| 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 |
|---|
| S-Q2 | XHI | 240.800 | 2.00 | - | RRR | - | - | - | - | - | Yjfvv | Jcnnv | 85a | 82 | 2.42% | 2.431% | 55.58780 |
| N-N2 | BWR | 40.900 | 2.00 | - | D | - | - | - | - | - | Aucjk | Hfoco | 120x | 115 | 2.75% | 2.761% | 26.29103 |
| I-J2 | GWA | 89.800 | 8.00 | - | ZZZ | - | - | - | - | - | Tfvih | Ugnvw | 150-160 | 145 | 3.04% | 3.061% | 17.48281 |
| B-H2 | MMI | 4.200 | 5.00 | - | UU | - | - | - | - | - | Scgyi | Bdjap | 275-285 | 275 | 4.32% | 4.361% | 39.82442 |
| M-P2 | QVT | 8.500 | 3.00 | - | XX | - | - | - | - | - | Iblwv | Wyqjv | 110u | 105 | 2.65% | 2.661% | 82.69908 |
Tranche Comments
S-Q2: Registration: 144G/Onq P;
M-P2: Registration: 144L/Pjh I;
N-N2: Registration: 144D/Ozv V;
I-J2: Registration: 144M/Mpv J;
B-H2: Registration: 144K Ykmb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-I1 | UAJ | 8.700 | 7.00 | - | U | - | - | - | - | - | Nfozn | LCHJ | 105-110 | 100 | 2.81% | 2.827% | 778.00000 |
| H-J1 | PYN | 11.900 | 2.00 | - | BBB | - | - | - | - | - | Nnbsq | KAAH | 140-145 | 130 | 3.11% | 3.127% | 56.89320 |
| M-O1 | XWO | 450.200 | 2.00 | - | NNN | - | - | - | - | - | Ckyam | VNTI | 75x | 70 | 2.51% | 2.527% | 34.56764 |
| Q-T1 | GIK | 3.500 | 9.00 | - | JJ | - | - | - | - | - | Zkryw | RKZT | 265-275 | 265 | 4.44% | 4.477% | 57.39020 |
| J-H1 | JUA | 3.400 | 3.00 | - | CC | - | - | - | - | - | Obihe | UIXQ | 90-100 | 85 | 2.66% | 2.677% | 348.00000 |
Tranche Comments
M-O1: Registration: 144M/Lbz W;
J-H1: Registration: 144H/Pud L;
Z-I1: Registration: 144L/Uno Q;
H-J1: Registration: 144W/Gyp R;
Q-T1: Registration: 144Y Smsk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-M2 | UOV | 8.600 | 6.00 | - | CC | - | - | - | - | - | Dusbg | Mbqpd | 110-120 | 110 | 3.94% | 3.975% | 41.91233 |
| Y-C2 | LMY | 9.500 | 3.00 | - | I | - | - | - | - | - | Lfbir | Gomth | 135-140 | 135 | 4.19% | 4.225% | 58.78450 |
| Z-C2 | KVO | 18.700 | 8.00 | - | WWW | - | - | - | - | - | Cktsm | Kicoy | 175w | 170 | 4.53% | 4.575% | 89.22420 |
| W-K2 | LIA | 343.800 | 3.00 | - | EEE | - | - | - | - | - | Snhkb | Eelbc | 80m | 75 | 3.60% | 3.625% | 53.16822 |
Tranche Comments
W-K2: First Pay: 2018-09-17; Registration: 144D/Iyz D;
R-M2: First Pay: 2018-09-17; Registration: 144P/Yvl S;
Y-C2: First Pay: 2018-09-17; Registration: 144C/Fzy R;
Z-C2: First Pay: 2018-09-17; Registration: 144M/Gri Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-B1 | LNB | 8.800 | 2.00 | - | O | - | - | - | - | - | Wsvhj | TZBI | 125-130 | 125 | 3.89% | 3.924% | 58.90179 |
| R-V1 | CIW | 39.800 | 8.00 | - | ZZZ | - | - | - | - | - | Plkuk | ANBQ | 165a | 160 | 4.24% | 4.274% | 95.66461 |
| G-A1 | RHH | 788.400 | 8.00 | - | YYY | - | - | - | - | - | Siyud | LADF | 70o | 65 | 3.30% | 3.324% | 40.45121 |
| P-N1 | KKP | 4.500 | 6.00 | - | TT | - | - | - | - | - | Ytjfz | HJQD | 100-110 | 100 | 3.65% | 3.674% | 86.21660 |
Tranche Comments
G-A1: First Pay: 2018-09-17; Registration: 144C/Qpr N;
P-N1: First Pay: 2018-09-17; Registration: 144W/Zaj V;
S-B1: First Pay: 2018-09-17; Registration: 144A/Zfe E;
R-V1: First Pay: 2018-09-17; Registration: 144N/Bwc F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-B1 | RAU | 56.638 | 1.00 | - | BBB | - | - | - | - | - | Btffv | JAXF | 225u | 215 | 3.54% | 3.562% | 50.22260 |
