed Security, other than a CLO Security, issued by an entity formed for the purpose of securing its obligations with respect to one or more credit default swaps relating to a portfolio the aggregate principal balance of which consists of more than 5% of Corporate Debt Securities.

“Tax Event” means an event where (a) any obligor (including any Credit Default Swap Counterparty) is, or on the next scheduled payment date under any Collateral Debt Security any obligor (including any Credit Default Swap Counterparty) will be, required to deduct or withhold from any payment under any Collateral Debt Security to the Issuer for or on account of any tax for whatever reason (whether or not as a result of a change in law or interpretation), and such obligor or Credit Default Swap Counterparty is not, or will not be, required to pay to the Issuer such additional amount as is necessary to ensure that the net amount actually received by the Issuer (free and clear of taxes, whether assessed against such obligor, Credit Default Swap Counterparty or the Issuer) will equal the full amount that the Issuer would have received had no such deduction or withholding occurred, (b) any jurisdiction imposes net income, profits or a similar tax on the Issuer or (c) the Issuer or the Hedge Counterparty is required to deduct or withhold from any payment under the Hedge Agreement for or on account of any tax and the Issuer is obligated, or the Hedge Counterparty is not obligated, to make a gross-up payment.

“Tax Lien Securities” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset- Backed Securities) on the cash flow from a pool of tax obligations owed by businesses and individuals to state and municipal governmental taxing authorities, generally having the following characteristics: (1) the obligations have standardized payment terms and require minimum payments; (2) the tax obligations are obligations of numerous borrowers and accordingly represent a very diversified pool of obligor credit risk; and (3) the repayment stream on the obligation is primarily determined by a payment schedule entered into between the relevant tax authority and obligor, with early repayment on such obligation predominantly dependent upon interest rates and the income of the obligor following the commencement of amortization.

“Tax Materiality Condition” means during any 12-month period any combination of Tax Events resulting, in aggregate, in a payment by, or charge or tax burden to, the Issuer in excess of U.S.$3,000,000.

“Time Share Securities” means Asset-Backed Securities (other than Prime RMBS Securities, Mid-Prime RMBS Securities and Sub-Prime RMBS Securities) that entitle the holders thereof to receive payments that depend primarily on the cash flow from residential mortgage loans (secured on a first priority basis, subject to permitted liens, easements and other encumbrances) by residential real estate the proceeds of which were used to purchase fee simple interests in timeshare estates in units in a condominium, generally having the following characteristics: (1) the mortgage loans have standardized payment terms and require minimum monthly payments; (2) the mortgage loans are obligations of numerous borrowers and accordingly represent a diversified pool of obligor credit risk; (3) repayment of such securities can vary substantially from their contractual payment schedules and depends entirely upon the rate at which the mortgage loans are repaid; and (4) the repayment of such mortgage loans is subject to a contractual payment schedule, with early prepayment of individual loans depending on numerous factors specific to the particular obligors and upon whether, in the case of loans bearing interest at a fixed rate, such loans or securities include an effective prepayment premium and with early repayment depending primarily on interest rates and the sale of the mortgaged real estate and related dwelling and generally no penalties for early repayment.

“Tobacco Litigation Securities” means Asset-Backed Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the Asset- Backed Securities) on the cash flow from lawyer fee awards and state awards as a result of the settlement of litigation between the states and certain tobacco companies.

“Total Senior Redemption Amount” means, as of any Quarterly Distribution Date, the aggregate amount required (a) to make all payments under paragraphs (A) through (R) under “Priority of Payments—Interest Proceeds” and under paragraphs (A) through (F) and (H) through (I) under “Priority of Payments—Principal Proceeds” as of such date (including any termination payments payable by the Issuer pursuant to the Hedge Agreement and any fees and expenses incurred by the Trustee in connection with the disposition of Collateral Debt Securities), (b) to redeem all the Notes on the scheduled Redemption Date at the applicable Redemption Prices, together with all accrued and unpaid interest to the date of redemption and (c) solely in the case of an Auction Call Redemption pursuant to the Indenture, to make a payment to the Preference Share Paying Agent for distribution to the Preference Shareholders in an amount equal to the Preference Share Redemption Date Amount (or such lesser amount as is agreed by all of the Preference Shareholders).

“Trade Receivable Securities” means Asset-Backed Securities that are financings by companies that involve securitizations of Dollar-denominated receivables under contracts with buyers or from sale through an established market pursuant to which cash generated from the existing and future receivables is captured, typically paid to a trust or collateral account in the United States and is used to service the debt evidenced by the Asset-Backed Securities.

