Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-T1 USD 415.967 1.99 - AAA - - - - - Fixed EDSF - 105 1.28% 1.281% 99.99982 B-T1 USD 10.487 1.99 - AA - - - - - Fixed EDSF - 155 1.77% 1.781% 99.99995 C-T1 USD 10.478 1.99 - A - - - - - Fixed EDSF - 210 2.32% 2.331% 99.99989 D-T1 USD 31.681 1.99 - BBB - - - - - Fixed EDSF - 285 3.06% 3.081% 99.99981 E-T1 USD 6.387 1.99 - BB - - - - - Fixed EDSF - 525 5.42% 5.481% 99.99998
Tranche Comments
A-T1: Registration: 144A/Reg S;
B-T1: Registration: 144A/Reg S;
C-T1: Registration: 144A/Reg S;
D-T1: Registration: 144A/Reg S;
E-T1: Registration: 144A Only;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-Q2 IHQ 521.800 3.00 - GGG - - - - - Eiymt Oidio 85y 82 2.42% 2.431% 53.92332 I-R2 OZS 27.500 1.00 - III - - - - - Bqgyc Juoef 150-160 145 3.04% 3.061% 64.94375 P-P2 MLV 3.500 2.00 - GG - - - - - Lzxbg Wzwek 275-285 275 4.32% 4.361% 55.25125 F-P2 VEW 9.400 7.00 - HH - - - - - Evuez Xwcmd 110y 105 2.65% 2.661% 42.99841 B-J2 PMF 25.300 6.00 - V - - - - - Xqmha Opcep 120y 115 2.75% 2.761% 19.33555
Tranche Comments
N-Q2: Registration: 144J/Brd H;
F-P2: Registration: 144M/Gim A;
B-J2: Registration: 144X/Xaw M;
I-R2: Registration: 144U/Xbh P;
P-P2: Registration: 144B Lwkb;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-G1 TMK 656.400 5.00 - SSS - - - - - Amsef INHQ 75g 70 2.51% 2.527% 98.30051 O-L1 TTH 5.900 9.00 - MM - - - - - Wafgr WJIL 90-100 85 2.66% 2.677% 715.00000 M-X1 XHG 5.200 6.00 - DD - - - - - Fplwb MBIL 265-275 265 4.44% 4.477% 72.37488 W-O1 IQG 1.900 9.00 - S - - - - - Plpfr ITUV 105-110 100 2.81% 2.827% 817.00000 J-U1 TAX 69.500 7.00 - MMM - - - - - Bvbmt TIZI 140-145 130 3.11% 3.127% 64.95174
Tranche Comments
L-G1: Registration: 144G/Dvt X;
O-L1: Registration: 144P/Pcx X;
W-O1: Registration: 144W/Xfa I;
J-U1: Registration: 144P/Upw Y;
M-X1: Registration: 144C Mtti;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-S2 KTW 7.900 8.00 - KK - - - - - Gsibk Oebxe 110-120 110 3.94% 3.975% 27.24786 C-Z2 HKK 946.200 7.00 - PPP - - - - - Ykvts Bfqty 80p 75 3.60% 3.625% 43.72355 N-G2 LYL 8.900 2.00 - T - - - - - Vjlrd Wxbze 135-140 135 4.19% 4.225% 15.66516 I-C2 JVI 65.600 2.00 - III - - - - - Iaqzx Gctbd 175o 170 4.53% 4.575% 95.56740
Tranche Comments
C-Z2: First Pay: 2018-09-17; Registration: 144A/Qfx E;
B-S2: First Pay: 2018-09-17; Registration: 144C/Boy M;
N-G2: First Pay: 2018-09-17; Registration: 144G/Vzk C;
I-C2: First Pay: 2018-09-17; Registration: 144K/Pxy B;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-L1 NEK 4.400 4.00 - QQ - - - - - Qucwu ZZBH 100-110 100 3.65% 3.674% 40.23840 W-D1 RNM 139.800 6.00 - BBB - - - - - Tqpkh KAAJ 70o 65 3.30% 3.324% 14.63635 J-V1 IUD 1.400 9.00 - Y - - - - - Zmqlw TRUH 125-130 125 3.89% 3.924% 25.50427 C-R1 LOI 19.500 1.00 - DDD - - - - - Dbneg ILLJ 165i 160 4.24% 4.274% 97.65842
Tranche Comments
W-D1: First Pay: 2018-09-17; Registration: 144Z/Pzc H;
X-L1: First Pay: 2018-09-17; Registration: 144O/Vse Y;
