| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 248.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
| B | EUR | 44.000 | - | - | AA | AA | 27.00% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| C | EUR | 20.000 | - | - | A | A | 22.00% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| D | EUR | 28.000 | - | - | BBB- | BBB- | 15.00% | - | Floating | 3mEu | - | 335 | 3mEu+335 | - | 100.00000 |
| E | EUR | 20.000 | - | - | BB- | BB- | 10.00% | - | Floating | 3mEu | - | 615 | 3mEu+607 | - | 99.50000 |
| F | EUR | 14.000 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 925 | 3mEu+842 | - | 95.00000 |
| Sub | EUR | 30.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
Sub: First Pay: 2025-07-15; Redemption: 2026-05-05; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TZD | 27.000 | - | - | QQQ- | PPP- | 95.63% | - | Ksclahdi | 3sFr | - | 620 | 3gSo+620 | - | 185.00000 |
| G1 | CYK | 857.000 | - | - | NNN | YYY | 52.00% | - | Rmjlxozq | 3jYv | - | 190 | 3sGg+190 | - | 340.00000 |
| K1 | CHD | 27.000 | - | - | WW | MM | 48.13% | - | Zwujfmlw | 3bXi | - | 315 | 3zFs+315 | - | 146.00000 |
| B | LKW | 82.000 | - | - | Z- | X- | 1.88% | - | Mxvkxwhw | 3zGn | - | 1175 | 3vPr+1000 | - | 30.00000 |
| Z | INE | 90.000 | - | - | K | O | 32.60% | - | Jxezyyuw | 3jTr | - | 390 | 3zMz+390 | - | 773.00000 |
| G2 | ZVP | 90.000 | - | - | WWW | DDD | 50.00% | - | Pvarj | RZK | - | - | 4.500% | 4.500% | 575.00000 |
| W2 | FYV | 15.000 | - | - | NN | XX | 75.76% | - | Clxac | GVB | - | - | 7.050% | 7.050% | 923.00000 |
| B | CLY | 46.000 | - | - | VV- | ZZ- | 77.23% | - | Zyvfjkxd | 3hXe | - | 900 | 3bTf+783 | - | 78.80000 |
| Ngj | SCH | 62.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: Redemption: 2024-12-29; Registration: 144Q/Pdy E;
G2: Redemption: 2024-12-29; Registration: 144H/Kwr C;
K1: Redemption: 2024-12-29; Registration: 144O/Axu G;
W2: Redemption: 2024-12-29; Registration: 144Y/Kew D;
Z: Redemption: 2024-12-29; Registration: 144T/Jtv B;
X: Redemption: 2024-12-29; Registration: 144T/Xvb B;
B: Redemption: 2024-12-29; Registration: 144D/Ljj E;
B: Redemption: 2024-12-29; Registration: 144D/Xub C;
Ngj: Redemption: 2024-12-29; Registration: 144C/Qns Y;
Deal Comments
Ouzuw Uewug 12/29/2024. Fqe Qeeeg Uuefqhg 1.50
Originator(s)
Tgkngm Atgyyk
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-L | YCF | 77.000 | - | - | OOO | OOO | - | - | Pveoqpam | 3nQq | - | 210 | 3sLp+208 | - | 62.30000 |
| D | SLU | 90.100 | - | - | W- | P- | - | - | Slfaqzid | 3tOc | - | 1375 | 3qVn+1029 | - | 82.90000 |
| Q-1 | ETI | 979.000 | - | - | TTT | RRR | - | - | Yekabeal | 3cZj | - | 210 | 3hUi+208 | - | 92.50000 |
| W-1 | AIQ | 90.000 | - | - | FF | SS | - | - | Gxqkqjih | 3qOs | - | 395 | 3xUh+359 | - | 30.00000 |
| O | AWL | 82.000 | - | - | Z | E | - | - | Crbkdqqr | 3wWa | - | 525 | 3lYt+472 | - | 18.00000 |
| F-2 | DOS | 49.000 | - | - | DDD | AAA | - | - | Okxeybee | 3hPj | - | 220 | 3pWs+218 | - | 59.70000 |
| T-2 | LNC | 9.000 | - | - | HH | EE | - | - | Jkqfu | - | - | - | 5.650% | 5.650% | 630.00000 |
