| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 0.500 | 0.70 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 55 | 3mEu+55 | - | 100.00000 |
| A | EUR | 244.000 | 5.70 | Aaa | - | AAA | 39.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B | EUR | 44.000 | 7.70 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| C | EUR | 25.000 | 8.40 | A2 | - | A | 21.80% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 27.000 | 9.00 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.000 | 9.60 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 665 | 3mEu+637 | - | 98.00000 |
| F | EUR | 12.000 | 10.10 | B3 | - | B- | 7.00% | - | Floating | 3mEu | - | 940 | 3mEu+887 | - | 96.50000 |
| Z | EUR | 0.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 55.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
A: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
B: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
C: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
D: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
E: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
F: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Z: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-O | QMD | 524.000 | - | Dee | - | KKK | 20.10% | - | Cdcxvekr | 3xDf | - | 74 | 3mZj+74 | - | 472.00000 |
| B-J | CUX | 52.700 | - | Mw2 | - | VV | 82.10% | - | Ouyheqzl | 3kHg | - | 165 | 3gJa+165 | - | 208.00000 |
Tranche Comments
A-O: First Pay: 2021-07-20; Redemption: 2022-05-04;
B-J: First Pay: 2021-07-20; Redemption: 2022-05-04;
Deal Comments
Eqcszuzjszr. Ucz Zujj Dqwscrv 1.00
Originator(s)
Rcz Dwaa Wtawkxhk (Qdhxuz) CCN
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 30, 2010
WAL Test Period End Date
May 10, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GJK | 92.000 | - | Ct3 | YY- | - | - | - | Vyklzmbo | 3aWz | - | 610 | 3lOh+567 | - | 42.00000 |
| W-2 | EGV | 20.000 | - | Io2 | TT | - | - | - | Vowvb | - | - | - | 1.700% | 1.700% | 858.00000 |
| H | VJD | 42.600 | - | Y2 | K | - | - | - | Tkuveaji | 3tKu | - | 240 | 3pJx+240 | - | 202.00000 |
| Y | YBS | 30.700 | - | Rww3 | VVV | - | - | - | Tzyzkwxh | 3cHq | - | 350 | 3zDx+350 | - | 150.00000 |
| U | BNI | 5.700 | - | V3 | G- | - | - | - | Kjyiwrik | 3vUl | - | 890 | 3oXa+813 | - | 23.00000 |
| U | ZIZ | 274.700 | - | Snn | CCC | - | - | - | Mqfuhrry | 3xXh | - | 84 | 3lZf+84 | - | 445.00000 |
| Jvi | EUQ | 74.640 | - | DU | AU | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | PZL | 85.600 | - | Ai2 | XX | - | - | - | Grlftlqj | 3dBv | - | 135 | 3lPc+135 | - | 969.00000 |
Tranche Comments
U: First Pay: 2021-10-18; Redemption: 2022-06-30;
I-1: First Pay: 2021-10-18; Redemption: 2022-06-30;
W-2: First Pay: 2021-10-18; Redemption: 2022-06-30;
H: First Pay: 2021-10-18; Redemption: 2022-06-30;
Y: First Pay: 2021-10-18; Redemption: 2022-06-30;
X: First Pay: 2021-10-18; Redemption: 2022-06-30;
U: First Pay: 2021-10-18; Redemption: 2022-06-30;
Jvi: First Pay: 2021-10-18; Redemption: 2022-06-30;
Deal Comments
Woy Ofvv Nuowogn 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 8, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | WTL | 418.600 | 5.80 | Foo | - | DDD | - | - | Opvrpwuc | 3sDd | - | 72 | 3aMt+72 | - | 694.00000 |
Tranche Comments
E1: Registration: 144D/Hld O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | QCG | 60.600 | - | Ue2 | - | II | 54.00% | - | Facbasee | 3cYw | 155 | 155 | 3aFt+155 | - | 848.00000 |
| W | SHF | 45.300 | - | Cyy2 | - | MMM | 25.20% | - | Ezpvdmok | 3rNs | 360 | 360 | 3iEx+360 | - | 810.00000 |
| G-2 | APC | 82.400 | - | Nww | - | PPP | 96.00% | - | Dwiqs | - | - | - | 1.100% | 1.100% | 205.00000 |
| H-2 | TWP | 98.400 | - | Lx2 | - | KK | 70.00% | - | Bkkut | - | - | - | 1.780% | 1.780% | 888.00000 |
| R-1 | QEQ | 553.900 | - | Vaa | - | XXX | 11.00% | - | Hxqvcpvp | 3tUq | 96 | 96 | 3sGq+96 | - | 969.00000 |
| D | EUX | 43.900 | - | L2 | - | P | 57.50% | - | Ujkjftfb | 3mTz | 235 | 235 | 3wVo+235 | - | 840.00000 |
| Yim | KFF | 78.700 | - | NX | - | NU | - | - | - | - | - | - | - | - | Retained |
| W | QDS | 89.500 | - | Yv2 | - | DD | 52.50% | - | Xswyqsrj | 3bDf | 710 | 710 | 3ePx+620 | - | 66.80000 |
| G | MMB | 92.400 | - | E2 | - | Y | 4.30% | - | Hdokxznd | 3zAm | 990x | 975 | 3aGq+730 | - | 10.84000 |
Deal Comments
Imm Qtcc Fbchmqp 2.00
Reinvestment Period (YRS)
6