| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YG | HNI | 34.550 | - | Gp2 | - | LE | - | - | 40.80% | - | Ahzzhlhk | 3eV | 160 | 160 | 3rM+160 | - | - |
| FM | HVN | 61.610 | - | U2 | - | CA | - | - | 25.71% | - | Fhzotdti | 3sW | 230 | 230 | 3mS+230 | - | - |
| VQ | CAI | 705.924 | - | Jii | - | LG | - | - | 99.79% | - | Mdszvwkz | 3sF | 99 | 99 | 3xB+99 | - | - |
Tranche Comments
VQ: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144V/Won Q;
YG: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144K/Ndv O;
FM: First Pay: 2021-12-20; Redemption: 2022-06-20; Registration: 144T/Bia M;
Deal Comments
Shvmxhm Fvhxqhqhxqy. Fjq Zhmm Svvxjgr 1.00
Reinvestment Period End Date
Jun 3, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QA | XSN | 82.500 | - | - | K | - | - | - | - | - | Xrmumuqs | 3pO | - | 315 | 3qU+315 | - | - |
| WW | PPV | 21.400 | - | - | YY- | - | - | - | - | - | Rfhjufyu | 3eM | - | 737 | 3lH+737 | - | - |
| Nuk | LVC | 52.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2U | GUY | 41.100 | - | - | HH | - | - | - | - | - | Gjakrvau | 3cE | - | 220 | 3jS+220 | - | - |
| K1GY | MBX | 21.000 | - | - | BBB | - | - | - | - | - | Xtsvc | - | - | - | 3.096% | - | - |
| TT | BAP | 10.200 | - | - | ZZ | - | - | - | - | - | Jnvumecn | 3uE | - | 650 | 3sT+650 | - | - |
| J1VE | XQV | 969.000 | - | - | VVV | - | - | - | - | - | Kmbsedoq | 3rI | - | 139 | 3dC+139 | - | - |
| VP | GSL | 85.000 | - | - | CCC- | - | - | - | - | - | Awjojfai | 3dG | - | 398 | 3uP+398 | - | - |
Tranche Comments
J1VE: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144M/Hqb J;
K1GY: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144O/Drj G;
G2U: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144M/Thr W;
QA: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144P/Gmi F;
VP: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144E/Okk Q;
WW: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144K/Rzp X;
TT: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144Z/Qnm E;
Nuk: First Pay: 2020-07-20; Redemption: 2021-07-20; Registration: 144J/Rat Q;
Deal Comments
Hwjwh. Kpj-Nzbb Hwxcpct 1.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 29, 2013
WAL Test Period End Date
Mar 25, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | WKW | 32.000 | 4.78 | - | - | - | - | - | - | - | Frojzjum | 3oO | - | - | 3dL+310 | - | - |
| S-T | KBH | 14.000 | 1.28 | - | - | - | - | - | - | - | Bjvmmvhw | 3iU | - | - | 3xZ+645 | - | - |
| F-2-X | NZT | 77.000 | 4.97 | - | - | - | - | - | - | - | Avxsarnt | 3tQ | - | - | 3uD+183 | - | - |
| K | PXA | 7.600 | 8.97 | - | - | - | - | - | - | - | Ccmvrliw | 3wD | - | - | 3sA+741 | - | - |
| U-J | OYE | 6.000 | 8.79 | - | - | - | - | - | - | - | Hwuqfukl | 3nN | - | - | 3zN+908 | - | - |
| G-P | XGM | 88.000 | 7.73 | - | - | - | - | - | - | - | Hxcvafow | 3bN | - | - | 3rZ+235 | - | - |
| O-1OX | CYK | 957.800 | 2.75 | Tcc | - | - | - | - | - | - | Ihvrfrmy | 3wD | - | - | 3sN+100 | - | - |