“Trustee” means LaSalle Bank National Association.

“Trust Preferred CDO Securities” means CDO Securities that entitle the holders thereof to receive payments that primarily depend (except for rights or other assets designed to assure the servicing or timely distribution of proceeds to holders of the CDO Securities) on the cash flow from a pool of trust preferred securities. They generally have the following characteristics: (1) the trust securities are nonamortizing preferred stock securities; (2) the trust securities have a 30-year maturity with a 5- or 10- year non-call period; and (3) the trust securities are subordinated debt.

“UCC” means the Uniform Commercial Code as in effect in the State of New York.

“Underlying Instruments” means the indenture or other agreement pursuant to which a Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security has been issued or created and each other agreement that governs the terms of or secures the obligations represented by such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security or of which the holders of such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security are the beneficiaries.

“Underlying Portfolio” means, with respect to any Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security, the assets securing such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security for the benefit of the holders of such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security and which are expected to generate the cashflows required for the servicing and repayment (in whole or in part) of such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security, or the assets to which a holder of such Collateral Debt Security, Eligible Investment, U.S. Agency Security or Equity Security is economically exposed where such exposure is created synthetically.

“Uninvested Proceeds” means, at any time, the net proceeds received by the Issuer on or after the Closing Date from the initial issuance of the Notes and the Preference Shares to the extent such proceeds have not been deposited in the Expense Account or invested in Collateral Debt Securities, each in accordance with the Indenture or deposited in a Credit Default Swap Counterparty Account.

“USA PATRIOT Act” means the Uniting and Strengthening America by Providing Appropriate Tools Required to Intercept and Obstruct Terrorism Act of 2001.

“U.S. Agency Securities” means Registered obligations of (i) the U.S. Treasury, (ii) any Federal agency or instrumentality of the United States of America or (iii)(a) the Federal National Mortgage Association, (b) the Student Loan Marketing Association or (c) the Federal Home Loan Mortgage Corporation, in each case having a Stated Maturity that does not exceed the Stated Maturity of the Notes.

“U.S. Dollars” means United States dollars.

“U.S.$” means United States dollars.

“U.S. Person” has the meaning given in Regulation S.

“Warehouse Agreement” means the Warehousing Agreement dated as of December 23, 2005, as amended and restated by the Amended and Restated Warehousing Agreement dated as of May 1, 2006, among, the Initial Purchaser, Credit Suisse, acting through its Cayman Islands Branch and the Collateral Servicer.

“Written Down Security” means, as of any date of determination, any Collateral Debt Security as to which the aggregate par amount of such Collateral Debt Security and all other securities secured by the same pool of collateral that rank pari passu with or senior in priority of payment to such Collateral Debt Security exceeds the aggregate par amount (including reserved interest or other amounts available for overcollateralization) of all collateral securing such securities (excluding defaulted collateral), as determined by the Collateral Servicer using customary procedures and information available in the servicer reports relating to such Written Down Security.

“Zero Coupon Bond” means a security that, pursuant to the terms of its Underlying Instruments, on the date on which it is acquired, does not provide for the payment of interest, or provides that all payments of interest will be deferred until the final maturity thereof.

–  –  –

A. If the Collateral Debt Security (other than a Credit Default Swap or a Guaranteed Asset-Backed Security) is the senior-most tranche of securities issued by the issuer of such Collateral Debt

Security the recovery rate is as follows*:

–  –  –

B. If the Collateral Debt Security (other than a Credit Default Swap or a Guaranteed Asset-Backed Security) is not the senior-most tranche of securities issued by the issuer of such Collateral Debt

Security the recovery rate is as follows*:

–  –  –

C. If the Collateral Debt Security (other than a Guaranteed Asset-Backed Security) is a Credit Default Swap, the recovery rate will be assigned by Standard & Poor’s upon the acquisition of such Security by the Issuer.

*If the Collateral Debt Security is a Guaranteed Asset-Backed Security, the recovery rate will be (a) if such Guaranteed Asset-Backed Security is secured and not by its terms subordinate in right of payments, 47.5%, (b) if such Guaranteed Asset-Backed Security is not secured and is not by its terms subordinate in right of payment, 37% and (c) otherwise, 21.5%.

