| 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 |
|---|
| P-C2 | UQG | 7.200 | 1.00 | - | KK | - | - | - | - | - | Ocvzt | Ciivv | 110f | 105 | 2.65% | 2.661% | 74.90861 |
| A-D2 | AAQ | 212.300 | 7.00 | - | YYY | - | - | - | - | - | Cchhp | Ieqvi | 85d | 82 | 2.42% | 2.431% | 55.16170 |
| B-I2 | TZI | 8.200 | 7.00 | - | KK | - | - | - | - | - | Rommt | Dinou | 275-285 | 275 | 4.32% | 4.361% | 95.75066 |
| U-D2 | KLL | 91.600 | 4.00 | - | JJJ | - | - | - | - | - | Tjirq | Lddjh | 150-160 | 145 | 3.04% | 3.061% | 71.15034 |
| S-O2 | WBQ | 56.200 | 1.00 | - | W | - | - | - | - | - | Hvpeq | Zobyw | 120f | 115 | 2.75% | 2.761% | 86.66044 |
Tranche Comments
A-D2: Registration: 144L/Dbc E;
P-C2: Registration: 144H/Alo L;
S-O2: Registration: 144I/Qka T;
U-D2: Registration: 144A/Wvb L;
B-I2: Registration: 144M Owqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Y1 | AUG | 1.800 | 4.00 | - | QQ | - | - | - | - | - | Fsawe | NIUF | 90-100 | 85 | 2.66% | 2.677% | 407.00000 |
| X-S1 | RFK | 7.200 | 9.00 | - | B | - | - | - | - | - | Qlggo | ZDRF | 105-110 | 100 | 2.81% | 2.827% | 939.00000 |
| A-R1 | YLL | 9.600 | 2.00 | - | PP | - | - | - | - | - | Eqmtj | YMPR | 265-275 | 265 | 4.44% | 4.477% | 25.66504 |
| G-D1 | WWY | 67.200 | 8.00 | - | SSS | - | - | - | - | - | Tkuhw | RZVQ | 140-145 | 130 | 3.11% | 3.127% | 59.22880 |
| F-I1 | OGN | 603.300 | 1.00 | - | BBB | - | - | - | - | - | Xbzop | BRIC | 75h | 70 | 2.51% | 2.527% | 43.31283 |
Tranche Comments
F-I1: Registration: 144O/Wvc O;
Y-Y1: Registration: 144L/Yvr F;
X-S1: Registration: 144Z/Jhj W;
G-D1: Registration: 144N/Joq K;
A-R1: Registration: 144C Rqth;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-C2 | ELW | 9.800 | 3.00 | - | UU | - | - | - | - | - | Cibbc | Kqbmi | 110-120 | 110 | 3.94% | 3.975% | 34.36208 |
| O-C2 | LNK | 449.500 | 4.00 | - | DDD | - | - | - | - | - | Vsppd | Vfrvo | 80q | 75 | 3.60% | 3.625% | 79.98532 |
| E-K2 | OBI | 31.200 | 3.00 | - | AAA | - | - | - | - | - | Kvfax | Lhuft | 175t | 170 | 4.53% | 4.575% | 40.68960 |
| O-A2 | NBM | 9.800 | 5.00 | - | W | - | - | - | - | - | Cnbbp | Gjdev | 135-140 | 135 | 4.19% | 4.225% | 99.14241 |
Tranche Comments
O-C2: First Pay: 2018-09-17; Registration: 144I/Wdx E;
H-C2: First Pay: 2018-09-17; Registration: 144P/Bcv G;
O-A2: First Pay: 2018-09-17; Registration: 144W/Afq Z;
E-K2: First Pay: 2018-09-17; Registration: 144T/Iqe S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-G1 | WWV | 41.300 | 5.00 | - | YYY | - | - | - | - | - | Hgxlg | BCUZ | 165s | 160 | 4.24% | 4.274% | 89.67599 |
| F-T1 | PVK | 6.300 | 8.00 | - | M | - | - | - | - | - | Tlkla | TLMP | 125-130 | 125 | 3.89% | 3.924% | 64.80329 |
| C-H1 | ERJ | 4.100 | 5.00 | - | CC | - | - | - | - | - | Kstpo | MKRF | 100-110 | 100 | 3.65% | 3.674% | 32.16430 |
| H-N1 | ATW | 371.200 | 2.00 | - | ZZZ | - | - | - | - | - | Cbpnf | RZDC | 70j | 65 | 3.30% | 3.324% | 94.60916 |
Tranche Comments
H-N1: First Pay: 2018-09-17; Registration: 144P/Dws S;
C-H1: First Pay: 2018-09-17; Registration: 144D/Bvq B;
F-T1: First Pay: 2018-09-17; Registration: 144J/Grk K;
B-G1: First Pay: 2018-09-17; Registration: 144J/Kao O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-G1 | LJR | 5.641 | 5.00 | - | LL | - | - | - | - | - | Ezkjf | GEKN | 150q | 150 | 2.89% | 2.912% | 72.26088 |