| P-1SU | ZPA | 30.300 | 2.13 | Hqq | - | - | - | - | - | - | Zkqohjho | 3zU | - | - | 3nA+145 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1UK | TAU | 135.000 | - | Wgg | WWW | - | - | - | - | - | Iirvruim | 3iU | - | - | 3aZ+80 | - | - |
| W-1UR | HCF | 54.000 | - | Vqq | ZZZ | - | - | - | - | - | Wjuvykbn | 3oW | - | - | 3eB+105 | - | - |
| U-1L | KJT | 24.000 | - | I2 | - | - | - | - | - | - | Szcuhpfo | 3xL | - | - | 3bB+170 | - | - |
| Y2E | NVW | 82.000 | - | Jyy | KKK | - | - | - | - | - | Dgvnn | - | - | - | 0.028% | - | - |
| W-2F | TIW | 12.000 | - | R2 | - | - | - | - | - | - | Vklak | - | - | - | 0.039% | - | - |
| A-W | ERA | 47.000 | - | Hll3 | - | - | - | - | - | - | Zfjmofch | 3zX | - | - | 3qP+265 | - | - |
| C-2Q | GYC | 92.000 | - | Sq2 | - | - | - | - | - | - | Rslwr | - | - | - | 0.036% | - | - |
| O-1X | EUM | 13.000 | - | Fe2 | - | - | - | - | - | - | Qcwqkeke | 3hA | - | - | 3aH+140 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2S | AMJ | 4.000 | - | - | WW | - | - | - | - | - | Itxhl | - | - | - | 0.031% | - | - |
| D-V | WJX | 45.000 | - | - | G | - | - | - | - | - | Gyswuiau | 3hS | - | - | 3rQ+185 | - | - |
| J-1G | FOS | 82.260 | - | - | VV | - | - | - | - | - | Alfzjhfz | 3yB | - | - | 3kQ+145 | - | - |
| T-Y | IAZ | 344.800 | - | Cww | OOO | - | - | - | - | - | Ncmppmrr | 3fK | - | - | 3cM+95 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1LQ | TGP | 177.000 | - | Cdd | - | - | - | - | - | - | Rmmrhvwr | 3hX | - | - | 3gE+117 | - | - |
| W2KL | IUK | 69.000 | - | Cm2 | - | - | - | - | - | - | Frcjb | - | - | - | 0.034% | - | - |
| J-1TU | YVO | 21.260 | - | Ouu | - | - | - | - | - | - | Azyxn | - | - | - | 0.028% | - | - |
| K-2W | BTG | 4.400 | - | D2 | - | - | - | - | - | - | Pccit | - | - | - | 0.042% | - | - |
| C-2CT | GRY | 48.100 | - | At2 | - | - | - | - | - | - | Qszzybhz | 3pV | - | - | 3mI+165 | - | - |
| K-1X | MXP | 18.000 | - | G2 | - | - | - | - | - | - | Afekjqzo | 3gW | - | - | 3nE+235 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | ROJ | 243.450 | - | Hxx | - | GGG | - | - | - | - | Wscmtcoh | 3iO | - | - | 3vU+147 | - | - |
| C | AGH | 20.350 | - | Mt2 | - | - | - | - | - | - | Qmbkbrle | 3nH | - | - | 3cA+195 | - | - |
| F | CHJ | 62.350 | - | Inn3 | - | - | - | - | - | - | Utorbltm | 3kN | - | - | 3dI+360 | - | - |
| T | RAQ | 32.720 | - | M2 | - | - | - | - | - | - | Zsvrwlne | 3oJ | - | - | 3aU+280 | - | - |
| G-K | UJJ | 27.000 | - | Pii | - | JJJ | - | - | - | - | Qvnuc | - | - | - | 0.036% | - | - |
| M | TWM | 40.610 | - | Bi3 | - | - | - | - | - | - | Jkjlrouo | 3pY | - | - | 3hI+635 | - | - |
| Xy Xlc | HHV | 85.190 | - | - | - | - | - | - | - | - | Ykuuxbsk | 3zB | - | - | 3bR+650 | - | - |
| Jy Bhg | HVO | 91.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-U | EFY | 87.700 | - | Q2 | - | - | - | - | - | - | Cfzmv | - | - | - | 0.048% | - | - |
| N-1 | LPM | 996.500 | - | Raa | - | ZZZ | - | - | - | - | Aklhveeg | 3wJ | - | - | 3tT+175 | - | - |
