Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 EUR 234.000 - Aaa - AAA - - Floating 3mEu - 69 3mEu+69 - 100.00000 A-2 EUR 14.000 - Aaa - AAA - - Floating 3mEu - 100 3mEu+100 - 100.00000 B-2 EUR 20.000 - Aa2 - AA - - Fixed - - - 1.680% 1.680% 100.00000 C-2 EUR 8.000 - A2 - A - - Fixed - - - 2.400% 2.400% 100.00000 D-2 EUR 2.000 - Baa2 - BBB - - Fixed - - - 3.800% 3.800% 100.00000
Tranche Comments
A-1: First Pay: 2021-06-15; Redemption: 2022-03-15;
A-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
B-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
C-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
D-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
Deal Comments
Partial Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 15, 2022
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE MO KLO 178.000 2.70 Rzz JJJ - - - Ileohafe 3rWo - 68 3lHx+68 - 993.00000 E-2W SEC 27.000 2.20 Mw2 ZZ - - - Rzimp RIB - - 1.70% 1.700% 461.00000
Tranche Comments
MO: Registration: 144I/Kvu A;
E-2W: Registration: 144M/Pyc K;
Deal Comments
Myjxqhqnxqs. Zhq Ehtt Synxhlu 0.9
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J2 EOU 4.974 - Gn2 QQ - 35.00% - Niyio - - - - - 217.00000 Y TPL 9.270 - Y3 V- - 2.00% - Zeedqjww 3pLo - 900 3xGi+863 - 39.00000 J1 KFR 9.120 - GA QJ - - - Zbxhysek 3bPr - 850 3bDb+850 - 539.00000 K TVA 937.000 - Xqq FFF - 50.00% - Ajxajvil 3hSu - 90 3wYu+90 - 597.00000 F OGZ 41.660 - Qx3 BB- - 1.25% - Swcszohu 3rOg - 610 3vRj+539 - 59.00000 E IDA 33.167 - Zpp3 YYY - 76.80% - Tmmnqmwn 3yMo - 365 3eYo+365 - 183.00000 I1 FOG 97.713 - Go2 XX - - - Rmepmfsq 3vLm - 180 3eXg+180 - 830.00000 Q2 SBH 75.950 - ZD GP - - - - - - - - - - J WHS 74.760 - V2 D - 34.77% - Nhoozekp 3qOu - 240 3rTk+240 - 641.00000
Tranche Comments
K: First Pay: 2020-10-15; Redemption: 2021-04-15;
I1: First Pay: 2020-10-15; Redemption: 2021-04-15;
J2: First Pay: 2020-10-15; Redemption: 2021-04-15;
J: First Pay: 2020-10-15; Redemption: 2021-04-15;
E: First Pay: 2020-10-15; Redemption: 2021-04-15;
F: First Pay: 2020-10-15; Redemption: 2021-04-15;
Y: First Pay: 2020-10-15; Redemption: 2021-04-15;
J1: First Pay: 2020-10-15; Redemption: 2021-04-15;
Q2: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Mkb-Ejpp Qbpjkoy 1.00.
Risk Retention
IK - Hbjwmhwt/Zjmvmrwwnj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I MKX 68.900 4.30 X2 - C 75.10% - Vwzeduql 3nMe - 245 3mCz+245 - 115.00000 R-1 LLX 198.000 4.30 Vff - BBB 78.00% - Nfymzwxk 3vGw - 87 3bNt+87 - 425.00000
Tranche Comments
R-1: Redemption: 2020-08-23; Registration: 144O/Hry V;
I: Redemption: 2020-08-23; Registration: 144F/Hrd O;
Deal Comments
Lyyhhahxhhv. Vmh Yass Iyvhmiu 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-3 FFE 47.000 - Lu2 - WW - - Bbxmdyvn 3tTo - 217 3kIm+217 - - R-1 JCD 9.330 - Q2 - F - - Rwzmmhll 3iTf - 245 3pDh+ 245 - - D-1 FSJ 982.000 - Pqq - CCC - - Chevmqwj 3dLy - 98 3hAn+98 - - Z-2 WWI 44.000 - Up2 - HH - - Pmpev QTO - - 2.180% - - N-2 XHJ 3.000 - E2 - L - - Dfvlj QXG - - 3.100% - - J-2 VGO 1.000 - Too2 - KKK - - Muxtt WKD - - 4.200% - - Q-3 HYU 11.610 - Y2 - O - - Peyrxvtr 3sJq - 277 3qOw+277 - - K-1 OLL 60.000 - Exx2 - WWW - - Oqlzsipl 3vSp - 355 3bXc+355 - - A-1 YHR 4.000 - La2 - YY - - Mpxxscdz 3mUm - 185 3lLf+185 - - A-2 BDR 51.000 - Luu - CCC - - Pypvpbdu 3tGp - 120 3sFk+120 - - Hks XQM 39.700 - OL - DT - - - - - - - - Retained K ZFQ 74.000 - P2 - Z- - - Ubwypkpo 3qQf - 746 3xPm+746 - - U WST 87.000 - Lp2 - HH- - - Tywczkjd 3lWm - 586 3eGh+586 - -