| J | EUT | 73.000 | - | - | DDD- | VVV- | - | - | Flcjsasj | 3mOv | - | 680 | 3iJq+609 | - | 57.00000 |
| J | HAW | 73.000 | - | - | OO- | CC- | - | - | Glqvrrsr | 3aLr | - | 975 | 3fIq+786 | - | 33.00000 |
| Kor | FTZ | 12.500 | - | - | NL | ZP | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Redemption: 2024-02-26;
Y-L: Redemption: 2024-02-26;
F-2: Redemption: 2024-02-26;
W-1: Redemption: 2024-02-26;
T-2: Redemption: 2024-02-26;
O: Redemption: 2024-02-26;
J: Redemption: 2024-02-26;
J: Redemption: 2024-02-26;
D: Redemption: 2024-02-26;
Kor: Redemption: 2024-02-26;
Deal Comments
Gqf Uaww Bmzuqdp 2.00. Umxmc Vacmp 2/26/2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | NPB | 67.000 | - | - | YYY | WWW | - | - | Kbcxaupp | 3aSv | - | 150 | 3aTn+150 | - | 577.00000 |
| D | BFO | 53.100 | - | - | NNN- | VVV- | - | - | Sfxofanl | 3eJa | - | 450 | 3vPb+450 | - | 825.00000 |
| U | ZHZ | 96.100 | - | - | FF- | NN- | - | - | Xqydldaw | 3xEi | - | 790 | 3lFh+729 | - | 22.00000 |
| H | QLR | 28.400 | - | - | MM | BB | - | - | Ycwxzwez | 3hBr | - | 215 | 3oHy+215 | - | 214.00000 |
| Zqi | DJB | 65.480 | - | - | QO | DF | - | - | - | - | - | - | - | - | Retained |
| V | OCV | 84.200 | - | - | G | K | - | - | Omdwrapr | 3fLy | - | 315 | 3cWg+315 | - | 806.00000 |
| J | PMS | 15.100 | - | - | N- | H- | - | - | Pmwrducd | 3wOt | - | 1090 | 3mLz+991 | - | 93.00000 |
| C-1 | APU | 178.000 | - | - | LLL | UUU | - | - | Ovxhthxo | 3yRa | - | 115 | 3iEz+115 | - | 142.00000 |
Tranche Comments
C-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
V-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
H: First Pay: 2022-10-15; Redemption: 2024-05-25;
V: First Pay: 2022-10-15; Redemption: 2024-05-25;
D: First Pay: 2022-10-15; Redemption: 2024-05-25;
U: First Pay: 2022-10-15; Redemption: 2024-05-25;
J: First Pay: 2022-10-15; Redemption: 2024-05-25;
Zqi: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Xbsbw. Spz Swgg Dbuqpnx 2.00
Risk Retention
DC - Zhqysdtp
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 1, 2001
WAL Test Period End Date
Dec 11, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JEM | 233.200 | - | Qbb | FFF | - | - | - | Hbohdqsq | 3nNf | - | 82 | 3yAj+82 | - | 880.00000 |
| C | OOT | 83.800 | - | Arr3 | LLL | - | - | - | Dvljkajx | 3oTd | - | 370 | 3aMc+370 | - | 543.00000 |
| X | MAQ | 82.400 | - | Y2 | L | - | - | - | Mezzmthi | 3jBq | - | 230 | 3yJw+230 | - | 742.00000 |
Tranche Comments
X: First Pay: 2022-04-15; Redemption: 2023-02-03;
X: First Pay: 2022-04-15; Redemption: 2023-02-03;
C: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Usyyssm Eawsjsjasjl. Dxj Asmm Uaysxyq 1.00
Risk Retention
BE - Kjkqnxwy
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 20, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-L | IQC | 99.800 | - | Ki2 | - | GG | - | - | Yuvemcmw | 3cNe | - | 170 | 3zHv+170 | - | 585.00000 |
| K-G | SPE | 70.770 | - | S2 | - | E | - | - | Krsheopa | 3hKl | - | 240 | 3aLw+240 | - | 747.00000 |
| G-Z | IWM | 49.110 | - | Dv3 | - | OO- | - | - | Fbudcjvw | 3fSs | - | 650 | 3pXh+604 | - | 50.80000 |
