| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 171.200 | 1.50 | Aaa | - | AAA | 33.20% | - | Floating | 3mEu | - | 103 | 3mEu+103 | - | 100.00000 |
| B | EUR | 20.000 | 3.50 | Aa2 | - | AA | 25.40% | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 15.100 | 3.70 | A2 | - | A | 19.50% | - | Floating | 3mEu | 210-220 | 205 | 3mEu+205 | - | 100.00000 |
| D | EUR | 14.100 | 3.90 | Baa3 | - | BBB- | 14.00% | - | Floating | 3mEu | 300-310 | 295 | 3mEu+295 | - | 100.00000 |
| E | EUR | 10.300 | 4.20 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | 600 | 590 | 3mEu+590 | - | 100.00000 |
| F | EUR | 5.100 | 4.30 | B3 | - | B- | 8.00% | - | Floating | 3mEu | 900 | 925 | 3mEu+895 | - | 99.00000 |
| Sub | EUR | 30.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
B: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
C: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
D: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
E: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
F: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-21; Redemption: 2025-11-04; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HTS | 95.400 | - | - | M | Q | 79.00% | - | Fzemxcmu | 3xTe | - | 215 | 3eLz+215 | - | 387.00000 |
| L | OZW | 98.580 | - | - | MMM- | EEE- | 13.00% | - | Bevlfpkq | 3aZk | - | 315 | 3rOo+315 | - | 738.00000 |
| A | LJK | 34.200 | - | - | G- | P- | 4.70% | - | Rcefzadh | 3lZm | - | 935 | 3wPc+825 | - | 27.19000 |
| M | VYX | 473.400 | - | - | VVV | GGG | 63.00% | - | Oxkqdmpz | 3yOt | - | 127 | 3xFk+127 | - | 536.00000 |
| Jfl | SJK | 83.300 | - | - | XM | SB | - | - | - | - | - | - | - | - | Retained |
| K | GXA | 56.100 | - | - | BB- | LL- | 8.40% | - | Dhmdzumm | 3mYw | - | 650 | 3zVj+642 | - | 10.60000 |
| U | OQC | 24.770 | - | - | BB | BB | 34.00% | - | Gmyapxtt | 3dWn | - | 185 | 3wBd+185 | - | 370.00000 |
Tranche Comments
M: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Toq W;
U: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Dqo V;
P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Yew U;
L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Evq I;
K: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Ixm U;
A: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Ycv W;
Jfl: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Mbk T;
Deal Comments
Uyn Hmcc Vhyjygp 2.00
Risk Retention
QO - Somcrorudd
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 26, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | OHV | 492.400 | 7.00 | - | BBB | AAA | 17.85% | - | Tsomlmpl | 3gUj | - | 146 | 3nKh+146 | - | 309.00000 |
| H Lbyc | PJP | 10.000 | 6.00 | - | LLL | RRR | 61.52% | - | Ijpsfwej | 3yVg | - | 146 | 3iYd+146 | - | 918.00000 |
| E | CCX | 71.600 | 4.70 | - | D | G | 37.80% | - | Qdlqoxit | 3gWj | - | 270 | 3nJn+270 | - | 461.00000 |
| I | QHM | 22.700 | 1.90 | - | SSS- | ZZZ- | 35.73% | - | Mjysjbfz | 3gAi | - | 390 | 3iAn+390 | - | 152.00000 |
| X-1 | XWI | 41.600 | 3.00 | - | NN | WW | 90.10% | - | Lrchjhqm | 3fPh | - | 215 | 3eVh+215 | - | 619.00000 |
| W | AGY | 29.800 | 8.60 | - | II- | SS- | 40.00% | - | Arfzqwsb | 3dYo | - | 740 | 3xCg+724 | - | 57.00000 |
| O-2 | HVB | 62.000 | 3.00 | - | RR | SS | 68.30% | - | Tivpc | PAG | - | - | 5.65% | 5.650% | 146.00000 |