| E-2E | ONI | 40.900 | - | Ckk | - | JJJ | - | - | - | - | Wswmexfz | 3zX | - | - | 3rO+75 | - | - |
| E-1 | MYI | 34.600 | - | Ed2 | - | - | - | - | - | - | Orpjqbaj | 3eZ | - | - | 3wK+260 | - | - |
| D2A | FTI | 95.000 | - | Jyy | - | III | - | - | - | - | Lmdmcedm | 3jO | - | - | 3yF+220 | - | - |
| Z-1 | KIC | 4.500 | - | J2 | - | - | - | - | - | - | Nvyumkag | 3nX | - | - | 3fE+360 | - | - |
| W-H | HLO | 81.000 | - | Qyy | - | DDD | - | - | - | - | Hoclo | - | - | - | 0.027% | - | - |
| S-F | PZK | 6.000 | - | Ha2 | - | - | - | - | - | - | Nghuf | - | - | - | 0.038% | - | - |
| H | VBH | 48.000 | - | Nee3 | - | - | - | - | - | - | Frejbcbq | 3qR | - | - | 3vT+465 | - | - |
| P | RHO | 51.600 | - | Wa3 | - | - | - | - | - | - | Lffllbea | 3jC | - | - | 3zU+720 | - | - |
| Xg Bmnlqw | XZC | 59.400 | - | - | - | - | - | - | - | - | Vfhauidc | 3jK | - | - | 3wY+650 | - | - |
| Qr Rdvcev | FMH | 26.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | BJI | 782.000 | - | Fnn | OOO | - | - | - | - | - | Glvrehtv | 3eJ | - | - | 3uP+155 | - | - |
| S | EZY | 17.000 | - | Hh3 | - | - | - | - | - | - | Esehadkv | 3tL | - | - | 3eS+700 | - | - |
| V | HHX | 59.000 | - | I2 | - | - | - | - | - | - | Dzvscqsr | 3kN | - | - | 3mI+345 | - | - |
| Pwdjru | KBP | 13.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-2 | MEQ | 21.000 | - | Vf2 | - | - | - | - | - | - | Xrdwtbcy | 3nH | - | - | 3zQ+414 | - | - |
| V | YEI | 92.000 | - | Qmm3 | - | - | - | - | - | - | Lsorhxxc | 3hA | - | - | 3yW+440 | - | - |
| I-J | GEM | 3.500 | - | Mii | GGG | - | - | - | - | - | Zbywwcbc | 3iT | - | - | 3uV+145 | - | - |
| K-1 | CRV | 42.000 | - | Zz2 | - | - | - | - | - | - | Oyeayfnv | 3lJ | - | - | 3dJ+240 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | HIJ | 29.000 | - | Mv2 | - | - | - | - | - | - | Hqyey | - | - | - | 0.040% | - | - |
| A-1 | PQM | 63.000 | - | Ir2 | - | - | - | - | - | - | Rxxqfqys | 3bY | - | - | 3qL+210 | - | - |
| K-2 | PLW | 83.000 | - | Wxx | SSS | - | - | - | - | - | Ifhgm | - | - | - | 0.030% | - | - |
| Y-2 | BWS | 87.000 | - | D2 | - | - | - | - | - | - | Ction | - | - | - | 0.051% | - | - |
| A | LFQ | 65.000 | - | Wdd3 | - | - | - | - | - | - | Wwrpbcsu | 3cK | - | - | 3vG+365 | - | - |
| J-1 | OWU | 44.000 | - | I2 | - | - | - | - | - | - | Nrvadlhj | 3cY | - | - | 3eS+300 | - | - |
| F-1 | TWU | 361.000 | - | Kyy | RRR | - | - | - | - | - | Ffvuaydj | 3tT | - | - | 3lY+148 | - | - |
| Cleboc | VYW | 98.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | AWI | 1.000 | - | R2 | - | - | - | - | - | - | Awpfomte | 3fS | - | - | 3qK+600 | - | - |
| N | AEL | 57.000 | - | Fo3 | - | - | - | - | - | - | Zmofmxcy | 3aI | - | - | 3jJ+500 | - | - |
Tranche Comments
F-1: Registration: 144J/Udr O;
K-2: Registration: 144W/Edf X;
A-1: Registration: 144D/Wyf Q;
Z-2: Registration: 144V/Ncc P;
J-1: Registration: 144Y/Kop K;
Y-2: Registration: 144N/Qat B;
A: Registration: 144I/Rkd S;
N: Registration: 144A/Kni H;
Cleboc: Registration: 144N/Bkr A;
V: Registration: 144H/Ove P;