–  –  –

The following types of Asset-Backed Securities are not eligible to be notched in accordance with Schedule D unless otherwise agreed to by Standard & Poor’s. Accordingly, the Standard & Poor’s Rating of such Asset-Backed Securities must be determined pursuant to clause (i) or (ii) of the definition of “Standard & Poor’s Rating” in the Offering Circular. This Schedule may be modified from time to time by Standard & Poor’s and its applicability should be confirmed with Standard & Poor’s prior to use.

1. Non-U.S. Structured Finance Securities

2. Guaranteed Securities

3. CDOs of Structured Finance and Real Estate Securities

4. CBOs of CDOs

5. CLOs of Distressed Debt

6. Mutual Fund Fee Securities

7. Catastrophe Bonds

8. First Loss Tranches of any Securitization

9. Synthetics

10. Synthetic CBOs

11. Combination Securities

12. Re-REMICs

13. Market value CDOs

14. Net Interest Margin Securities (NIMs)

15. Structured Settlement Securities other than Tobacco Litigation Securities

16. Any asset class not listed on Schedule D

–  –  –

The Standard & Poor’s Rating of a Collateral Debt Security that is not of a type specified on Schedule C and that has not been assigned a rating by Standard & Poor’s may be determined as set forth below.

A. If such Collateral Debt Security is rated by Moody’s and Fitch, the Standard & Poor’s Rating of such Collateral Debt Security shall be the Standard & Poor’s equivalent of the rating that is the number of subcategories specified in Table A below the lowest of the ratings assigned by Moody’s and Fitch.

B. If the Collateral Debt Security is rated by Moody’s or Fitch, the Standard & Poor’s Rating of such Collateral Debt Security shall be the Standard & Poor’s equivalent of the rating that is one subcategory below the rating that is the number of subcategories specified in Table A below the rating assigned by Moody’s or Fitch.

This Schedule may be modified from time to time by Standard & Poor’s and its applicability should be confirmed with Standard & Poor’s prior to use.

–  –  –

Franchise Securities Project Finance Securities Mutual Fund Securities Oil and Gas Securities Restaurant and Food Services Securities

–  –  –

Aerospace and Defense Securities Prime RMBS Securities —Jumbo Automobile Securities Alt-A RMBS Car Rental Receivable Securities Subprime Automobile Securities Recreational Vehicle Securities

–  –  –

Following is an index of certain defined terms used in this Offering Circular and the page number where each such definition appears.

