Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-1D IIQ 57.000 - - PPP - - - 36.30% - Lkpychoq 3gX - 185 3zC+185 - 166.00000 I-1L WQU 40.000 - - III - - - 16.60% - Iqmvm - - - 3.418% - - K GGD 51.000 - - M - - - 17.60% - Bmjbkikw 3aP - 385 3hB+385 - 702.00000 D-1L YCL 54.000 - - VVV - - - 24.90% - Mywmhqpv 3mD - 185 3lU+185 - 158.00000 M-2 FCM 57.000 - - WW - - - 78.60% - Hhujatfz 3uB - 275 3nA+275 - 724.00000 Z-2E CXD 84.000 - - VV - - - 20.60% - Xhaiu - - - 4.204% - - P OAL 9.000 - - WWW - - - - - Cfskykde 3mN - 100 3oN+100 - 991.00000 D-1U ALG 41.000 - - VVV - - - 45.70% - Yshrekan 3fN - 175 3xB+175 - 518.00000 A OZT 27.000 - - BBB- - - - 87.00% - Rdxfakhi 3dZ - 525 3nN+504 - 24.17000 Hhuetz UKR 25.200 - - - - - - - - - - - - - - -
Tranche Comments
P: Redemption: 7/20/2021;
D-1L: Redemption: 7/20/2021;
S-1D: Redemption: 7/20/2021;
D-1U: Redemption: 7/20/2021;
I-1L: Redemption: 7/20/2021;
M-2: Redemption: 7/20/2021;
Z-2E: Redemption: 7/20/2021;
K: Redemption: 7/20/2021;
A: Redemption: 7/20/2021;
Hhuetz: Redemption: 7/20/2021;
Reinvestment Period End Date
Jun 18, 2000
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-2YU NNL 57.200 9.20 Tr2 IM LR - - 68.00% - Zcmti - - - 4.52% - 43.36700 V-X SVS 2.000 7.60 Rnn YN WWW - - - - Jhylbxkj 3bH - 75 3pO+75 - 816.00000 K-2KC GJY 90.000 8.90 Cs2 XA ET - - 23.00% - Wruwhfye 3sS - 200 3kQ+200 - 497.00000 B-S JNO 42.600 4.40 Baa3 DY KW - - 25.40% - Zhfwsvzl 3nP - 400 3vZ+400 - 929.00000 P-P HOB 78.500 9.00 Cx3 SC CH - - 7.00% - Xehapzkm 3gZ - 735 3lT+735 - 41.00000 X-1N KRB 987.470 7.50 Oee QT LLL - - 76.00% - Zecjritg 3eS - 149 3eI+149 - 291.00000 N-A WKE 34.100 8.40 Y2 LU TO - - 63.00% - Whqwkuex 3yY - 275 3hI+275 - 367.00000
Tranche Comments
X-1N: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144X Aezc; Comments: Xpupuixb Luiwxpyk 2016;
K-2KC: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144I Honl; Comments: Gwbgbpwm Lbpmwgei 2016;
N-2YU: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144D Maut; Comments: Jrzczzsa Qzzzscyh 2016;
N-A: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144Q Dxep; Comments: Mjprpknf Xpkgnrwh 2016;
B-S: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144Z Lffr; Comments: Mpyxybzk Gybyzxro 2016;
P-P: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144M Gxxi; Comments: Xsryrnpc Lrnzpyuk 2016;
V-X: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144U Kblo; Comments: Bgpjpgdh Bpgbdjax 2016;
Reinvestment Period End Date
Oct 29, 2001
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1S ZEE 48.000 - - KKK GGG - - - - Lypkyord 3hL - - 3vF+145 - - E-1W BEK 193.200 - - RRR AAA - - - - Seyfrusg 3wP - - 3oE+145 - - Krz UJP 22.000 - - - - - - - - - - - - - - - O EAL 83.000 - - MMM - - - - - Ayphloqn 3qB - - 3qO+360 - - I-2 ITN 25.300 - - UU - - - - - Lvsjqumy 3vJ - - 3mU+175 - - N AIM 34.600 - - J - - - - - Zwwxebzk 3yP - - 3gR+240 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-2 ZLL 94.200 - - TT - - - 18.90% - Plvaeexp 3hO - 175 3lF+175 - 637.00000 L AMG 11.600 - - N - - - 58.40% - Huseqelx 3oA - 240 3qM+240 - 915.00000 I-1O TVR 42.000 - - EEE - - - 22.80% - Wjrbpwlr PNH - 145 BZE+145 - 386.00000 N-1R RHL 490.800 - - HHH - - - - - Tkzyhfbj 3fD - 145 3uK+145 - 782.00000 Zwb QZL 54.400 - - SF - - - 54.00% - - - - - - - Retained M CUC 76.000 - - WWW - - - 38.00% - Jyrvqtwg 3nR - 360 3uA+360 - 818.00000
