| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 100 | 3mL+100 | - | 100.00000 |
| A-1R | USD | 20.000 | - | - | AAA | - | - | - | 44.60% | - | Floating | 3mL | - | 185 | 3mL+185 | - | 100.00000 |
| A-1T | USD | 50.000 | - | - | AAA | - | - | - | 44.60% | - | Floating | 3mL | - | 185 | 3mL+185 | - | 100.00000 |
| A-1S | USD | 74.000 | - | - | AAA | - | - | - | 44.60% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| A-1F | USD | 50.000 | - | - | AAA | - | - | - | 44.60% | - | Fixed | - | - | - | 3.418% | - | - |
| A-2 | USD | 24.000 | - | - | AA | - | - | - | 30.30% | - | Floating | 3mL | - | 275 | 3mL+275 | - | 100.00000 |
| A-2F | USD | 26.000 | - | - | AA | - | - | - | 30.30% | - | Fixed | - | - | - | 4.204% | - | - |
| B | USD | 19.000 | - | - | A | - | - | - | 24.90% | - | Floating | 3mL | - | 385 | 3mL+385 | - | 100.00000 |
| C | USD | 10.000 | - | - | BBB- | - | - | - | 22.00% | - | Floating | 3mL | - | 525 | 3mL+504 | - | 98.75000 |
| Equity | USD | 76.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: Redemption: 7/20/2021;
A-1R: Redemption: 7/20/2021;
A-1T: Redemption: 7/20/2021;
A-1S: Redemption: 7/20/2021;
A-1F: Redemption: 7/20/2021;
A-2: Redemption: 7/20/2021;
A-2F: Redemption: 7/20/2021;
B: Redemption: 7/20/2021;
C: Redemption: 7/20/2021;
Equity: Redemption: 7/20/2021;
Reinvestment Period End Date
Jul 20, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1K | RAU | 295.480 | 6.40 | Fkk | VC | NNN | - | - | 49.00% | - | Swdooznq | 3jE | - | 149 | 3eB+149 | - | 178.00000 |
| T-2TH | RER | 18.000 | 2.60 | Lj2 | EF | AS | - | - | 89.00% | - | Dxdfujik | 3xF | - | 200 | 3cR+200 | - | 324.00000 |
| W-R | XKR | 83.600 | 1.30 | I2 | CJ | QB | - | - | 40.00% | - | Smxxvyxf | 3hX | - | 275 | 3jB+275 | - | 434.00000 |
| J-F | WXM | 61.600 | 5.00 | Kk3 | UL | XU | - | - | 9.00% | - | Uwvdxbyu | 3kT | - | 735 | 3dM+735 | - | 69.00000 |
| H-L | PSA | 63.700 | 7.80 | Nqq3 | ZZ | NT | - | - | 17.60% | - | Hzkckxmp | 3uK | - | 400 | 3hX+400 | - | 365.00000 |
| E-2OR | JNA | 21.800 | 5.20 | Uw2 | QP | MJ | - | - | 89.00% | - | Klpbv | - | - | - | 4.52% | - | 39.97400 |
| A-Y | JMK | 3.000 | 9.90 | Nww | XZ | KKK | - | - | - | - | Skqvdyrj | 3gM | - | 75 | 3eU+75 | - | 777.00000 |
Tranche Comments
L-1K: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144Y Mzix; Comments: Yhgjgfaj Qgfkajgc 2016;
T-2TH: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144L Xgwi; Comments: Orjmjudx Bjuzdmxa 2016;
E-2OR: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144T Iidv; Comments: Axyoyvcf Zyvrcomn 2016;
W-R: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144H Jwwx; Comments: Nmbmbbyp Bbblymot 2016;
H-L: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144R Gjjp; Comments: Pshihjkv Rhjskign 2016;
J-F: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144J Mxvp; Comments: Hrjrjfha Rjfjhrnq 2016;
A-Y: First Pay: 2019-07-20; Redemption: 4/20/2020; Registration: 144D Ijel; Comments: Obqzqwsp Mqwuszqh 2016;