10% U.S. Holder

25% Threshold

ABS CDO Security

ABS Type Diversified Securities

ABS Type Residential Securities

ABS Type Undiversified Securities

ABX Index Security

Accounts

Administration Agreement

Administrator

Affected Class

Agency CMO

Aggregate Attributable Amount

Aircraft Securities

Alt-A RMBS

Alternative Securities Market

Applicable Procedures

Applicable Recovery Rate

Approved Dealer

Asset-Backed Securities

Auction

Auction Call Redemption

Auction Call Trigger Date

Auction Date

Auction Procedures

Automobile Securities

Average Life

Base Rate

Base Rate Reference Bank

Benchmark Rate

Benefit Plan Investor

Business Day

Calculation Agent

Calculation Amount

Car Rental Fleet Securities

Catastrophe Bonds

Cause

CDO Domestic Corporate Debt Securities

CDO Obligation

CDO Security

CDO Security of CDO Securities

CFC

Chassis Leasing Securities

Class

Class A Notes

Class A/B Coverage Tests

Class A/B Interest Coverage Ratio

Class A/B Interest Coverage Test

Class A/B Overcollateralization Ratio

Class A/B Overcollateralization Test

Class A-1 Break-Even Default Rate

ii Class A-1 Loss Differential

Class A-1 Notes

Class A-1 Scenario Default Rate

Class A-2 Break-Even Default Rate

Class A-2 Loss Differential

Class A-2 Notes

Class A-2 Scenario Default Rate

Class B Notes

Class B-1 Break-Even Default Rate

Class B-1 Loss Differential

Class B-1 Notes

Class B-1 Scenario Default Rate

Class B-2 Break-Even Default Rate

Class B-2 Loss Differential

Class B-2 Notes

Class B-2 Scenario Default Rate

Class C Break-Even Default Rate

Class C Coverage Tests

Class C Deferred Interest

Class C Interest Coverage Ratio

Class C Interest Coverage Test

Class C Loss Differential

Class C Notes

Class C Overcollateralization Ratio

Class C Overcollateralization Test

Class C Scenario Default Rate

Class D Break-Even Default Rate

Class D Coverage Tests

Class D Deferred Interest

Class D Interest Coverage Ratio

Class D Interest Coverage Test

Class D Loss Differential

Class D Notes

Class D Overcollateralization Ratio

Class D Overcollateralization Test

Class D Scenario Default Rate

Clearing Agency

Clearstream

CLO Security

Closing Date

CMBS Conduit Securities

CMBS Credit Tenant Lease Securities

CMBS Large Loan Securities

CMBS Securities

CMBS Single Property Securities

Code

Co-Issuer

Co-Issuers

Collateral

Collateral Administration Agreement

Collateral Administrator

Collateral Debt Security

Collateral Quality Matrix

Collateral Quality Tests

Collateral Servicer

Collateral Servicer Standard of Care

iii Collateral Servicing Agreement

Collateralization Event

Collection Accounts

Commercial ABS Securities

Consumer ABS Securities

Container Leasing Securities

Controlling Class

Controlling Person

Corporate CDO Security

Corporate Debt Security

Corporate Guaranteed Securities

Countrywide

Coverage Tests

Credit Card Securities

Credit Default Swap

Credit Default Swap Collateral

Credit Default Swap Counterparty

Credit Default Swap Counterparty Account

Credit Default Swap Counterparty Defaulted Obligation

Credit Default Swap Issuer Account

Credit Risk Security

Credit Suisse

Current Interest Rate

Current Portfolio

Current Spread

Custodial Account

Custodian

Dealer Floorplan Securities

Default

Defaulted Credit Default Swap

Defaulted Interest

Defaulted Security

Defeased Credit Default Swap

Deferred Interest PIK Bond

Definitive Notes

Definitive Preference Shares

Deliverable Obligation

Designated Maturity

Determination Date

Discount Haircut Amount

Discount Security

DOL

Dollars

DTC

Due Period

Eligibility Criteria

Eligible Assets

Eligible Investments

Emerging Market Issuer

Emerging Market Security

Entertainment Securities

Equipment Leasing Securities

Equity Security

ERISA

ERISA Plans

Euroclear

iv Event of Default

Excepted Property

Exchange Act

Excluded Synthetic CDO Security

Expense Account

Fair Market Value

Fitch

Fixed Rate Excess

Fixed Rate Security

Floating Rate Security

Flow-Through Investment Vehicle

Form Approved Credit Default Swap

Forward Sale Agreement

Franchise Securities

Future Flow Securities

Global Notes

Guaranteed Asset-Backed Security

Healthcare Securities

Hedge Agreement

Hedge Counterparty

Hedge Counterparty Collateral Account

Hedge Counterparty Ratings Requirement

Hedge Counterparty Replacement Criteria

Hedge Ratings Determining Party

High Grade ABS CDO Security

High-Diversity CDO Securities

Hybrid Security

IFSRA

Indenture

indirect participants

Initial Purchaser

Insurance-Linked Securities

Interest Collection Account

Interest Coverage Ratios

Interest Coverage Tests

Interest Distribution Amount

Interest Excess

Interest Only Security

Interest Period

Interest Proceeds

Inventory Financing Securities

Investment Company Act

Investment Grade

InvStG

Irish Paying Agent

IRR

IRS

Issue

Issuer

Issuer Charter

lender liability

Leveraged Loan CDO Securities

LIBOR

LIBOR Business Day

LIBOR Determination Date

London Banking Day

v Lottery Receivable Securities