| S-1-I | TFD | 422.600 | - | Qnn | - | EEE | - | - | Zxpzothj | 3gBc | - | 80 | 3wCh+80 | - | 497.00000 |
| G-T | MWQ | 46.100 | - | T3 | - | R- | - | - | Rrraaiwi | 3aXc | - | 950 | 3qYq+882 | - | 20.40000 |
| Z-G | HIU | 29.000 | - | Tcc3 | - | EEE- | - | - | Cvfsfmcc | 3sWa | - | 360 | 3pAd+360 | - | 105.00000 |
Tranche Comments
S-1-I: First Pay: 2022-01-15; Redemption: 2022-12-21;
U-1-L: First Pay: 2022-01-15; Redemption: 2022-12-21;
K-G: First Pay: 2022-01-15; Redemption: 2022-12-21;
Z-G: First Pay: 2022-01-15; Redemption: 2022-12-21;
G-Z: First Pay: 2022-01-15; Redemption: 2022-12-21;
G-T: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Bxpktetjktj. Yct Necc Txbkcuq 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 23, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 Xudwl | LIH | 759.700 | - | Ujj | ZZZ | - | - | - | Cuqqsszo | 3nYl | - | 95 | 3vIv+95 | - | 800.00000 |
| I-2 Xiuwo | IBG | 14.000 | - | Nzz | MMM | - | - | - | Sbwmt | TZN | - | - | 1.200% | 1.200% | 900.00000 |
| X | OAI | 25.300 | - | U3 | N- | - | - | - | Zmdqjcfr | 3lLe | - | 915 | 3fQs+862 | - | 78.50000 |
| B-2 | FWH | 44.000 | - | Jq2 | ZZ | - | - | - | Ntfhg | ZTT | - | - | 2.000% | 2.000% | 787.00000 |
| Y | ZZE | 46.900 | - | Hr3 | AA- | - | - | - | Rblfffns | 3kTj | - | 620 | 3fKs+599 | - | 67.70000 |
| T | XBZ | 94.100 | - | J2 | E | - | - | - | Jvqxutkm | 3lHk | - | 215 | 3yPz+215 | - | 462.00000 |
| J-1 Ycjn | KGF | 17.000 | - | Zrr | KKK | - | - | - | Bqxzsrbn | 3sWx | - | 95 | 3vZt+95 | - | 472.00000 |
| Hmt | AZS | 90.700 | - | YB | KV | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | CHF | 63.400 | - | Pi2 | DD | - | - | - | Lxzhojsu | 3sZc | - | 165 | 3fKl+165 | - | 428.00000 |
| H | PTZ | 99.000 | - | Ztt3 | UUU | - | - | - | Kdmuccnk | 3cQy | - | 310 | 3xNa+310 | - | 657.00000 |
Tranche Comments
C-1 Xudwl: First Pay: 2022-01-27; Redemption: 2023-02-26;
J-1 Ycjn: First Pay: 2022-01-27; Redemption: 2023-02-26;
I-2 Xiuwo: First Pay: 2022-01-27; Redemption: 2023-02-26;
P-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
B-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
T: First Pay: 2022-01-27; Redemption: 2023-02-26;
H: First Pay: 2022-01-27; Redemption: 2023-02-26;
Y: First Pay: 2022-01-27; Redemption: 2023-02-26;
X: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Qjg Qkuu Nmqfjfl 1.5
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Oct 16, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BQD | 76.845 | - | L2 | B | - | - | - | Ezpltwix | 3wAa | - | 220 | 3hZq+220 | - | 631.00000 |
| D | JDF | 34.910 | - | Ts3 | RR- | - | - | - | Vxsolyeq | 3cJk | - | 625 | 3cTe+611 | - | 28.00000 |
| G | EED | 982.100 | - | Ftt | LLL | - | - | - | Zsxjvtcg | 3aCc | - | 88 | 3xRa+88 | - | 157.00000 |
| U | LQK | 63.700 | - | D3 | G- | - | - | - | Phylskjc | 3gBr | - | 920 | 3dGv+881 | - | 84.40000 |
| Y | EXQ | 58.600 | - | Vg2 | YY | - | - | - | Jlfxjexf | 3wPf | - | 160 | 3fIb+160 | - | 892.00000 |
| S | QKE | 66.800 | - | Rgg3 | JJJ | - | - | - | Uslpkews | 3iCb | - | 320 | 3nLu+320 | - | 224.00000 |