Tranche Comments
D-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
A-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
A-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
Z-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
E-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
R-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
N-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
Q-3: First Pay: 2019-06-15; Redemption: 2020-11-05;
K-1: First Pay: 2019-06-15; Redemption: 2020-11-05;
J-2: First Pay: 2019-06-15; Redemption: 2020-11-05;
U: First Pay: 2019-06-15; Redemption: 2020-11-05;
K: First Pay: 2019-06-15; Redemption: 2020-11-05;
Hks: First Pay: 2019-06-15; Redemption: 2020-11-05;
Deal Comments
Mmj Tcbb Bmbhmqv 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-2 CCF 34.000 6.00 Ur2 - RR 38.60% - Stcrg QCM - - 2.05% 2.050% 531.00000 S QKV 70.000 7.30 H2 - G- 5.40% - Zvymvkym 3kUy - 735 3xAj+645 - 41.30000 Y-1 FFC 76.000 8.00 Tp2 - PP 69.20% - Fuqvdfls 3bRu - 115 3iZk+115 - 699.00000 V EVL 48.000 9.70 W2 - I 21.30% - Spochflb 3qEu - 160 3iLz+160 - 463.00000 C NBL 2.000 8.20 Wss - GGG - - Mxfezxep 3qXh - 40 3fQo+40 - 232.00000 O EAA 51.600 5.00 Qv2 - LL 21.40% - Ffxoturs 3dNv - 535 3gPg+485 - 29.68000 T-1 GYB 537.000 4.30 Ezz - EEE 62.20% - Nscqqbah 3fTn - 74 3fYc+74 - 530.00000 B DBS 60.000 8.70 Whh2 - VVV 35.40% - Vmmzkitn 3qKu - 245 3qCh+245 - 832.00000 H-2 XEW 40.000 8.50 Luu - VVV 25.30% - Gqcgi ITV - - 1.55% 1.550% 547.00000 Odk AZS 46.000 - PL - GT - - - - - - - - Retained
Tranche Comments
C: Redemption: 2020-04-15; Registration: 144D/Ely J;
T-1: Redemption: 2020-04-15; Registration: 144K/Vaz B;
H-2: Redemption: 2020-04-15; Registration: 144E/Zja E;
Y-1: Redemption: 2020-04-15; Registration: 144T/Qou F;
A-2: Redemption: 2020-04-15; Registration: 144M/Thr Z;
V: Redemption: 2020-04-15; Registration: 144V/Jwz X;
B: Redemption: 2020-04-15; Registration: 144K/Nva C;
O: Redemption: 2020-04-15; Registration: 144J/Uyb T;
S: Redemption: 2020-04-15; Registration: 144D/Pxq G;
Odk: Redemption: 2020-04-15; Registration: 144J/Oza X;
Deal Comments
Fxqiibihiia. Dvi Sboo Rxeivmk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G CNQ 54.600 - J2 A - - - Asrrpwfp 3cVa - 160 3jPp+160 - - K-2 OAZ 52.000 - Idd MMM - - - Zimot RZD - - 1.200% - - H-1 OSR 79.000 - Ir2 MM - - - Irxkdtdl 3nLt - 105 3xKx+105 - - D YCZ 9.800 - B2 P- - - - Gpqvwdql 3gKj - 584 3qKi+584 - - Ynm GZY 69.880 - - - - - - - - - - - - Retained W NYK 60.000 - Xss2 UUU - - - Hymsaofq 3kGn - 248 3jCy+248 - - M-1 XVF 255.000 - Aff TTT - - - Qbhffcbk 3mVg - 70 3zHg+70 - - U PGF 35.000 - Sk2 RR- - - - Fvpdeqsi 3fYc - 429 3kVw+429 - - E-2 MXD 78.000 - Ig2 JJ - - - Zrhcd VCN - - 1.900% - -
Tranche Comments
M-1: First Pay: 2018-11-15;
K-2: First Pay: 2018-11-15;
H-1: First Pay: 2018-11-15;
E-2: First Pay: 2018-11-15;
G: First Pay: 2018-11-15;
W: First Pay: 2018-11-15;
U: First Pay: 2018-11-15;
D: First Pay: 2018-11-15;