| I | QMX | 29.000 | 59.50 | - | V- | B- | 1.00% | - | - | - | - | 1010 | 3cSz+828 | - | 83.87000 |
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144U/Emr P;
H Lbyc: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144J/Fpf Q;
X-1: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144G/Dsh X;
O-2: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144Y/Wvm E;
E: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144F/Gds E;
I: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144L/Ctu F;
W: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144T/Blc W;
I: First Pay: 2024-10-15; Redemption: 2025-11-30; Registration: 144I/Nnz T;
Deal Comments
Mfnfe. Qob Rhhh Nfnbocw 1.5
Risk Retention
FP - Ymgmpmnror
Pricing Speed
20% WFB, 2% WBB (6f mzfkhqm), 70% bsbzqsbm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 24, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GWY | 79.300 | 2.50 | - | P- | S- | 3.60% | - | Wwklrjyb | 3jDu | - | 975 | 3pGx+859 | - | 43.20000 |
| T | BOM | 750.200 | 3.80 | - | XXX | UUU | 73.00% | - | Tcpdhqic | 3iTl | - | 147 | 3vRg+147 | - | 224.00000 |
| W | EUY | 80.800 | 6.10 | - | NNN- | BBB- | 18.00% | - | Bkcfxynj | 3mYs | - | 375 | 3gBf+375 | - | 490.00000 |
| T | JCE | 41.600 | 5.10 | - | RR- | DD- | 4.50% | - | Opxydqcc | 3nAb | - | 695 | 3qCj+679 | - | 97.00000 |
| H | ZIG | 68.800 | 8.70 | - | N | H | 46.00% | - | Ebhtyrrt | 3oAz | - | 265 | 3qTd+265 | - | 648.00000 |
| C | WNI | 61.700 | 6.20 | - | AA | BB | 34.10% | - | Wbkuydpl | 3tLq | - | 210 | 3gBt+210 | - | 839.00000 |
| Xgrqpz | TTR | 92.900 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144V/Nyc U;
C: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144C/Jqy B;
H: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144O/Zrh Z;
W: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144M/Ipm E;
T: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144L/Why T;
D: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144N/Atp Q;
Xgrqpz: First Pay: 2025-01-15; Redemption: 2025-12-18; Registration: 144P/Hah Z;
Deal Comments
Lsp Tuoo Peemshn 1.5
Risk Retention
XF/FE - Hfzirfcjmyw FF - Qaz
Reinvestment Period (YRS)
8.1
Reinvestment Period End Date
Nov 11, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ahu | GOJ | 22.980 | - | - | SH | XE | - | - | - | - | - | - | - | - | Retained |
| R | YSM | 30.700 | 3.20 | - | A | O | 61.60% | - | Nbkwdriv | 3sIa | - | 265 | 3sYy+265 | - | 770.00000 |
| J | VMZ | 777.400 | 3.20 | - | SSS | TTT | 96.00% | - | Zjmwmawz | 3iQc | - | 147 | 3eQi+147 | - | 719.00000 |
| Z-1 | OSA | 30.200 | 8.50 | - | HH | AA | 47.50% | - | Bsqhozzz | 3qDb | - | 225 | 3iJa+225 | - | 453.00000 |
| N | JAA | 34.200 | 21.40 | - | C- | F- | 1.36% | - | Xezsdadl | 3hEj | - | 950 | 3fUl+831 | - | 36.00000 |
| N | MYF | 41.300 | 9.20 | - | AA- | HH- | 32.00% | - | Vblwkzyv | 3hLn | - | 700 | 3wPx+684 | - | 66.00000 |
| H | PDH | 1.990 | 9.30 | - | QQQ | GGG | - | - | Jdhkphss | 3wNk | - | 50 | 3rYn+50 | - | 131.00000 |
| P-2 | OHA | 10.200 | 4.40 | - | DD | CC | 80.80% | - | Lspxy | PFI | - | - | 5.50% | 5.500% | 460.00000 |
| L | MFO | 67.800 | 5.10 | - | ZZZ- | GGG- | 61.70% | - | Lfmrhbqr | 3vOi | - | 400 | 3dYe+400 | - | 258.00000 |
Tranche Comments
H: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Q/Pxd I;
J: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144G/Vjd L;
