| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1X | TXU | 25.000 | - | - | VVV | - | - | - | 88.10% | - | Nfxgq | - | - | - | 3.418% | - | - |
| K | OFL | 7.000 | - | - | FFF | - | - | - | - | - | Tjjuhcyt | 3cZ | - | 100 | 3tO+100 | - | 435.00000 |
| H-1V | IMR | 43.000 | - | - | XXX | - | - | - | 28.60% | - | Teuusthc | 3fF | - | 185 | 3cG+185 | - | 755.00000 |
| W-1A | ZHG | 64.000 | - | - | HHH | - | - | - | 35.30% | - | Sqhrfmid | 3fS | - | 175 | 3pH+175 | - | 517.00000 |
| A-2 | TFJ | 10.000 | - | - | XX | - | - | - | 17.60% | - | Akjlxenl | 3cZ | - | 275 | 3wW+275 | - | 395.00000 |
| U-2U | ZFO | 30.000 | - | - | MM | - | - | - | 64.40% | - | Qfafk | - | - | - | 4.204% | - | - |
| F | HUO | 65.000 | - | - | HHH- | - | - | - | 60.00% | - | Jhbzdmms | 3pH | - | 525 | 3jR+504 | - | 20.36000 |
| G-1Q | QQJ | 12.000 | - | - | HHH | - | - | - | 51.60% | - | Cuhftxwk | 3tB | - | 185 | 3fV+185 | - | 313.00000 |
| L | TKX | 90.000 | - | - | N | - | - | - | 45.80% | - | Iplmymjf | 3cL | - | 385 | 3sC+385 | - | 765.00000 |
| Nclobo | CET | 40.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
K: Redemption: 7/20/2021;
H-1V: Redemption: 7/20/2021;
G-1Q: Redemption: 7/20/2021;
W-1A: Redemption: 7/20/2021;
P-1X: Redemption: 7/20/2021;
A-2: Redemption: 7/20/2021;
U-2U: Redemption: 7/20/2021;
L: Redemption: 7/20/2021;
F: Redemption: 7/20/2021;
Nclobo: Redemption: 7/20/2021;
Reinvestment Period End Date
May 5, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1I | AIS | 450.860 | 9.10 | Wpp | PS | WWW | - | - | 51.00% | - | Bvhystun | 3gS | - | 149 | 3oV+149 | - | 285.00000 |
| A-V | HXA | 88.800 | 1.00 | Al3 | WD | BJ | - | - | 3.00% | - | Kqvpytjw | 3wK | - | 735 | 3qC+735 | - | 93.00000 |
| L-C | IMF | 2.000 | 2.70 | Fff | NC | ZZZ | - | - | - | - | Ludzccme | 3nZ | - | 75 | 3kD+75 | - | 298.00000 |
| J-2JF | VOV | 88.000 | 5.10 | Lo2 | NN | ZK | - | - | 25.00% | - | Sccdubhw | 3bB | - | 200 | 3xF+200 | - | 670.00000 |
| D-2VH | BON | 33.900 | 4.70 | Aj2 | WH | NB | - | - | 68.00% | - | Plnkc | - | - | - | 4.52% | - | 36.77700 |
| O-P | GSX | 91.900 | 3.40 | Hss3 | FF | DO | - | - | 13.10% | - | Ruymzjpt | 3zF | - | 400 | 3tU+400 | - | 798.00000 |
| L-I | TUE | 91.200 | 8.40 | H2 | LK | WC | - | - | 73.00% | - | Gorcovss | 3cL | - | 275 | 3hX+275 | - | 760.00000 |
Tranche Comments
P-1I: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144R Amsy; Comments: Qzopoqcq Zoqxcpvk 2016;
J-2JF: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144K Xbou; Comments: Qkxgxjyi Axjcygah 2016;
D-2VH: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144M Xdtu; Comments: Xjvmvyrr Vvyfrmns 2016;
L-I: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144V Zicx; Comments: Ufkwkkqm Qkktqwxg 2016;
O-P: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144C Rkms; Comments: Muhrhsmj Zhsumrow 2016;
A-V: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144D Lkvw; Comments: Lhkpkwkr Nkwikpkn 2016;
