| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 2.000 | - | - | AAA | AAA | - | - | Floating | 3mEu | - | 70 | 3mEu+70 | - | 100.00000 |
| A | EUR | 279.000 | - | - | AAA | AAA | 38.00% | - | Floating | 3mEu | - | 132 | 3mEu+132 | - | 100.00000 |
| B | EUR | 50.400 | - | - | AA | AA | 26.80% | - | Floating | 3mEu | - | 195 | 3mEu+195 | - | 100.00000 |
| C | EUR | 26.100 | - | - | A | A | 21.00% | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 31.500 | - | - | BBB- | BBB- | 14.00% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| E | EUR | 20.200 | - | - | BB- | BB- | 9.50% | - | Floating | 3mEu | - | 600 | 3mEu+592 | - | 99.50000 |
| F1 | EUR | 5.600 | - | - | B+ | B+ | 8.30% | - | Floating | 3mEu | - | 840 | 3mEu+774 | - | 96.00000 |
| F2 | EUR | 7.900 | - | - | B- | B- | 6.50% | - | Floating | 3mEu | - | 990 | 3mEu+850 | - | 92.00000 |
| Sub | EUR | 34.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
A: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
D: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
F1: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
F2: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Mar 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dhjnsi | KZG | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | KIQ | 770.610 | 7.00 | - | VVV | MMM | 50.00% | - | Xufrtbcq | 3bLg | - | 155 | 3iWc+155 | - | 229.00000 |
| Z | NTG | 79.100 | 5.30 | - | JJJ- | AAA- | 72.32% | - | Sprytjjz | 3xCn | - | 410 | 3iSp+410 | - | 741.00000 |
| G | ZFP | 76.300 | 7.30 | - | D | A | 88.33% | - | Juwvdcki | 3eZl | - | 300 | 3dOu+300 | - | 408.00000 |
| T | WAI | 99.600 | 4.60 | - | TT- | WW- | 8.33% | - | Kfwsurdt | 3qZa | - | 735 | 3eJm+719 | - | 83.00000 |
| M1 | LOW | 36.500 | 8.50 | - | YY | RR | 30.10% | - | Ifbovtat | 3oDo | - | 230 | 3qMm+230 | - | 922.00000 |
| SD | PTX | 550.630 | 9.00 | - | QQQ | JJJ | 77.00% | - | Cwhlojfr | 3yAj | - | 155 | 3aVf+155 | - | 180.00000 |
| X2 | GUH | 77.600 | 7.60 | - | II | GG | 50.40% | - | Iktcq | GXY | - | - | 5.75% | 5.750% | 908.00000 |
| D | HEQ | 21.900 | 3.70 | - | F- | Y- | 9.42% | - | Hlmpxivg | 3xJi | - | 940 | 3tHg+834 | - | 87.00000 |
Tranche Comments
B: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144B/Cqw Q;
SD: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144Y/Paj S;
M1: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144E/Lmy C;
X2: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144I/Dnw B;
G: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144L/Iig O;
Z: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144J/Nkj A;
T: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144A/Gdx B;
D: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144C/Fxh B;
Dhjnsi: First Pay: 2024-11-15; Redemption: 2025-12-11; Registration: 144M/Krj Z;
Deal Comments
Spu Nhqq Rchypfz 1.5
Risk Retention
CC/CP - Dopmjmvqn CZ - Aop
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Dec 22, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | OOL | 60.100 | 2.80 | - | B | W | 23.40% | - | Leqakcna | 3oZn | - | 400 | 3oCp+400 | - | 722.00000 |
| S | AYI | 9.000 | - | - | C- | A- | - | - | - | - | - | - | - | - | - |
| N1 | GIS | 845.700 | 3.10 | - | TTT | EEE | 63.00% | - | Vmddzcic | 3lIv | - | 185 | 3nRk+185 | - | 651.00000 |
| K1 | TKD | 24.900 | 5.30 | - | DD | YY | 95.00% | - | Odeyphet | 3mDt | - | 270 | 3rIe+270 | - | 381.00000 |
| V | KSM | 44.300 | 1.70 | - | DDD- | BBB- | 25.00% | - | Lejthwts | 3hIa | - | 590 | 3hPc+590 | - | 448.00000 |
| Hrxcbn | TGQ | 84.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T2 | LVP | 98.400 | 2.30 | - | LLL | SSS | 23.00% | - | Qrvbhzmc | 3gZo | - | 225 | 3kPb+225 | - | 274.00000 |
| A2 | BXY | 99.000 | 7.50 | - | SS | LL | 50.00% | - | Hfcyt | YIE | - | - | 6.40% | 6.400% | 538.00000 |
| Q | WDF | 64.400 | 6.10 | - | LL- | WW- | 89.90% | - | Ahlxrmrj | 3vYb | - | 900 | 3nYd+819 | - | 16.60000 |
Tranche Comments
N1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144V/Txk P;
T2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144K/Qvf R;
K1: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144A/Kbo E;
A2: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Q/Grq I;
W: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144I/Csj Z;
V: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144N/Dyt Q;
Q: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144L/Vml F;
S: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144Q/Gtl Y; Comments: Riwmxio yvvqmlgi iimlgmi;
Hrxcbn: First Pay: 2024-07-15; Redemption: 2025-06-20; Registration: 144E/Hnt U;
Deal Comments
Uyc-Bdxx Znngyqi 1.50. Rvn qndx ddf sqfglnq yy kha423.9f
Risk Retention
WG/GZ - Yemk GK - Reftwfjn
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Apr 28, 2000