Low-Diversity CDO Securities

Macaulay Duration

Majority-in-Interest of Preference Shareholders

Managed Single Tranche CDO Securities

Manufactured Housing Securities

Margin Stock

Market Value CDO Securities

Measurement Date

Mid-Prime RMBS Securities

Monoline Insurer

Moody’s

Moody’s Asset Correlation Factor

Moody’s Asset Correlation Test

Moody’s Maximum Rating Factor Test

Moody’s Minimum Asset Size

Moody’s Minimum Asset Test

Moody’s Minimum Weighted Average Recovery Rate Test

Moody’s Rating

Moody’s Rating Factor

Moody’s Weighted Average Rating Factor

Moody’s Weighted Average Recovery Rate

Mutual Fund Securities

NASD

Natural Resource Receivables Securities

Negative Amortization Capitalization Amount

Negative Amortization Haircut Amount

Negative Amortization Security

Net Interest Margin Securities

Net Outstanding Portfolio Collateral Balance

Non-U.S. Holder

Note Register

Note Registrar

Noteholder

Notes

Offer

Offered Securities

Offering

Official List

OID

Oil and Gas Securities

Optional Redemption

Original Purchaser

other security

Overcollateralization Tests

par

parallel security

Participant

Parties in Interest

Paying Agent

Payment Account

PCCL

PFIC

PIK Bond

Plan Asset Regulation

Plan Fiduciary

vi Pledged Collateral Debt Security

Preference Share Documents

Preference Share Paying Agency Agreement

Preference Share Paying Agent

Preference Share Redemption Date Amount

Preference Share Register

Preference Share Registrar

Preference Share Reserve Account

Preference Share Transfer Agent

Preference Shareholders

Preference Shares

Prime RMBS Securities

Prime RMBS Securities (Alt-A or Mixed Pools)

Prime RMBS Securities (Jumbo)

Principal Balance

Principal Collection Account

Principal Only Security

Principal Proceeds

Priority of Payments

Pro Rata Condition

prohibited transactions

Project Finance Securities

Proposed Portfolio

PTCE

Purchase Agreement

Pure Private Asset Backed Security

QEF

Qualified Institutional Buyer

QUALIFIED INSTITUTIONAL BUYER

Qualified Purchaser

QUALIFIED PURCHASER

Qualifying Foreign Obligor

Qualifying Investment Vehicle

Quarterly Asset Amount

Quarterly Distribution Date

Rabobank

Ramp-Up Completion Date

Ramp-Up Notice

Rating Agencies

Rating Condition

Rating Confirmation

Rating Confirmation Failure

Record Date

Recreational Vehicle/Boat Securities

Redemption Date

Redemption Price

Reference Banks

Reference Dealers

Reference Obligation

Reference Obligor

Registered

Regulation S

REGULATION S

Regulation S Definitive Notes

Regulation S Global Note

Regulation S Global Note(s)

vii Regulation S Global Notes

Reinvestment Criteria

Reinvestment Period

REIT Debt Securities

Residential ABS Securities

Restaurant and Food Services Securities

Restricted Definitive Notes

Restricted Global Notes

Restricted Notes

RMBS Securities

Rule 144A

RULE 144A

Sale Proceeds

SEC

Secured Parties

Securities Act

SECURITIES ACT

Senior

Senior Servicing Fee

Servicer

Servicing Fees

Share Trustee

Similar Law

Single-Name Credit Default Swap

Small Business Loan Securities

Special Purpose Vehicle Jurisdiction

Specified Type

Spread Excess

Stadium Receivables Securities

Standard & Poor’s

Standard & Poor’s CDO Monitor

Standard & Poor’s CDO Monitor Test

Standard & Poor’s Minimum Weighted Average Recovery Rate Test

Standard & Poor’s Rating

Standard & Poor’s Weighted Average Recovery Rate

Stated Maturity

Step-Down Bond

Step-Up Bond

Structured Settlement Securities

Student Loan Securities

Student Loan Securities (Guaranteed)

Student Loan Securities (Other)

Subordinate

Subordinate Servicing Fee

Sub-Prime RMBS Securities

Substitute Party

Substitution Assignment Amount

Substitution Event

Synthetic CDO Securities

Synthetic Corporate CDO Security

Tax Event

Tax Lien Securities

Tax Materiality Condition

Tax Redemption

Time Share Securities

Tobacco Litigation Securities

viii Total Senior Redemption Amount

Trade Receivable Securities

Transfer Agent

Treasury Department

Trust Preferred CDO Securities

Trustee

U.S. Agency Securities

U.S. Dollars

U.S. Holder

U.S. Person

U.S.$

UCC

Underlying Instruments

Underlying Portfolio

Uninvested Proceeds

Uninvested Proceeds Account

USA PATRIOT Act

VCA

Warehouse Agreement

Weighted Average Coupon

Weighted Average Coupon Test

Weighted Average Life

Weighted Average Life Test

Weighted Average Spread

Weighted Average Spread Test

Written Down Security

Zero Coupon Bond

–  –  –



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«Relations Bounds And Approximations For Order Statistics Impolitely, after you stand usually at any possible pdf, working down what may take the many without your diligence on repair is required downloaded although you, should add a team. Any bad regional time has a Relations, Bounds and Approximations for Order Statistics expert than any bag which holds downloaded that respect in the doubt time and can be involved in the different interest. Sure, charge a salary off if trash post costs, when...»

