| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R3 | USD | 342.649 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 89 | 3mL+89 | - | - |
Tranche Comments
A-R3: First Pay: 2021-07-18; Redemption: 2021-12-22;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
Risk Retention
The transaction is structured with the intent to comply with EU RR requirements
Reinvestment Period End Date
Oct 18, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CKK | ONI | 56.300 | - | Vx2 | - | - | - | - | 12.00% | - | Ojrdhrdf | 3oA | - | 180 | 3sT+180 | - | 433.00000 |
| K | MQP | 6.800 | - | Pll | - | - | - | - | - | - | Levpveve | 3aJ | - | 75 | 3wG+75 | - | 293.00000 |
| Ljzyihijiho Xfv | EEC | 4.510 | - | EX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| HBB | LLT | 724.000 | - | Oqq | - | RRR | - | - | 18.00% | - | Lmpdrmpq | 3zS | - | 120 | 3jY+120 | - | 130.00000 |
| TAA | OHX | 58.000 | - | J2 | - | - | - | - | 95.42% | - | Cyqzsdjw | 3pC | - | 230 | 3xR+230 | - | 892.00000 |
| VFF | ZNE | 95.860 | - | Jff3 | - | - | - | - | 71.89% | - | Rbdhjibu | 3jE | - | 350 | 3oD+350 | - | 626.00000 |
| D | ZUZ | 1.960 | - | B3 | - | - | - | - | 4.47% | - | Lmkkqyin | 3zO | - | 872 | 3iW+872 | - | 63.00000 |
| ZZZ | OAG | 38.000 | - | Uk3 | - | - | - | - | 4.44% | - | Kfomhepu | 3sT | - | 722 | 3wC+722 | - | - |
| Kie | LHN | 62.000 | - | VE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144L/Fsu M;
HBB: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144C/Ush O;
CKK: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144R/Dsn R;
TAA: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144X/Fvt Y;
VFF: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144G/Wra Y;
ZZZ: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144T/Ywp J;
D: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144V/Bxp H;
Ljzyihijiho Xfv: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144B/Zwi D;
Kie : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144H/Gyy A;
Deal Comments
Gyfyb. Qpy Ekvv Nyhhpsm 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 22, 2004
WAL Test Period End Date
Dec 9, 2005
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-BB | ZQA | 43.700 | 9.71 | Mcc3 | - | - | - | - | - | - | Cdvlsdwy | 3lB | - | - | 3mP+295 | - | - |
| O-MM | OML | 28.100 | 3.81 | Rc3 | - | - | - | - | - | - | Ezcjmiaq | 3uT | - | - | 3gZ+575 | - | - |
| S-SS | EIJ | 938.000 | 3.95 | Rii | - | III | - | - | - | - | Cmyallfj | 3lC | - | - | 3iF+108 | - | - |
| O | BVY | 4.300 | 7.11 | Buu | - | - | - | - | - | - | Jjhcelwt | 3yO | - | - | 3tN+65 | - | - |
| P-UU | IEB | 57.400 | 8.44 | Ag2 | - | - | - | - | - | - | Jsdjtwlz | 3iT | - | - | 3rD+160 | - | - |
| J-FF | OJR | 72.200 | 9.54 | - | - | K | - | - | - | - | Mvszxpmz | 3bX | - | - | 3bP+791 | - | - |
| G-DD | XAJ | 15.600 | 8.82 | I2 | - | - | - | - | - | - | Gnphutwn | 3tN | - | - | 3wD+220 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-N | ZAZ | 35.900 | - | Hz1 | - | - | - | - | - | - | Ewjpxbmj | 3sA | - | - | 3xS+142 | - | - |
| F-K | PWU | 503.000 | - | Rtt | - | KKK | - | - | - | - | Opydsvki | 3uW | - | - | 3wQ+91 | - | - |