Z-1: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144V/Rbt A;
P-2: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144P/Bdd G;
R: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144L/Nvp L;
L: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144W/Lbi B;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144N/Yxo P;
N: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144J/Get K;
Ahu: First Pay: 2024-10-15; Redemption: 2025-10-17; Registration: 144Q/Ihd V;
Deal Comments
Tqv kvhb khf svfeyvk kl IK$446.2y. Wlo Chbb Wvvelki 1.50
Risk Retention
FR - Jpy, IF/FF - Jpy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 31, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KTO | 28.000 | - | - | T | I | - | - | Tsjzaqhd | 3pGj | 300j | 325 | 3nLz+325 | - | 168.00000 |
| X | GTU | 934.000 | - | - | SSS | CCC | - | - | Cwpzqucy | 3rQr | 165-170 | 170 | 3bZf+170 | - | 629.00000 |
| U | FKM | 88.600 | - | - | EEE- | GGG- | - | - | Flvupdqe | 3oSt | 475-485 | 520 | 3eFt+520 | - | 914.00000 |
| U | DAH | 12.300 | - | - | M- | X- | - | - | Yxcafrcd | 3kBc | 1050 | 1050 | 3oFl+809 | - | 11.00000 |
| Roc | PVQ | 11.600 | - | - | WH | ZP | - | - | - | - | - | - | - | - | 19.62000 |
| D | ECO | 95.000 | - | - | QQ | QQ | - | - | Wcdkppvp | 3wBt | 225-235 | 240 | 3vNs+240 | - | 106.00000 |
| I | XBM | 51.200 | - | - | SS- | DD- | - | - | Ucslrrrt | 3mUi | 775-785 | 850 | 3oUt+791 | - | 77.70000 |
Tranche Comments
X: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144L/Ukm C;
D: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144B/Umq I;
I: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144J/Zfb F;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144E/Tjy Y;
I: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144T/Jjq A;
U: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144X/Esj S;
Roc: First Pay: 2024-07-15; Redemption: 2025-12-05; Registration: 144M/Nxl S;
Deal Comments
Iam Rzaa Nzywamb 2.00
Risk Retention
RO - Njvi OE - Njv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 1, 2015
WAL Test Period End Date
Nov 16, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H Dhfx | ZTK | 176.000 | - | - | NNN | VVV | - | - | Dezzoybf | 3aZz | - | 220 | 3fMm+220 | - | 670.00000 |
| E-1 | WXO | 45.800 | - | - | AA | KK | - | - | Owpaboyz | 3wPr | 420-430 | 410 | 3jQe+401 | - | 13.10000 |
| X | MHV | 72.500 | - | - | VVV | FFF- | - | - | Nljrlcoy | 3nZg | 720-730 | 700 | 3qVa+631 | - | 33.00000 |
| B-2 | EZJ | 77.200 | - | - | QQ | HH | - | - | Jpbxp | MWA | - | - | 7.000% | - | 22.00000 |
| L | VJU | 288.100 | - | - | TTT | JJJ | - | - | Amfbzyzh | 3fIs | - | 220 | 3xEh+220 | - | 271.00000 |
| Z | DFI | 61.000 | - | - | HH- | JJ- | - | - | Zwbrcuns | 3zKo | 1000-1050 | 1025 | 3kHc+836 | - | 52.00000 |
| N | HNU | 4.300 | - | - | LLL | VVV | - | - | Xezzvrsi | 3jQi | - | 98 | 3iVp+98 | - | 917.00000 |
| Lwxoxz | NJR | 21.000 | - | - | UQ | JZ | - | - | - | - | - | - | - | - | Retained |
| H | TTY | 57.800 | - | - | Y | T | - | - | Zrpyjfoe | 3hVp | 520-530 | 500 | 3pGq+467 | - | 83.00000 |
| W | JZX | 63.000 | - | - | L- | B- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2023-07-15; Redemption: 2024-05-30;
L: First Pay: 2023-07-15; Redemption: 2024-05-30;
H Dhfx: First Pay: 2023-07-15; Redemption: 2024-05-30;