«12 February 2015 Chapter 2: Violent Crime and Sexual Offences Homicide Coverage: England and Wales Date: 12 February 2015 Geographical Area: Local Authority and County Theme: Crime and Justice Summary This chapter presents analyses of homicides recorded by the police in 2013/14. The information comes from the Home Office Homicide Index, which contains detailed record-level information about each homicide recorded by police in England and Wales. The database is continually updated with revised...»

«African Journal of Education and Technology, Volume 1 Number 3 (2011), pp. 78-87 MARINE ENGINEERING AS FUTURE CAREER IN MALAYSIA A.H. Saharuddin1, O.O. Sulaiman1, A.S.A. Kader2, W. B. Wan Nick3 Department of Maritime Technology, Faculty of Maritime Study and Science Marine University Malaysia Terengganu, Kuala Terengganu, Terengganu, Malaysia Marine Technology Department, Universiti Teknologi Malaysia, Skudai, Johor, Malaysia Physical sciences Department, Faculty of Science and Technology,...»

«Are the Asian Equity Markets more Interdependent after the Financial Crisis? Siew-Yen Foo National University of Singapore Wing Keung Wong Terence Tai-Leung Chong Hong Kong Baptist University The Chinese University of Hong Kong Abstract This paper examines the impact of the 1997 Asian Financial Crisis on the linkages between the Singapore and five Asian-Pacific stock markets. We show that the interdependence between these markets has intensified after the crisis. Before the crisis, only the...»

«Internationale Zeitschrift fiir Soziologie Kommunikationsund Kulturforschung Herausgegeben von Eckart Pankoke, Justin Stagl, Johannes WeiB Michel Maffesoli Znhalt des Heftes Karsten Fischer: Tabuisierung und Rationalisierung Johan Goudsblom: Norbert Elias and American Sociology Jiirgen Gerhards und Jorg Rossel: Akteure, Interessen und Deutungsmuster: Eine kultursoziologische Analyse der Debatte iiber das gleiche Wahlrecht in PreuBen (18901918) Vera Sparschuh: Der Generationsauftrag bewuBtes...»

«‘CIVILIAN OBJECTS WERE NOT DAMAGED’ RUSSIA’S STATEMENTS ON ITS ATTACKS IN SYRIA UNMASKED Amnesty International Publications First published in [YYYY] by Amnesty International Publications International Secretariat Peter Benenson House 1 Easton Street London WC1X 0DW United Kingdom www.amnesty.org © Amnesty International Publications [YYYY] Index: [Index Number] Original Language: English Printed by Amnesty International, International Secretariat, United Kingdom [ISBN:] [ISSN:] All...»

«Chapter 2 Rethinking Success in Software Projects: Looking Beyond the Failure Factors Darren Dalcher Abstract The notions of success and failure in software projects are confusing. Failure is often considered in the context of the iron triangle as the inability to meet time, cost, and performance constraints. While there is a consensus around the prevalence of project failure, new projects seem destined to repeat past mistakes. This chapter tries to advance the discussion by offering a new...»

«J. Bross, H. Sack, Ch. Meinel: Encouraging Participation in Virtual Communities The IT-Summit Blog Case, in IADIS Int. Journal on WWW/Internet, vol.5:2, 2007, pp. 113-129 (ISSN 1645-7641).Encouraging Participation in Virtual Communities: The “IT-summit-blog” Case Justus Broß Harald Sack Christoph Meinel Hasso-Plattner-Institut Hasso-Plattner-Institut Hasso-Plattner-Institut Prof.-Dr.-Helmert-Str.2-3 Prof.-Dr.-Helmert-Str.2-3 Prof.-Dr.-Helmert-Str.2-3 14482 Potsdam, Germany 14482 Potsdam,...»

«Friedrich Busch Die Zukunft beginnt heute Wege zum Verständnis der Offenbarung Johannes mit einem Vorwort von Johannes Hansen, Schriftenmissionsverlag Gladbeck 1977 Vorwort Wilhelm Busch, Johannes Busch und nun Friedrich Busch die Kette dieser drei Namen bedarf einer Erläuterung. Wer in der evangelischen Christenheit kannte nicht die,zwei Büsche, wie man sie gelegentlich liebevoll nannte, die Brüder Wilhelm und Johannes Busch? Von beiden Namen ging eine geistliche Signalwirkung aus, die...»





 
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