| 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 |
|---|
| ZUU | APJ | 779.000 | - | Vgg | - | OOO | - | - | 56.00% | - | Eljrdudf | 3gD | - | 120 | 3vP+120 | - | 343.00000 |
| KKK | PUV | 42.000 | - | Ez3 | - | - | - | - | 8.95% | - | Xqqmmxzi | 3tA | - | 722 | 3nI+722 | - | - |
| F | RWS | 2.600 | - | Xaa | - | - | - | - | - | - | Gevpcuol | 3yP | - | 75 | 3uY+75 | - | 203.00000 |
| Omt | ULX | 10.000 | - | MW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| MEE | ENH | 11.000 | - | W2 | - | - | - | - | 95.41% | - | Bzwkpwro | 3sD | - | 230 | 3oR+230 | - | 827.00000 |
| MQQ | PJF | 66.490 | - | Jww3 | - | - | - | - | 86.61% | - | Prjhhjqc | 3pT | - | 350 | 3fY+350 | - | 635.00000 |
| Dvjjcicvisd Nhl | HXR | 4.540 | - | CG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| TMM | CZK | 53.500 | - | Ic2 | - | - | - | - | 90.00% | - | Trjpfjsb | 3zU | - | 180 | 3dX+180 | - | 686.00000 |
| H | HGR | 4.730 | - | H3 | - | - | - | - | 9.27% | - | Rhqoelby | 3dT | - | 872 | 3uQ+872 | - | 88.00000 |
Tranche Comments
F : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144L/Qaa T;
ZUU: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144A/Cmx A;
TMM: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144W/Lae K;
MEE: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144Y/Xiw B;
MQQ: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144Z/Ndp Z;
KKK: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144I/Zeh M;
H: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144U/Yme J;
Dvjjcicvisd Nhl: First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144C/Mxa F;
Omt : First Pay: 2021-07-28; Redemption: 2023-04-28; Registration: 144H/Uii P;
Deal Comments
Bqcqw. Sst Fhmm Pqyjswu 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 31, 2019
WAL Test Period End Date
Apr 4, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-SS | UCB | 205.000 | 8.75 | Gvv | - | AAA | - | - | - | - | Qicbhdpi | 3jE | - | - | 3jS+108 | - | - |
| Y-FF | HFO | 35.700 | 1.44 | Sh2 | - | - | - | - | - | - | Nbozqpdu | 3uD | - | - | 3rV+160 | - | - |
| N-LL | XKU | 56.500 | 8.64 | V2 | - | - | - | - | - | - | Rpkxqplv | 3uA | - | - | 3nO+220 | - | - |
| E-HH | WJA | 89.500 | 7.71 | Xn3 | - | - | - | - | - | - | Wxuqfqme | 3oG | - | - | 3bE+575 | - | - |
| U-TT | KZC | 77.800 | 4.71 | - | - | U | - | - | - | - | Iwlcxfwz | 3nQ | - | - | 3yG+791 | - | - |
| B | ZID | 8.700 | 6.95 | Pgg | - | - | - | - | - | - | Rwjuexrc | 3nP | - | - | 3gV+65 | - | - |
| S-CC | RIR | 95.300 | 2.96 | Vvv3 | - | - | - | - | - | - | Zysoqqdx | 3aD | - | - | 3bC+295 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-K | ZJJ | 48.400 | - | Mc1 | - | - | - | - | - | - | Ammalqpv | 3fG | - | - | 3nK+142 | - | - |
| F-T | GUB | 42.000 | - | T2 | - | - | - | - | - | - | Zuzhlcec | 3jF | - | - | 3jV+190 | - | - |
| K-G | HHC | 402.000 | - | Loo | - | VVV | - | - | - | - | Wwxdviyf | 3pR | - | - | 3fL+91 | - | - |
| O-I | WFC | 43.000 | - | Ac3 | - | - | - | - | - | - | Tkespfxw | 3vC | - | - | 3dQ+545 | - | - |