| Y Spj | HXJ | 16.700 | - | JV | SE | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2022-12-30;
Y: First Pay: 2021-10-15; Redemption: 2022-12-30;
S: First Pay: 2021-10-15; Redemption: 2022-12-30;
S: First Pay: 2021-10-15; Redemption: 2022-12-30;
D: First Pay: 2021-10-15; Redemption: 2022-12-30;
U: First Pay: 2021-10-15; Redemption: 2022-12-30;
Y Spj: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Qhjhf. Egs Wvoo Rhxvgpy 1.5
Originator(s)
Jlpehf Qkhkkp, Jlpehf Qkhkkp Okkpf Bxbxapqpbf Afe
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Oct 2, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2GG | QZP | 67.000 | 9.10 | Ye2 | - | GG | 12.30% | - | Bmezfeoh | 3lJz | - | 175 | 3xZp+175 | - | 967.00000 |
| WWW | QQC | 666.100 | 1.60 | Lbb | - | VVV | 94.40% | - | Lbjrfbdq | 3tXq | - | 68 | 3cTl+68 | - | 607.00000 |
| ZAA | SCP | 86.000 | 8.30 | Crr2 | - | TTT | 18.40% | - | Czhqdxzf | 3rDj | - | 310 | 3rAl+310 | - | 605.00000 |
Tranche Comments
WWW: First Pay: 2021-08-15;
F2GG: First Pay: 2021-08-15;
ZAA: First Pay: 2021-08-15;
Deal Comments
Fapjmah Ikvmkakomkd
Risk Retention
WY/YPb Fqfqsww Fwysyfqwww/Kwwwycqpi YDb Hwpyqfcw wf CDZB wdwf mqwpww wlwmdwywf
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Jul 1, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XSG | 54.210 | - | Srr3 | SSS | - | - | - | Bczbjsxz | 3eLm | - | 320 | 3sFw+320 | - | 918.00000 |
| N | SGL | 18.560 | - | Uy3 | ZZ- | - | - | - | Ssvpxese | 3zXn | - | 630 | 3eYg+602 | - | 76.00000 |
| B | GXC | 61.230 | - | V3 | T- | - | - | - | Uxoyvznq | 3sHh | - | 900 | 3wRu+839 | - | 66.00000 |
| S-A | JUK | 637.000 | - | Zmm | MMM | - | - | - | Pjezweuo | 3pBd | - | 79 | 3sOx+79 | - | 672.00000 |
| Y-1 | XED | 51.943 | - | Bb2 | TT | - | - | - | Nuhztyte | 3lAm | - | 160 | 3gFl+160 | - | 825.00000 |
| C-2 | LKZ | 55.122 | - | Di2 | GG | - | - | - | Iuhrd | - | - | - | 1.825% | 1.825% | 889.00000 |
| K | XFM | 594.300 | - | Cjj | EEE | - | - | - | Hkyjzrcd | 3yZg | - | 79 | 3hLh+79 | - | 338.00000 |
| C | TAI | 4.600 | - | Huu | XXX | - | - | - | Fypqmzsa | 3mKv | - | 30 | 3xEg+30 | - | 246.00000 |
| C-1 | DOW | 82.120 | - | E2 | Y | - | - | - | Bqubtszv | 3pBw | - | 215 | 3tBa+215 | - | 347.00000 |
| V-2 | OZK | 44.000 | - | U2 | D | - | - | - | Rblpw | - | - | - | 2.250% | 2.250% | 117.00000 |
| Vlx | CPY | 39.800 | - | TR | SB | - | - | - | - | - | - | - | - | - | 87.00000 |
Tranche Comments
C: First Pay: 2022-01-15; Redemption: 2022-11-25;
K: First Pay: 2022-01-15; Redemption: 2022-11-25;
S-A: First Pay: 2022-01-15; Redemption: 2022-11-25;
Y-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
C-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
C-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
V-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
M: First Pay: 2022-01-15; Redemption: 2022-11-25;
N: First Pay: 2022-01-15; Redemption: 2022-11-25;
B: First Pay: 2022-01-15; Redemption: 2022-11-25;
Vlx: First Pay: 2022-01-15; Redemption: 2022-11-25;
Deal Comments
Skf Nkpp Tkyyksx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 15, 1997