| M-Z1 | YAU | 462.335 | 2.00 | - | XXX | - | - | - | - | - | Wlaze | NMQU | 115-120 | 110 | 2.50% | 2.512% | 28.38191 |
| H-L1 | AWU | 5.469 | 2.00 | - | YY | - | - | - | - | - | Iubud | BYXZ | 150j | 150 | 2.89% | 2.912% | 88.18705 |
| K-K1 | NIS | 4.300 | 5.00 | - | N | - | - | - | - | - | Jjqxj | VEMS | 180g | 175 | 3.14% | 3.162% | 64.42977 |
Tranche Comments
M-Z1: First Pay: 2017-10-15; Registration: 144N/Dkq A;
H-L1: First Pay: 2017-10-15; Registration: 144U/Mkj J;
K-K1: First Pay: 2017-10-15; Registration: 144A/Tbe A;
Y-B1: First Pay: 2017-10-15; Registration: 144Y/Ftq H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-U2 | HPD | 635.600 | 6.40 | - | XXX | - | - | - | - | - | Tjxym | Rbatu | 175v | 175 | 2.72% | 2.737% | - |
| M-W2 | YGC | 8.200 | 7.10 | - | FF | - | - | - | - | - | Yttpl | Sbnvy | 230j | 230 | 3.26% | 3.287% | - |
| E-I2 | HBZ | 21.700 | 2.30 | - | QQQ | - | - | - | - | - | Vogrq | Mbuin | 350d | 350 | 4.45% | 4.487% | - |
| N-M2 | LEH | 11.200 | 4.90 | - | K | - | - | - | - | - | Kcyvd | Pwajk | 285v | 285 | 3.81% | 3.837% | - |
Tranche Comments
R-U2: First Pay: 2016-09-15; Registration: 144W/Wid Y;
M-W2: First Pay: 2016-09-15; Registration: 144T/Cnf E;
N-M2: First Pay: 2016-09-15; Registration: 144Z/Lti A;
E-I2: First Pay: 2016-09-15; Registration: 144J/Nlb C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-Q1 | LUK | 1.000 | 7.70 | - | YY | - | - | - | - | - | Blomw | Stifh | 215d | 215 | 3.06% | 3.084% | - |
| D-O1 | YGL | 257.800 | 4.40 | - | UUU | - | - | - | - | - | Cruae | Mquwl | 160-165 | 160 | 2.52% | 2.534% | - |
| B-O1 | CWE | 44.900 | 2.50 | - | TTT | - | - | - | - | - | Iqusq | Onirf | 335y | 335 | 4.25% | 4.284% | - |
| C-F1 | LZG | 77.600 | 6.90 | - | R | - | - | - | - | - | Tizyg | Qdjwr | 270w | 270 | 3.61% | 3.634% | - |
Tranche Comments
D-O1: First Pay: 2016-09-15; Registration: 144P/Quu F;
F-Q1: First Pay: 2016-09-15; Registration: 144J/Vls B;
C-F1: First Pay: 2016-09-15; Registration: 144C/Dvo L;
B-O1: First Pay: 2016-09-15; Registration: 144U/Oba A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-L3 | QXW | 10.420 | 6.80 | - | EE | - | - | - | - | - | Ekcnx | Zyjwk | - | 275 | 3.70% | 3.733% | 62.86150 |
| L-G3 | HGI | 580.337 | 4.20 | - | HHH | - | - | - | - | - | Aifqf | Ivhbn | - | 225 | 3.21% | 3.233% | 55.71530 |
| Y-G3 | MPR | 25.114 | 4.10 | - | N | - | - | - | - | - | Kvxxn | Mtmti | - | 325 | 4.20% | 4.233% | 98.88438 |
| N-Y3 | ZFL | 20.574 | 7.10 | - | QQQ | - | - | - | - | - | Qrxrx | Gcquj | - | 375 | 4.69% | 4.733% | 24.87811 |
Tranche Comments
L-G3: First Pay: 2015-12-15; Registration: 144G/Pog C;
F-L3: First Pay: 2015-12-15; Registration: 144M/Chk G;
Y-G3: First Pay: 2015-12-15; Registration: 144K/Fmu M;
N-Y3: First Pay: 2015-12-15; Registration: 144M/Cax N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-V2 | LEM | 5.760 | 6.30 | - | WW | - | - | - | - | - | Yctgh | ZRQC | - | 275 | 3.37% | 3.396% | 52.23964 |
| D-C2 | ZGD | 2.842 | 7.60 | - | F | - | - | - | - | - | Eyayz | ODDF | - | 315 | 3.77% | 3.796% | 38.58694 |
| O-P2 | MMY | 928.695 | 2.20 | - | VVV | - | - | - | - | - | Uzuxv | MIYE | - | 190 | 2.53% | 2.546% | 15.89168 |
| C-J2 | GOC | 10.301 | 1.60 | - | SSS | - | - | - | - | - | Kwmzi | BRXB | - | 365 | 4.26% | 4.296% | 72.42973 |
Tranche Comments
O-P2: Registration: 144S Awal;
N-V2: Registration: 144I Mgiu;
D-C2: Registration: 144N Gwxl;
C-J2: Registration: 144D Jnpb;