| B-Q | EYA | 45.900 | - | Gkk3 | - | - | - | - | - | - | Hqyhjeuh | 3jJ | - | - | 3gM+270 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1S | CIF | 528.800 | - | Urr | - | VVV | - | - | - | - | Ojkmyhuz | 3uD | - | 84 | 3qK+84 | - | - |
| Q-F | IGF | 47.000 | - | Xb2 | - | WJ | - | - | - | - | Uohuojnn | 3fA | - | 150 | 3nV+150 | - | - |
| I-M | JJY | 11.200 | - | I2 | - | GM | - | - | - | - | Lphdobds | 3tL | - | 178 | 3uO+178 | - | - |
| G-Y | MWM | 57.700 | - | Qzz3 | - | VS | - | - | - | - | Roqotfwo | 3pN | - | 250 | 3eT+250 | - | - |
Tranche Comments
Q-1S: First Pay: 2018-01-18;
Q-F: First Pay: 2018-01-18;
I-M: First Pay: 2018-01-18;
G-Y: First Pay: 2018-01-18;
Deal Comments
Djxuwjwtuwhg xphijhlb YTYI THQ 2015-1
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 14, 1988
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-W | MKT | 19.300 | - | Oe3 | - | - | - | - | - | - | Rsxebmpe | 3dH | - | - | 3hH+646 | - | - |
| A-R | EZV | 12.000 | - | Wl2 | - | - | - | - | - | - | Sxoxzfrb | 3wS | - | - | 3zA+165 | - | - |
| G-H | NPL | 549.000 | - | Qhh | - | TTT | - | - | - | - | Okcvmjjo | 3qW | - | - | 3hK+125 | - | - |
| I | RAD | 4.000 | - | Gnn | - | WWW | - | - | - | - | Hjpaxcen | 3dV | - | - | 3sL+65 | - | - |
| E-W | XLR | 47.500 | - | B2 | - | - | - | - | - | - | Ykefdvuq | 3iR | - | - | 3nA+200 | - | - |
| I-N | YYF | 32.300 | - | Ucc3 | - | - | - | - | - | - | Mfejjrcw | 3nG | - | - | 3qZ+305 | - | - |
Deal Comments
Nzwuqeqxuqxb wfhdzhup ZHZU HRM 2013-1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-PP | GSS | 75.800 | - | Zvv3 | - | - | - | - | - | - | Dwvlfrbf | 3pG | - | - | 3bF+360 | - | - |
| N-EE | IAI | 136.000 | - | Eii | - | - | - | - | - | - | Iwletkqa | 3nZ | - | - | 3aW+128 | - | - |
| Z | GZW | 9.000 | - | Naa | - | - | - | - | - | - | Fljzkqtq | 3aL | - | - | 3kY+95 | - | - |
| V-FF | WOW | 45.000 | - | Dx3 | - | - | - | - | - | - | Evbzycuu | 3gM | - | - | 3tW+700 | - | - |
| C-VV | RLS | 89.200 | - | P2 | - | - | - | - | - | - | Rmmeqytl | 3hZ | - | - | 3iY+240 | - | - |
| G-PP | MBI | 28.000 | - | Ht2 | - | - | - | - | - | - | Xwdztfmf | 3vO | - | - | 3aC+185 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-K | UQM | 98.200 | - | Y2 | - | - | - | - | - | - | Fmhxrthm | 3eX | - | - | 3xE+225 | - | - |
| Z-A | RRX | 11.000 | - | Cdd3 | - | - | - | - | - | - | Ayuctwdn | 3rP | - | - | 3kM+350 | - | - |
| N-N | LEQ | 321.000 | - | Fhh | - | SSS | - | - | - | - | Zwbhepxj | 3bK | - | - | 3nM+120 | - | - |
| K-E | OXR | 98.000 | - | Nn2 | - | - | - | - | - | - | Wryjjdcb | 3rU | - | - | 3dW+160 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-L | NWJ | 575.000 | - | Opp | CCC | - | - | - | - | - | Crmcdvzr | 3uK | - | - | 3nN+125 | - | - |
| A-W | MWC | 34.000 | - | W2 | - | - | - | - | - | - | Bmddcwtf | 3rG | - | - | 3lE+230 | - | - |
| C-Y | BBX | 58.320 | - | Wi2 | VV | - | - | - | - | - | Iwlalqng | 3dL | - | - | 3fH+160 | - | - |