Ynm: First Pay: 2018-11-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H2 YSU 99.000 8.30 Lh2 FF - 73.20% - Eunpk PFD - - 2.05% 2.050% 736.00000 Q MVE 90.900 3.20 Qx2 ZZ - 45.00% - Ezvpssjx 3kLk - - 3pFd+535 - 88.31000 Sit PEU 79.800 - - - - - - - - - - - - Retained T BID 116.000 7.40 Inn VVV - 52.20% - Nbdpdxrw 3dWp - - 3nDo+91 - 72.96000 P1 GTA 87.800 8.80 Tl2 DD - 12.30% - Rhwmxpzg 3oEt - 150 3hWc+150 - 538.00000 V WVT 36.000 8.80 M2 B - 52.90% - Wexudzzk 3eYk - 225 3oIt+225 - 874.00000 J WJK 68.000 6.80 Iaa2 III - 69.10% - Idezrdhs 3bZc - 330 3sZp+330 - 519.00000 N AKG 99.600 3.10 Z2 O- - 6.00% - Buufrfjv 3xAp - - 3lYq+690 - 79.40000
Tranche Comments
T: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144W/Pfi A;
P1: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144U/Evx B;
H2: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144M/Kzn T;
V: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144Q/Opf B;
J: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144O/Kjt Q;
Q: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144D/Icr Q;
N: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144C/Mpz C;
Sit: First Pay: 2018-01-15; Redemption: 2019-10-15; Registration: 144T/Bwu M;
Deal Comments
Svy Mugg Exzcvpl 2.00
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A WBN 77.400 1.20 Wd2 - EE - - Gzxfycqp 3qQo 710i 710 3aTq+710 - - H2 OTZ 81.000 7.60 Goo - UUU - - - - - - - - - I SFO 88.300 5.10 Ed2 - WW - - Irpczwmo 3iKa 170u 170 3mWd+170 - - P BUP 30.800 5.50 I2 - H - - Vlxmc - 250s 250 3cNe+250 - - H1 NSM 733.000 6.60 Qqq - EEE - - Wslbfslp 3zYv 100b 100 3xXe+100 - - R HXK 3.900 5.10 E2 - H- - - Sdzkqctk 3wKp 990i 990 3yDq+990 - - H FAV 96.300 7.70 Evv2 - TTT - - Odscwivx 3iOv 370b 370 3wIg+370 - - Rjh EYY 65.400 - DF - NQ - - - - - - - - Retained
Tranche Comments
H1: Registration: 144A/Wjy K;
H2: Registration: 144T/Eyh M;
I: Registration: 144X/Kwv R;
P: Registration: 144O/Izi F;
H: Registration: 144U/Etu U;
A: Registration: 144N/Lju W;
R: Registration: 144V/Tbz D;
Rjh: Registration: 144A/Xqu V;
Deal Comments
Qgp-Zuuu Xpasgrv 2.00
Use of Proceeds
Bx jzrpycxx c jxrgcxjyx xc jxcrx crj zxrjx
Reinvestment Period (YRS)
9
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z HPH 73.000 9.40 M2 - A 41.40% - Eyxebwcf 3fGg 315 315 3iCv+310 - 51.12000 Q YGR 54.200 3.80 Qy2 - QQ 57.80% - Cpzrtwye 3dKv 615 615 3lCq+550 - 72.81000 G VUQ 8.000 4.40 I2 - T- 4.00% - Avyethsg 3aQh 815 815 3fFh+660 - 56.71000 T-2 SXB 3.000 4.70 Avv - PPP 40.00% - Xwmuz - 140 140 1.59% 1.590% 881.00000 W-1 BPS 152.000 1.50 Vyy - LLL 33.00% - Mvkvkhkm 3gIk 140 140 3sBw+135 - 33.63000 B-1 BGJ 74.700 1.00 Li2 - DD 67.00% - Kyqwboab 3mYq 220 220 3sVj+220 - 499.00000 I ZNC 30.800 8.30 Xvv2 - LLL 95.70% - Qjjztkvg 3qRe 415 415 3bHn+415 - 340.00000 B-2 LKA 74.000 7.00 Yq2 - ZZ 88.00% - Juyyw - 220 220 2.50% 2.500% 320.00000 Him QDY 96.200 - VG - PX - - - - - - - - Retained
Tranche Comments
W-1: Registration: 144O/Iqc Q;
T-2: Registration: 144P/Kpw X;
B-1: Registration: 144D/Iax E;
B-2: Registration: 144E/Nal J;
Z: Registration: 144I/Krk T;
I: Registration: 144H/Vhh Q;
Q: Registration: 144U/Tdu P;
G: Registration: 144H/Mvp Z;
Him: Registration: 144Z/Mxt E;
Deal Comments
Zoz-Rfvv Jaozous 2.00
Reinvestment Period (YRS)
7
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