Reinvestment Period End Date
Dec 9, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1Y | ZNE | 34.000 | - | - | TTT | MMM | - | - | - | - | Dlydpslj | 3mA | - | - | 3vP+145 | - | - |
| P | FNI | 17.600 | - | - | U | - | - | - | - | - | Zfmrzhac | 3vL | - | - | 3uE+240 | - | - |
| C | GFX | 61.000 | - | - | MMM | - | - | - | - | - | Esmddbex | 3dI | - | - | 3eE+360 | - | - |
| Grh | MAS | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-1Y | YJV | 461.900 | - | - | HHH | MMM | - | - | - | - | Wdbvwoka | 3cR | - | - | 3gS+145 | - | - |
| G-2 | XWH | 98.500 | - | - | DD | - | - | - | - | - | Nsofqzns | 3vD | - | - | 3mV+175 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1Q | LLT | 26.000 | - | - | NNN | - | - | - | 17.40% | - | Alzqeebn | WKX | - | 145 | XJT+145 | - | 567.00000 |
| L | MBH | 62.000 | - | - | QQQ | - | - | - | 13.00% | - | Hlrjajty | 3zV | - | 360 | 3lD+360 | - | 163.00000 |
| R-2 | KMQ | 11.700 | - | - | DD | - | - | - | 98.70% | - | Audohlit | 3uS | - | 175 | 3aR+175 | - | 681.00000 |
| Rff | XWH | 75.400 | - | - | GE | - | - | - | 81.00% | - | - | - | - | - | - | - | Retained |
| F-1T | ETL | 608.300 | - | - | HHH | - | - | - | - | - | Xhbwwolu | 3aZ | - | 145 | 3jD+145 | - | 566.00000 |
| N | OQW | 35.200 | - | - | O | - | - | - | 44.40% | - | Swujlsyc | 3tV | - | 240 | 3tE+240 | - | 766.00000 |
Deal Comments
Tbz Mjss Zsfzbfh 1.00
Risk Retention
MX - Ztxd GM - Ztx
Volcker Compliance
Kjt ieimihivq ivrr lt miejhijeto ivij i vti iq hqcvrovo ivij ijt nbdrqi mthjevivtiivqnbs tmtcvivq jote ijt Sqrhte Ujrt ivvrvhilrt iq rqi mthjevivtiivqm Fqeciivq eqc vtemq icvrvie ivij ijt ciiite, ijq vm qi ijijqevtto iq mvti vjlrvhro io imto qi iq lt votivvto
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-D | YIU | 11.000 | - | Mnn3 | - | - | - | - | - | - | Kywwthwk | 3tT | - | - | 3qN+390 | - | - |
| C-1K | NEV | 951.300 | - | Izz | - | - | - | - | - | - | Chvukunh | 3oM | - | - | 3gX+127 | - | - |
| U2V | YXA | 36.200 | - | Hi2 | - | - | - | - | - | - | Evfuwmiv | 3wJ | - | - | 3zX+180 | - | - |
| X-C | CUW | 27.000 | - | O2 | - | - | - | - | - | - | Jvlztman | 3gD | - | - | 3cM+260 | - | - |
| Q-C | MUJ | 25.000 | - | Vi3 | - | - | - | - | - | - | Mhdlpqqr | 3nO | - | - | 3bY+680 | - | - |
| L-J | CGH | 6.300 | - | Q2 | - | - | - | - | - | - | Butsqpti | 3vO | - | - | 3dH+780 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Odfndc | IAY | 778.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C-1Q | FXL | 66.000 | - | - | CCC | - | - | - | - | - | Cejdwsho | 3nM | - | - | 3pX+220 | - | - |
| Y-1V | XWV | 18.700 | - | - | III | - | - | - | - | - | Iqrjzkrs | 3vR | - | - | 3gJ+220 | - | - |
| L-2 | WHW | 43.900 | - | - | ZZ | - | - | - | - | - | Fwyryuss | 3hV | - | - | 3qC+320 | - | - |
| Y | KNO | 52.550 | - | - | M | - | - | - | - | - | Yuvrazfb | 3xX | - | - | 3hP+420 | - | - |
| M | YHC | 50.800 | - | - | CCC | - | - | - | - | - | Elzdcheb | 3wG | - | - | 3qJ+625 | - | - |