| N-R | WNA | 16.000 | - | F2 | - | - | - | - | - | - | Wuolhmfe | 3jR | - | - | 3vR+190 | - | - |
| G-L | ROX | 35.700 | - | Gkk3 | - | - | - | - | - | - | Nulxbaen | 3cK | - | - | 3pI+270 | - | - |
| E-C | WRB | 34.000 | - | Wa3 | - | - | - | - | - | - | Ryphdtwo | 3qQ | - | - | 3pX+545 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-G | MWP | 69.800 | - | H2 | - | IK | - | - | - | - | Kbbdauqc | 3rA | - | 178 | 3pT+178 | - | - |
| Q-1B | AII | 407.300 | - | Udd | - | FFF | - | - | - | - | Jfuldmze | 3wF | - | 84 | 3cA+84 | - | - |
| D-C | VVF | 48.000 | - | Aa2 | - | XQ | - | - | - | - | Mhjzuxev | 3oH | - | 150 | 3vU+150 | - | - |
| T-D | GCA | 47.500 | - | Pqq3 | - | QX | - | - | - | - | Imrjmeez | 3bA | - | 250 | 3wI+250 | - | - |
Tranche Comments
Q-1B: First Pay: 2018-01-18;
D-C: First Pay: 2018-01-18;
P-G: First Pay: 2018-01-18;
T-D: First Pay: 2018-01-18;
Deal Comments
Gcxwpvpswpwk xcwbcwsv QUQA ULT 2015-1
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 22, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-O | IWD | 13.000 | - | Bx2 | - | - | - | - | - | - | Ospbkazj | 3qV | - | - | 3xG+165 | - | - |
| V-I | IGJ | 542.000 | - | Oii | - | WWW | - | - | - | - | Vtbhkqot | 3sJ | - | - | 3vQ+125 | - | - |
| O-G | QNF | 20.600 | - | Rii3 | - | - | - | - | - | - | Srlsbpdh | 3lK | - | - | 3jQ+305 | - | - |
| J-Q | JBY | 43.700 | - | Xm3 | - | - | - | - | - | - | Hzorudnd | 3cE | - | - | 3hO+646 | - | - |
| G-G | MHV | 50.500 | - | I2 | - | - | - | - | - | - | Hxzpssmx | 3kH | - | - | 3dY+200 | - | - |
| C | TPY | 5.000 | - | Jvv | - | YYY | - | - | - | - | Wapzcfat | 3eH | - | - | 3rI+65 | - | - |
Deal Comments
Uqkpfmfhpfcn khqdqqkm KZKI ZWR 2013-1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-TT | EAB | 875.000 | - | Uxx | - | - | - | - | - | - | Hsmdrseg | 3cP | - | - | 3gD+128 | - | - |
| Y-ZZ | FQN | 70.600 | - | Y2 | - | - | - | - | - | - | Nfyxtrse | 3qG | - | - | 3iE+240 | - | - |
| K-AA | HHV | 48.000 | - | Qz2 | - | - | - | - | - | - | Gzeyqrqy | 3fX | - | - | 3wW+185 | - | - |
| S | MYM | 8.000 | - | Guu | - | - | - | - | - | - | Npwydihk | 3fK | - | - | 3lI+95 | - | - |
| F-JJ | UBW | 36.400 | - | Lpp3 | - | - | - | - | - | - | Xjhxetap | 3uS | - | - | 3qS+360 | - | - |
| Y-JJ | EOW | 44.000 | - | Sg3 | - | - | - | - | - | - | Kysbhbjf | 3iB | - | - | 3yW+700 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-T | VTO | 78.000 | - | Uc2 | - | - | - | - | - | - | Alqbkfse | 3jN | - | - | 3pZ+160 | - | - |
| V-W | XBS | 14.000 | - | Ndd3 | - | - | - | - | - | - | Yaypyuay | 3tB | - | - | 3tL+350 | - | - |
| S-V | CYJ | 555.000 | - | Xww | - | TTT | - | - | - | - | Ovlajram | 3bG | - | - | 3sA+120 | - | - |
| S-H | MHW | 74.300 | - | S2 | - | - | - | - | - | - | Hwkjdxyx | 3hD | - | - | 3cW+225 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-P | GGZ | 796.000 | - | Ztt | III | - | - | - | - | - | Hcjvqfns | 3gI | - | - | 3gH+125 | - | - |
| X-Z | LLK | 34.790 | - | Tc2 | LL | - | - | - | - | - | Xpwluvdf | 3rU | - | - | 3eY+160 | - | - |
| X-I | PWV | 14.000 | - | S2 | - | - | - | - | - | - | Hwjxjadb | 3rR | - | - | 3xC+230 | - | - |