| A-B1 | EAV | 30.540 | 3.00 | - | BBB | - | - | - | - | - | Eoucq | WPVR | 225j | 215 | 3.54% | 3.562% | 87.11966 |
| C-J1 | HGN | 1.700 | 8.00 | - | V | - | - | - | - | - | Msgcf | AYQJ | 180a | 175 | 3.14% | 3.162% | 59.50562 |
| Y-Y1 | KIU | 595.745 | 3.00 | - | YYY | - | - | - | - | - | Ohfpz | JLGT | 115-120 | 110 | 2.50% | 2.512% | 10.96411 |
Tranche Comments
Y-Y1: First Pay: 2017-10-15; Registration: 144L/Pfo Z;
R-G1: First Pay: 2017-10-15; Registration: 144H/Ysi X;
C-J1: First Pay: 2017-10-15; Registration: 144G/Bho M;
A-B1: First Pay: 2017-10-15; Registration: 144O/Jup J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-H2 | EKR | 6.800 | 5.60 | - | WW | - | - | - | - | - | Vslxj | Wbriq | 230w | 230 | 3.26% | 3.287% | - |
| I-B2 | QIY | 870.800 | 6.60 | - | SSS | - | - | - | - | - | Sorlv | Pzkoq | 175c | 175 | 2.72% | 2.737% | - |
| M-V2 | LZO | 59.200 | 7.80 | - | D | - | - | - | - | - | Jstsi | Omlre | 285n | 285 | 3.81% | 3.837% | - |
| P-Z2 | MRP | 30.200 | 9.20 | - | AAA | - | - | - | - | - | Mltcr | Nygge | 350w | 350 | 4.45% | 4.487% | - |
Tranche Comments
I-B2: First Pay: 2016-09-15; Registration: 144E/Ijf K;
B-H2: First Pay: 2016-09-15; Registration: 144D/Ulx G;
M-V2: First Pay: 2016-09-15; Registration: 144T/Nbz L;
P-Z2: First Pay: 2016-09-15; Registration: 144V/Cxy X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-E1 | FAY | 673.400 | 8.40 | - | HHH | - | - | - | - | - | Kwslq | Ojhmw | 160-165 | 160 | 2.52% | 2.534% | - |
| Y-M1 | JYY | 2.000 | 4.10 | - | BB | - | - | - | - | - | Wtmww | Stjbv | 215o | 215 | 3.06% | 3.084% | - |
| L-D1 | KKP | 11.700 | 5.70 | - | D | - | - | - | - | - | Mmmtv | Dxfva | 270b | 270 | 3.61% | 3.634% | - |
| P-Q1 | YCO | 28.200 | 1.60 | - | OOO | - | - | - | - | - | Elbiy | Xwmcr | 335u | 335 | 4.25% | 4.284% | - |
Tranche Comments
Z-E1: First Pay: 2016-09-15; Registration: 144W/Dae K;
Y-M1: First Pay: 2016-09-15; Registration: 144D/Nhi S;
L-D1: First Pay: 2016-09-15; Registration: 144W/Zhk S;
P-Q1: First Pay: 2016-09-15; Registration: 144L/Wnx T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-M3 | QMI | 17.496 | 7.80 | - | X | - | - | - | - | - | Uyrqu | Tuouv | - | 325 | 4.20% | 4.233% | 24.41708 |
| N-Y3 | TCR | 374.794 | 4.50 | - | GGG | - | - | - | - | - | Lsmcg | Zraae | - | 225 | 3.21% | 3.233% | 22.82219 |
| J-U3 | CQD | 31.231 | 4.50 | - | OO | - | - | - | - | - | Wkcbz | Vdjjy | - | 275 | 3.70% | 3.733% | 51.49390 |
| P-E3 | AWH | 58.864 | 3.20 | - | KKK | - | - | - | - | - | Aopcv | Nnlej | - | 375 | 4.69% | 4.733% | 64.78097 |
Tranche Comments
N-Y3: First Pay: 2015-12-15; Registration: 144F/Guh Z;
J-U3: First Pay: 2015-12-15; Registration: 144T/Ijw Y;
I-M3: First Pay: 2015-12-15; Registration: 144J/Zay G;
P-E3: First Pay: 2015-12-15; Registration: 144F/Xab U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-C2 | QAF | 59.115 | 8.10 | - | BBB | - | - | - | - | - | Huhsr | MUIY | - | 365 | 4.26% | 4.296% | 47.24628 |
| Y-V2 | TFJ | 5.830 | 7.40 | - | AA | - | - | - | - | - | Zgtck | VOHX | - | 275 | 3.37% | 3.396% | 34.67003 |
| A-A2 | NHL | 7.856 | 2.70 | - | B | - | - | - | - | - | Bgqca | IXPK | - | 315 | 3.77% | 3.796% | 69.72125 |
| I-S2 | YCL | 690.288 | 7.50 | - | XXX | - | - | - | - | - | Aqnwi | MJAL | - | 190 | 2.53% | 2.546% | 36.55943 |
Tranche Comments
I-S2: Registration: 144D Ojeb;
Y-V2: Registration: 144N Kctm;
A-A2: Registration: 144Y Uzea;
R-C2: Registration: 144K Rkwz;