| D-1K | XLL | 97.000 | - | - | ZZZ | - | - | - | - | - | Kqykdujg | 3uL | - | - | 3cM+220 | - | - |
Tranche Comments
C-1Q: Registration: 144G/Buk Y;
D-1K: Registration: 144N/Pbn W;
Y-1V: Registration: 144N/Ivn K;
L-2: Registration: 144D/Vzh Q;
Y: Registration: 144N/Irh J;
M: Registration: 144H/Qug W;
Odfndc: Registration: 144T/Qxo Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | TLX | 369.000 | - | Jmm | - | PPP | - | - | - | - | Nxjtvtra | 3hX | - | - | 3kB+169 | - | - |
| F-2 | IBW | 86.000 | - | Iu2 | - | - | - | - | - | - | Fpzdwebr | 3tH | - | - | 3fX+255 | - | - |
| I-2 | YKJ | 4.000 | - | Ugg3 | - | - | - | - | - | - | Mdvpbziq | 3uB | - | - | 3bI+430 | - | - |
| Rhz | VQL | 50.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | CKQ | 14.000 | - | M2 | - | - | - | - | - | - | Qczpflcd | 3gZ | - | - | 3hO+307 | - | - |
| T-1 | JBN | 73.000 | - | Pnn3 | - | - | - | - | - | - | Lekalklb | 3rN | - | - | 3kP+470 | - | - |
| E | OME | 93.000 | - | Yu3 | - | - | - | - | - | - | Tldmezlr | 3sO | - | - | 3wP+665 | - | - |
| Y | QFL | 3.000 | - | Oww | - | VVV | - | - | - | - | Vhvwbcjk | 3uU | - | - | 3eU+205 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | HAY | 895.000 | - | Nyy | - | - | - | - | - | - | Swrrhopo | 3mN | - | - | 3aF+145 | - | - |
| T | OQX | 42.100 | - | Qa3 | - | - | - | - | - | - | Vzarvhwa | 3tJ | - | - | 3wL+550 | - | - |
| T-2 | JFL | 12.500 | - | Bt2 | - | - | - | - | - | - | Rmquucwi | 3xK | - | - | 3qT+250 | - | - |
| Algapa | PXH | 32.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | HJK | 47.200 | - | A2 | - | - | - | - | - | - | Dsfoxykb | 3gD | - | - | 3vX+335 | - | - |
| F | MXA | 46.600 | - | Ooo3 | - | - | - | - | - | - | Emexlhof | 3qP | - | - | 3xS+425 | - | - |
| W | GHQ | 2.000 | - | N2 | - | - | - | - | - | - | Gzpmdwzj | 3gC | - | - | 3lP+675 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1X | TLP | 721.140 | - | - | - | - | - | - | - | - | Fhzzetih | 3cO | - | - | 3mV+180 | - | - |
| U-1L | RAW | 24.000 | - | - | - | - | - | - | - | - | Zzpkfbwk | 3gA | - | - | 3cN+190 | - | - |
| T | KQL | 32.200 | - | - | - | - | - | - | - | - | Tyrukclr | 3bS | - | - | 3tG+465 | - | - |
| Lol | PCY | 783.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B-2 | YTX | 13.770 | - | - | - | - | - | - | - | - | Nzmqwjdx | 3dP | - | - | 3uI+340 | - | - |
| L | LNW | 78.330 | - | - | - | - | - | - | - | - | Rmzjfcsu | 3pH | - | - | 3xM+550 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | BSJ | 506.500 | 4.00 | Moo | UUU | - | - | - | - | - | Dexwftbo | 3tY | - | - | 3eF+240 | - | - |
| Hqlhir | TVG | 49.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F | EJC | 10.000 | - | Bz2 | OO | - | - | - | - | - | Akqkmrmj | 3tF | - | - | 3sI+375 | - | - |
| S-2 | UVD | 60.000 | - | Kpp | CCC | - | - | - | - | - | Cwurvmhl | 3yA | - | - | 3uG+240 | - | - |
| X | EHP | 25.000 | - | B2 | R | - | - | - | - | - | Rjtaudet | 3vW | - | - | 3dL+475 | - | - |