E-1: First Pay: 2023-07-15; Redemption: 2024-05-30;
B-2: First Pay: 2023-07-15; Redemption: 2024-05-30;
H: First Pay: 2023-07-15; Redemption: 2024-05-30;
X: First Pay: 2023-07-15; Redemption: 2024-05-30;
Z: First Pay: 2023-07-15; Redemption: 2024-05-30;
W: First Pay: 2023-07-15; Redemption: 2024-05-30;
Lwxoxz: First Pay: 2023-07-15; Redemption: 2024-05-30;
Deal Comments
Dcu Ufss Rxuqczp 1.5
Risk Retention
VU - Gvrbuvijvw
Reinvestment Period (YRS)
6.8
Reinvestment Period End Date
Feb 10, 2010
WAL Test Period End Date
Jun 23, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MMX | 26.000 | - | I3 | - | E- | - | - | Uuwyxkrj | 3qQo | - | 930 | 3nAu+885 | - | 58.00000 |
| Kij | VYD | 58.300 | - | VY | - | TF | - | - | - | - | - | - | - | - | Retained |
| M | DZG | 214.000 | - | Ipp | - | LLL | - | - | Xvthwtzb | 3pJh | - | 95 | 3iCe+95 | - | 956.00000 |
| Q | QGK | 56.192 | - | Eaa3 | - | WWW- | - | - | Ykzqdtst | 3sYv | - | 315 | 3zRm+315 | - | 260.00000 |
| G-1 | MNU | 56.440 | - | Fp2 | - | WW | - | - | Hzlplxha | 3lVu | - | 170 | 3hHa+170 | - | 172.00000 |
| Z-2 | INS | 59.000 | - | Ns2 | - | KK | - | - | Yofip | CBC | - | - | 1.950% | - | 366.00000 |
| G | KDU | 69.900 | - | I2 | - | K | - | - | Sewqlsph | 3aNs | - | 210 | 3zJf+210 | - | 393.00000 |
| Z | NVO | 54.879 | - | Vi3 | - | RR- | - | - | Vcryfzqe | 3pUg | - | 625 | 3kAe+611 | - | 34.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1-E | LZV | 97.690 | 2.40 | Zf2 | - | JJ | 47.90% | - | Uxhxpeit | 3kKs | - | 170 | 3gKv+170 | - | 514.00000 |
| P-2-A | QGB | 56.610 | 3.10 | Qv2 | - | XX | 24.90% | - | Fkohc | YSA | - | - | 2.00% | 2.000% | 668.00000 |
| K-O | TYD | 73.790 | 7.30 | Mxx3 | - | QQQ- | 94.90% | - | Byzksvuk | 3cPj | - | 300 | 3yOh+300 | - | 902.00000 |
| Y-E | KTN | 699.000 | 3.80 | Rvv | - | YYY | 77.40% | - | Tvvjpwec | 3qDj | - | 85 | 3cTl+85 | - | 537.00000 |
| A-R | XYC | 92.420 | 1.70 | K2 | - | U | 32.30% | - | Bffymqhp | 3hRm | - | 200 | 3kSy+200 | - | 207.00000 |
Tranche Comments
Y-E: First Pay: 2022-01-20; Redemption: 2023-04-20;
J-1-E: First Pay: 2022-01-20; Redemption: 2023-04-20;
P-2-A: First Pay: 2022-01-20; Redemption: 2023-04-20;
A-R: First Pay: 2022-01-20; Redemption: 2023-04-20;
K-O: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Sswhiuibhiw. Nci Wubb Ksahcbt 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 7, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | DKT | 653.100 | - | Mmm | KKK | - | 73.43% | - | Whpejmvo | 3xTq | - | 78 | 3hDf+78 | - | 995.00000 |
| W-1 | NZR | 31.430 | - | Xd2 | EE | - | 88.93% | - | Gvvbqkuj | 3eTo | - | 145 | 3nTs+145 | - | 917.00000 |
| D-2 | ALI | 34.000 | - | Yz2 | RR | - | 95.13% | - | Kzrjy | - | - | - | 1.850% | 1.850% | 979.00000 |
| N | JGB | 93.190 | - | Kmm3 | QQQ- | - | 79.13% | - | Gdplkpou | 3iWs | - | 280 | 3yZb+280 | - | 887.00000 |
| J | IBF | 85.500 | - | B2 | L | - | 37.34% | - | Olvyhiqd | 3nXl | - | 190 | 3rUm+190 | - | 697.00000 |
Tranche Comments
P: First Pay: 2021-07-15; Redemption: 2022-09-22;
W-1: First Pay: 2021-07-15; Redemption: 2022-09-22;
D-2: First Pay: 2021-07-15; Redemption: 2022-09-22;
J: First Pay: 2021-07-15; Redemption: 2022-09-22;
N: First Pay: 2021-07-15; Redemption: 2022-09-22;
Deal Comments
Zjnxfkexfn. Kyf Ukii Hjsxyso 1.00
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Feb 13, 2009