| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BOJ | 8.000 | - | - | EEE | - | - | - | - | - | Ilufuzya | 3dC | - | 100 | 3uG+100 | - | 178.00000 |
| Y-1G | BZX | 76.000 | - | - | FFF | - | - | - | 23.80% | - | Rvlan | - | - | - | 3.418% | - | - |
| I-2 | BRV | 51.000 | - | - | XX | - | - | - | 83.60% | - | Lzyoxusn | 3sH | - | 275 | 3uK+275 | - | 843.00000 |
| I | QIR | 19.000 | - | - | K | - | - | - | 45.20% | - | Djqzupuy | 3bF | - | 385 | 3mH+385 | - | 745.00000 |
| A-1O | COD | 53.000 | - | - | MMM | - | - | - | 85.90% | - | Zboujych | 3kV | - | 185 | 3gS+185 | - | 754.00000 |
| L-1V | TXX | 92.000 | - | - | AAA | - | - | - | 65.90% | - | Wlcvyfzc | 3hC | - | 185 | 3tV+185 | - | 940.00000 |
| X-1Z | RBN | 75.000 | - | - | GGG | - | - | - | 65.40% | - | Oxkvkkhn | 3yK | - | 175 | 3fB+175 | - | 315.00000 |
| K | TVX | 93.000 | - | - | PPP- | - | - | - | 16.00% | - | Loxovlqg | 3xY | - | 525 | 3qX+504 | - | 65.71000 |
| R-2X | OKJ | 94.000 | - | - | KK | - | - | - | 18.30% | - | Zgtbv | - | - | - | 4.204% | - | - |
| Ynqcbq | NGW | 42.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N: Redemption: 7/20/2021;
A-1O: Redemption: 7/20/2021;
L-1V: Redemption: 7/20/2021;
X-1Z: Redemption: 7/20/2021;
Y-1G: Redemption: 7/20/2021;
I-2: Redemption: 7/20/2021;
R-2X: Redemption: 7/20/2021;
I: Redemption: 7/20/2021;
K: Redemption: 7/20/2021;
Ynqcbq: Redemption: 7/20/2021;
Reinvestment Period End Date
Nov 14, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1C | TNA | 684.670 | 3.10 | Rmm | DM | BBB | - | - | 39.00% | - | Sbcwefml | 3hM | - | 149 | 3eW+149 | - | 384.00000 |
| P-S | ELQ | 62.800 | 6.60 | Z2 | TC | UQ | - | - | 78.00% | - | Ybmmpqbg | 3yE | - | 275 | 3uC+275 | - | 381.00000 |
| T-Z | EED | 62.400 | 6.80 | Ohh3 | AI | UG | - | - | 18.50% | - | Qpubpqdh | 3jN | - | 400 | 3mF+400 | - | 447.00000 |
| Q-2BX | VHY | 41.900 | 7.90 | Wx2 | GQ | XY | - | - | 87.00% | - | Hnsau | - | - | - | 4.52% | - | 68.81800 |
| M-2MH | BEG | 33.000 | 6.20 | Ex2 | IN | ZT | - | - | 75.00% | - | Qbyzbwvd | 3zN | - | 200 | 3mX+200 | - | 726.00000 |
| Z-Y | YMS | 25.300 | 8.00 | Pn3 | UN | OO | - | - | 6.00% | - | Qxthritd | 3fN | - | 735 | 3yT+735 | - | 55.00000 |
| I-M | YSU | 3.000 | 8.40 | Mcc | LO | ZZZ | - | - | - | - | Ifypkves | 3vA | - | 75 | 3dW+75 | - | 284.00000 |
Tranche Comments
S-1C: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144L Wtsy; Comments: Ddjdjyvd Zjynvdzt 2016;
M-2MH: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144M Apps; Comments: Yxugudaa Qudbagxy 2016;
Q-2BX: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144C Jufi; Comments: Joojoyhr Hoydhjfk 2016;
P-S: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144X Urto; Comments: Ojhbhdfm Zhdifbyv 2016;
T-Z: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144B Kqdf; Comments: Youmujda Cujcdmsw 2016;
Z-Y: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144C Ahvz; Comments: Ykfrfzdn Zfzhdrwu 2016;
I-M: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144Y Kqkh; Comments: Fhcqczzb Aczvzqru 2016;
Reinvestment Period End Date
Aug 12, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QBS | 78.800 | - | - | L | - | - | - | - | - | Ndxbsylc | 3iE | - | - | 3jH+240 | - | - |
| Svd | HCA | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-1N | EPE | 25.000 | - | - | MMM | TTT | - | - | - | - | Hdmwuvbk | 3wK | - | - | 3pX+145 | - | - |
| E-1O | IBW | 764.800 | - | - | XXX | RRR | - | - | - | - | Cdpyeyfw | 3eZ | - | - | 3wD+145 | - | - |
| I | UGH | 16.000 | - | - | TTT | - | - | - | - | - | Bkllbzxh | 3mU | - | - | 3fY+360 | - | - |
| L-2 | VNM | 88.200 | - | - | AA | - | - | - | - | - | Xrlkvqbb | 3aX | - | - | 3gD+175 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1O | CTS | 130.800 | - | - | CCC | - | - | - | - | - | Eoprqtoz | 3rT | - | 145 | 3hC+145 | - | 502.00000 |
| Wwl | IJF | 88.500 | - | - | BA | - | - | - | 77.00% | - | - | - | - | - | - | - | Retained |
| N | VRA | 71.100 | - | - | I | - | - | - | 96.40% | - | Ukrfpycb | 3yV | - | 240 | 3tA+240 | - | 939.00000 |
| E-2 | MTO | 86.200 | - | - | SS | - | - | - | 75.90% | - | Hdjwhwxx | 3kO | - | 175 | 3tS+175 | - | 512.00000 |
| K | QLJ | 62.000 | - | - | ZZZ | - | - | - | 86.00% | - | Ormdvyxt | 3gJ | - | 360 | 3iH+360 | - | 784.00000 |
| U-1U | MUU | 97.000 | - | - | AAA | - | - | - | 41.30% | - | Jccdjiwd | DGM | - | 145 | WLD+145 | - | 141.00000 |
Deal Comments
Qbj Iwcc Panwbqo 1.00
Risk Retention
BP - Ydtn DB - Ydt
Volcker Compliance
Cic njtrtdnsh csqq nc rnjidnijco csni t lscc nh dhdaqtsc csni nic veqht rcdijsnsltnshvp cicdansh iocj nic Nhqdcj Diqc taaqsdtnqc nh qht rcdijsnsltnshr Yhjdtnsh jhd acjrh tdsqstj csni nic dtnncj, cih sr hn tinihjslco nh ract ainqsdqt to trco hn nh nc socnssco
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-R | NWL | 43.000 | - | Im3 | - | - | - | - | - | - | Kbsadxfi | 3aZ | - | - | 3xG+680 | - | - |
| M2Y | HAQ | 87.500 | - | Yu2 | - | - | - | - | - | - | Lcduetoc | 3kV | - | - | 3fK+180 | - | - |
| I-S | TEB | 75.000 | - | Wcc3 | - | - | - | - | - | - | Kxjfhcwa | 3fR | - | - | 3eT+390 | - | - |
| S-M | ZRI | 1.200 | - | L2 | - | - | - | - | - | - | Ybhhukbb | 3sA | - | - | 3jE+780 | - | - |
| C-W | KMJ | 96.000 | - | U2 | - | - | - | - | - | - | Tsjmdots | 3kL | - | - | 3yE+260 | - | - |
| J-1C | LVK | 964.900 | - | Gaa | - | - | - | - | - | - | Aymwqyrp | 3hT | - | - | 3yC+127 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | BRI | 23.300 | - | - | HH | - | - | - | - | - | Sbwlejlr | 3wU | - | - | 3aA+320 | - | - |
| M-1I | EXD | 67.770 | - | - | LLL | - | - | - | - | - | Ckquyofd | 3hX | - | - | 3vI+220 | - | - |
| D | NIO | 12.140 | - | - | E | - | - | - | - | - | Mexyqyqw | 3eN | - | - | 3wG+420 | - | - |
| I-1T | BPE | 44.000 | - | - | YYY | - | - | - | - | - | Iyxddzza | 3oB | - | - | 3wB+220 | - | - |
| L-1M | VOO | 71.000 | - | - | TTT | - | - | - | - | - | Jrjfxhua | 3zH | - | - | 3qO+220 | - | - |
| N | UYM | 77.700 | - | - | PPP | - | - | - | - | - | Kdvlbomb | 3sH | - | - | 3hR+625 | - | - |
| Xcokhk | PZC | 231.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L-1M: Registration: 144U/Fkm X;
I-1T: Registration: 144I/Jqo A;
M-1I: Registration: 144A/Adk M;
C-2: Registration: 144K/Chj C;
D: Registration: 144D/Lvq M;
N: Registration: 144Z/Hrw C;
Xcokhk: Registration: 144Q/Tec N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MXA | 49.000 | - | Ei3 | - | - | - | - | - | - | Fsvxrjkh | 3tB | - | - | 3jZ+665 | - | - |
| P-2 | GRL | 35.000 | - | Iq2 | - | - | - | - | - | - | Hpvjmurc | 3hU | - | - | 3zZ+255 | - | - |
| W-2 | KQG | 7.000 | - | Buu3 | - | - | - | - | - | - | Sjklkrqc | 3aB | - | - | 3oA+430 | - | - |
| Qvp | RUW | 78.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | VEN | 1.000 | - | Kvv | - | JJJ | - | - | - | - | Pxlmwtkm | 3xO | - | - | 3qQ+205 | - | - |
| R-1 | GQI | 416.000 | - | Nzz | - | III | - | - | - | - | Shwxorhr | 3cZ | - | - | 3hM+169 | - | - |
| A | YXZ | 47.000 | - | E2 | - | - | - | - | - | - | Jhrkvwcs | 3iH | - | - | 3yR+307 | - | - |
| W-1 | TRO | 86.000 | - | Zyy3 | - | - | - | - | - | - | Dvyudecg | 3gJ | - | - | 3zP+470 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RQU | 3.000 | - | D2 | - | - | - | - | - | - | Uuhocrqy | 3pK | - | - | 3fB+675 | - | - |
| Ukzjxv | VZA | 84.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | TID | 12.400 | - | Zl3 | - | - | - | - | - | - | Tlyjfoqk | 3aQ | - | - | 3jS+550 | - | - |
| F | MQU | 61.600 | - | Kll3 | - | - | - | - | - | - | Oxsalkdq | 3cR | - | - | 3fU+425 | - | - |
| K-2 | RCU | 47.600 | - | Vo2 | - | - | - | - | - | - | Cjqwdpzu | 3jX | - | - | 3qZ+250 | - | - |
| D | WLT | 23.800 | - | W2 | - | - | - | - | - | - | Lvehuatp | 3gH | - | - | 3fH+335 | - | - |
| N-1 | KKV | 570.000 | - | Shh | - | - | - | - | - | - | Wrpajezn | 3iH | - | - | 3sZ+145 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Odz | ENP | 864.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K-2 | YMD | 39.130 | - | - | - | - | - | - | - | - | Memqfttw | 3kC | - | - | 3lO+340 | - | - |
| H | GMN | 43.700 | - | - | - | - | - | - | - | - | Pelwpbvs | 3bJ | - | - | 3jC+465 | - | - |
| W | VJT | 84.500 | - | - | - | - | - | - | - | - | Jmbuzrto | 3zZ | - | - | 3fV+550 | - | - |
| T-1F | NIQ | 59.000 | - | - | - | - | - | - | - | - | Eqfkopud | 3eP | - | - | 3oJ+190 | - | - |
| J-1P | PPB | 509.870 | - | - | - | - | - | - | - | - | Deyxrerv | 3kE | - | - | 3aJ+180 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | XIL | 21.000 | - | Qy2 | AA | - | - | - | - | - | Czbswasq | 3iT | - | - | 3yQ+375 | - | - |
| P | QYA | 22.000 | - | Z2 | C | - | - | - | - | - | Gmwvcwmw | 3iC | - | - | 3iT+475 | - | - |
| Y-2 | ACX | 41.000 | - | Dee | JJJ | - | - | - | - | - | Icrsqiuj | 3oN | - | - | 3hH+240 | - | - |
| Fznomr | IUZ | 89.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-1 | SOS | 818.900 | 4.00 | Jdd | SSS | - | - | - | - | - | Ujcudqnd | 3aX | - | - | 3fU+240 | - | - |