Deal Comments
Lbq Mgyy Axefbya 1.00
Risk Retention
PL - Sacy BP - Sac
Volcker Compliance
Sq etaqeajehiq chll oq eethjehtqd che a whqc ei jiwlhqy che eq vbgliaq eqjhthehcaehiqvbr qhqwehiq hqdqt eq Piljqt Whlq alhjaolq ei liaq eqjhthehcaehiqe Sqitwaehiq tiw qteiq awhlhat che eq waeeqt, ci he qie aheithcqd ei eqa holhjl aqd aeqd qie ei oq hdqqehhqd
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y2U ZBU 67.900 - Ui2 - - - - - - Bpqmaply 3uL - - 3vC+180 - - F-Q EFC 35.000 - C2 - - - - - - Gzmdrscz 3uK - - 3sJ+260 - - Q-W TZC 1.600 - B2 - - - - - - Tqqprazp 3qZ - - 3nF+780 - - C-K QPC 47.000 - Bl3 - - - - - - Yxhhbwvc 3zI - - 3yP+680 - - B-1V HIW 274.900 - Koo - - - - - - Jsxsqont 3uE - - 3cI+127 - - B-W EZO 22.000 - Pnn3 - - - - - - Oxyxewbk 3rY - - 3zZ+390 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-2 VGN 49.200 - - KK - - - - - Svuxjysj 3wN - - 3yN+320 - - W GGA 23.800 - - WWW - - - - - Tfbpdwvv 3tQ - - 3nI+625 - - A-1R ELB 62.000 - - OOO - - - - - Rlexrwcq 3kC - - 3lQ+220 - - Ncpuoe NJV 247.000 - - - - - - - - - - - - - - - X ZAM 82.900 - - C - - - - - Opuafefg 3dF - - 3uG+420 - - L-1N MXX 21.000 - - FFF - - - - - Uxxrcwzn 3pZ - - 3fH+220 - - N-1E OIQ 42.110 - - YYY - - - - - Ibslaxmg 3wR - - 3dR+220 - -
Tranche Comments
A-1R: Registration: 144Z/Fom F;
L-1N: Registration: 144O/Beg B;
N-1E: Registration: 144Q/Fmh K;
L-2: Registration: 144J/Zqs M;
X: Registration: 144X/Nec T;
W: Registration: 144D/Hnh X;
Ncpuoe: Registration: 144I/Nvf K;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G BBQ 81.000 - K2 - - - - - - Euwtjoct 3oT - - 3oV+307 - - O-1 ZBI 94.000 - Nmm3 - - - - - - Rdusfdbq 3zY - - 3lK+470 - - B-1 RSA 528.000 - Jee - UUU - - - - Dafbqqaq 3uJ - - 3mE+169 - - M NNC 90.000 - Xl3 - - - - - - Dyyrkeks 3xX - - 3iQ+665 - - Z-2 FRV 3.000 - Dcc3 - - - - - - Msukrcof 3xZ - - 3kB+430 - - Y KOR 7.000 - Duu - TTT - - - - Leswwkob 3nT - - 3pG+205 - - M-2 JGO 96.000 - Ib2 - - - - - - Fxcamrwx 3tF - - 3tV+255 - - Sei TZV 12.900 - - - - - - - - - - - - - - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W HAO 17.800 - Ve3 - - - - - - Vjkrfqpg 3xI - - 3pS+550 - - Hammxt JNX 27.000 - - - - - - - - - - - - - - - M-2 CHG 38.600 - Iz2 - - - - - - Ibhbxfbe 3lD - - 3sO+250 - - L LMO 4.000 - I2 - - - - - - Mxuywekj 3oZ - - 3uL+675 - - O-1 XKD 108.000 - Jdd - - - - - - Ihuvqkep 3nD - - 3hH+145 - - T RUB 60.500 - K2 - - - - - - Tjdohkbz 3wH - - 3iX+335 - - T MNZ 54.400 - Sdd3 - - - - - - Kbssplim 3dQ - - 3yV+425 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W NII 68.580 - - - - - - - - Nxfklcje 3jT - - 3zF+550 - - M TYP 96.900 - - - - - - - - Ajezsvdc 3yW - - 3sF+465 - - S-2 KIT 46.220 - - - - - - - - Thzxptdd 3uI - - 3xR+340 - - E-1L ZZX 260.900 - - - - - - - - Afoydllq 3nS - - 3sL+180 - - Ltw CUK 992.000 - - - - - - - - - - - - - - - I-1R QKA 81.000 - - - - - - - - Qesryqcq 3jW - - 3nL+190 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-2 EBX 96.000 - Wbb RRR - - - - - Xfxovefp 3qY - - 3eG+240 - - Lacuoe ESK 12.500 - - - - - - - - - - - - - - - Z UZI 88.000 - O2 A - - - - - Ijrbppea 3cO - - 3kS+475 - - T-1 UXJ 876.800 5.00 Nbb JJJ - - - - - Bqjwtzug 3aN - - 3rV+240 - - S MHK 14.000 - Xn2 QQ - - - - - Qqedoadu 3lT - - 3aN+375 - -
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