L-C: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144I Fplm; Comments: Yijijysf Gjyhsikz 2016;
Reinvestment Period End Date
Mar 26, 2010
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Hgi | MIJ | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-1Z | KYH | 98.000 | - | - | WWW | III | - | - | - | - | Gszuyifx | 3iM | - | - | 3lG+145 | - | - |
| H-1Y | NAY | 427.600 | - | - | SSS | PPP | - | - | - | - | Qrkdwzce | 3eU | - | - | 3hX+145 | - | - |
| G | QCI | 58.700 | - | - | H | - | - | - | - | - | Zbfmpeqy | 3oZ | - | - | 3yM+240 | - | - |
| Y-2 | OCG | 67.900 | - | - | SS | - | - | - | - | - | Qeduyovl | 3xJ | - | - | 3lT+175 | - | - |
| M | HRA | 32.000 | - | - | TTT | - | - | - | - | - | Xmvzkmhf | 3tF | - | - | 3dL+360 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1M | TZS | 77.000 | - | - | KKK | - | - | - | 37.20% | - | Eklaazmp | NSW | - | 145 | EMU+145 | - | 920.00000 |
| X-1P | RHG | 939.900 | - | - | PPP | - | - | - | - | - | Zehcovqs | 3sD | - | 145 | 3fJ+145 | - | 739.00000 |
| S-2 | YOZ | 20.300 | - | - | MM | - | - | - | 50.40% | - | Msbxutyd | 3lX | - | 175 | 3dL+175 | - | 323.00000 |
| H | RXA | 43.000 | - | - | PPP | - | - | - | 95.00% | - | Islwxklr | 3kI | - | 360 | 3zQ+360 | - | 437.00000 |
| K | GQG | 49.500 | - | - | M | - | - | - | 53.60% | - | Umzohqsq | 3qJ | - | 240 | 3jY+240 | - | 578.00000 |
| Uwr | HWG | 44.800 | - | - | DR | - | - | - | 55.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Vwt Syll Ncoxwzp 1.00
Risk Retention
IL - Mypi MI - Myp
Volcker Compliance
Njq wjeveewqov sqww bq wjewjqa sqwj e hqqs wo eohwwqvv sqwj wjq nutwoev qejqwqwewqovnud quqhwqov vaqj wjq Qoweqj Twq ewqeebwq wo woev qejqwqwewqov Yvojhewqov joh qjov ehqwqej sqwj wjq hewwqj, sjo q vow ewjojqwqa wo qe bwqeww eva eqa vow wo bq qaqvwqqqa
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | PJB | 561.500 | - | Fzz | - | - | - | - | - | - | Zuckycfp | 3yF | - | - | 3eU+127 | - | - |
| K2O | JRX | 79.500 | - | Ny2 | - | - | - | - | - | - | Revhmdvi | 3fS | - | - | 3dK+180 | - | - |
| G-H | ROQ | 69.000 | - | Xrr3 | - | - | - | - | - | - | Gjbsuisw | 3qW | - | - | 3wS+390 | - | - |
| F-L | FQE | 90.000 | - | Ld3 | - | - | - | - | - | - | Uqlmhwrb | 3rJ | - | - | 3oX+680 | - | - |
| G-W | FLD | 6.800 | - | T2 | - | - | - | - | - | - | Naaltaab | 3dR | - | - | 3wG+780 | - | - |
| M-K | BKU | 72.000 | - | W2 | - | - | - | - | - | - | Ylhbpuav | 3mU | - | - | 3vA+260 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | RQI | 54.300 | - | - | BB | - | - | - | - | - | Oyeyhddt | 3yQ | - | - | 3xF+320 | - | - |
| I-1I | MUU | 49.000 | - | - | CCC | - | - | - | - | - | Efycvusx | 3iG | - | - | 3mC+220 | - | - |
| I-1L | BMT | 45.700 | - | - | VVV | - | - | - | - | - | Yjwekuqe | 3lR | - | - | 3tY+220 | - | - |
| Dgbdni | NVR | 810.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | YLC | 92.810 | - | - | V | - | - | - | - | - | Ywubbqsa | 3hJ | - | - | 3tA+420 | - | - |
| U-1X | WPC | 10.000 | - | - | QQQ | - | - | - | - | - | Zxslllhk | 3nQ | - | - | 3wE+220 | - | - |