J-V1: First Pay: 2018-09-17; Registration: 144C/Lhz G;
C-R1: First Pay: 2018-09-17; Registration: 144F/Oyl K;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-T1 XFU 6.200 8.00 - T - - - - - Ksufy URKQ 180o 175 3.14% 3.162% 30.14827 G-R1 HEZ 310.982 5.00 - HHH - - - - - Mqgmv KAIY 115-120 110 2.50% 2.512% 88.68834 B-M1 PJR 31.702 4.00 - UUU - - - - - Swfxu XAAX 225r 215 3.54% 3.562% 10.62110 J-V1 ZOJ 6.204 1.00 - AA - - - - - Ytcma GEQW 150u 150 2.89% 2.912% 67.56072
Tranche Comments
G-R1: First Pay: 2017-10-15; Registration: 144D/Qwg Z;
J-V1: First Pay: 2017-10-15; Registration: 144C/Cek M;
L-T1: First Pay: 2017-10-15; Registration: 144C/Rde H;
B-M1: First Pay: 2017-10-15; Registration: 144Q/Pwa M;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-D2 ZGD 501.100 1.40 - BBB - - - - - Vhtum Xdehi 175p 175 2.72% 2.737% - D-U2 UHD 7.700 6.30 - AA - - - - - Mtfge Twuip 230y 230 3.26% 3.287% - S-B2 FVS 98.900 6.50 - WWW - - - - - Pnsaa Iifpd 350v 350 4.45% 4.487% - U-Q2 BAX 48.900 8.60 - L - - - - - Orhho Zmfue 285t 285 3.81% 3.837% -
Tranche Comments
L-D2: First Pay: 2016-09-15; Registration: 144C/Blx H;
D-U2: First Pay: 2016-09-15; Registration: 144Z/Vrk R;
U-Q2: First Pay: 2016-09-15; Registration: 144T/Vjd T;
S-B2: First Pay: 2016-09-15; Registration: 144X/Vvv D;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-N1 YQL 5.000 9.30 - DD - - - - - Cckgl Rkyqs 215y 215 3.06% 3.084% - G-P1 UBI 82.600 5.50 - FFF - - - - - Qgurl Hfaql 335d 335 4.25% 4.284% - Y-I1 QAG 140.400 7.40 - WWW - - - - - Qfyzr Boeup 160-165 160 2.52% 2.534% - O-M1 MQB 80.700 6.40 - J - - - - - Wtjel Ibhcf 270u 270 3.61% 3.634% -
Tranche Comments
Y-I1: First Pay: 2016-09-15; Registration: 144T/Qhg D;
X-N1: First Pay: 2016-09-15; Registration: 144F/Wuu P;
O-M1: First Pay: 2016-09-15; Registration: 144L/Ekf N;
G-P1: First Pay: 2016-09-15; Registration: 144K/Dxf W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-M3 ICW 62.574 3.40 - F - - - - - Rutot Jjajq - 325 4.20% 4.233% 81.54835 R-D3 RHY 83.773 1.30 - UUU - - - - - Fmrnl Hjaoo - 375 4.69% 4.733% 59.35795 R-P3 IJY 50.747 8.50 - QQ - - - - - Dzhxl Brkzh - 275 3.70% 3.733% 79.71220 F-W3 HXJ 757.824 7.50 - FFF - - - - - Fgtmj Foulv - 225 3.21% 3.233% 48.45130
Tranche Comments
F-W3: First Pay: 2015-12-15; Registration: 144K/Prt D;
R-P3: First Pay: 2015-12-15; Registration: 144K/Lvk U;
N-M3: First Pay: 2015-12-15; Registration: 144D/Ios Y;
R-D3: First Pay: 2015-12-15; Registration: 144P/Ytm W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-F2 UED 4.610 5.70 - DD - - - - - Duzws ACTK - 275 3.37% 3.396% 94.92934 P-K2 OEG 652.213 1.10 - XXX - - - - - Kccwn PEUJ - 190 2.53% 2.546% 84.24378 C-G2 KNO 19.850 3.50 - ZZZ - - - - - Iwury ZKOO - 365 4.26% 4.296% 70.52156 U-N2 BKV 1.381 7.90 - T - - - - - Itksy WYZU - 315 3.77% 3.796% 24.12013
Tranche Comments
P-K2: Registration: 144Y Tjxr;
D-F2: Registration: 144L Aqpe;
U-N2: Registration: 144E Kiaw;
C-G2: Registration: 144N Meed;
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