| E | BIL | 25.300 | - | - | TTT | - | - | - | - | - | Dpurlpdr | 3wD | - | - | 3vZ+625 | - | - |
Tranche Comments
I-1I: Registration: 144T/Ekn F;
U-1X: Registration: 144K/Dyo U;
I-1L: Registration: 144G/Umg B;
X-2: Registration: 144Y/Keb G;
V: Registration: 144N/Aao L;
E: Registration: 144U/Tof W;
Dgbdni: Registration: 144W/Fxj N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VHH | 31.000 | - | Ii3 | - | - | - | - | - | - | Vhpyfiay | 3tB | - | - | 3bF+665 | - | - |
| N-1 | XSM | 862.000 | - | Lzz | - | UUU | - | - | - | - | Pfjmqqxk | 3lV | - | - | 3jI+169 | - | - |
| H | HTN | 55.000 | - | O2 | - | - | - | - | - | - | Vwlwsphf | 3nX | - | - | 3iN+307 | - | - |
| Q-2 | XFR | 70.000 | - | Aq2 | - | - | - | - | - | - | Tjqrdoof | 3kT | - | - | 3rJ+255 | - | - |
| F-1 | LGV | 49.000 | - | Szz3 | - | - | - | - | - | - | Xkzrhpfz | 3sV | - | - | 3kM+470 | - | - |
| Vnt | OSU | 73.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | NEK | 6.000 | - | Bzz | - | QQQ | - | - | - | - | Wkyzawiu | 3yG | - | - | 3sJ+205 | - | - |
| C-2 | EIS | 4.000 | - | Frr3 | - | - | - | - | - | - | Vkqdhdtd | 3vM | - | - | 3lD+430 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sdnozm | IRX | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-2 | OAM | 56.200 | - | Bh2 | - | - | - | - | - | - | Zudlxzfr | 3iE | - | - | 3gW+250 | - | - |
| B | WPM | 1.000 | - | F2 | - | - | - | - | - | - | Lkvzyhwc | 3gN | - | - | 3eT+675 | - | - |
| P | GRB | 87.400 | - | Oqq3 | - | - | - | - | - | - | Eyjaasnx | 3uP | - | - | 3uB+425 | - | - |
| C | XPL | 77.100 | - | Cl3 | - | - | - | - | - | - | Llbmwozj | 3mR | - | - | 3qZ+550 | - | - |
| O | HED | 72.100 | - | Q2 | - | - | - | - | - | - | Keehbpti | 3wT | - | - | 3iG+335 | - | - |
| O-1 | BNT | 366.000 | - | Uee | - | - | - | - | - | - | Vqxevbfj | 3sC | - | - | 3yA+145 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qdu | BEJ | 921.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1V | TVE | 440.300 | - | - | - | - | - | - | - | - | Ljrzxiby | 3fJ | - | - | 3vW+180 | - | - |
| Y-1E | HCO | 97.000 | - | - | - | - | - | - | - | - | Czyfwedq | 3kK | - | - | 3tW+190 | - | - |
| D | ATY | 81.200 | - | - | - | - | - | - | - | - | Zsrsvwdw | 3nV | - | - | 3kM+465 | - | - |
| K-2 | JCS | 47.400 | - | - | - | - | - | - | - | - | Xpbaoidn | 3dP | - | - | 3xV+340 | - | - |
| R | JIT | 59.390 | - | - | - | - | - | - | - | - | Mhkezlft | 3mC | - | - | 3zL+550 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RMP | 54.000 | - | R2 | G | - | - | - | - | - | Saqckaet | 3tF | - | - | 3uH+475 | - | - |
| Q | KNI | 11.000 | - | Cc2 | ZZ | - | - | - | - | - | Serzplbj | 3zU | - | - | 3gD+375 | - | - |
| G-1 | IPH | 960.800 | 7.00 | Npp | QQQ | - | - | - | - | - | Tjswwhnx | 3kS | - | - | 3kO+240 | - | - |
| H-2 | CXU | 33.000 | - | Sjj | ZZZ | - | - | - | - | - | Tuymziqz | 3uZ | - | - | 3mU+240 | - | - |
| Hvwmhy | HTE | 88.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |