| 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 |
|---|
| R-B2 | BRY | 93.900 | 7.00 | - | F | - | - | - | - | - | Uugrf | Jekdi | 120f | 115 | 2.75% | 2.761% | 33.71932 |
| S-V2 | GXQ | 8.300 | 6.00 | - | BB | - | - | - | - | - | Gcxbw | Xlwhc | 275-285 | 275 | 4.32% | 4.361% | 81.74629 |
| L-L2 | FIP | 252.200 | 7.00 | - | WWW | - | - | - | - | - | Utfjc | Ahfww | 85s | 82 | 2.42% | 2.431% | 67.73968 |
| H-M2 | MYK | 85.600 | 4.00 | - | CCC | - | - | - | - | - | Vkybe | Bczrl | 150-160 | 145 | 3.04% | 3.061% | 50.30189 |
| I-M2 | JLE | 8.500 | 3.00 | - | MM | - | - | - | - | - | Hwbmg | Mwgrx | 110f | 105 | 2.65% | 2.661% | 57.54319 |
Tranche Comments
L-L2: Registration: 144E/Znb Z;
I-M2: Registration: 144E/Zip F;
R-B2: Registration: 144D/Zco W;
H-M2: Registration: 144G/Tif R;
S-V2: Registration: 144N Wvby;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-N1 | AWU | 7.900 | 7.00 | - | JJ | - | - | - | - | - | Sbfhy | RLDU | 90-100 | 85 | 2.66% | 2.677% | 269.00000 |
| H-M1 | HFX | 36.800 | 2.00 | - | EEE | - | - | - | - | - | Pkply | OOJC | 140-145 | 130 | 3.11% | 3.127% | 55.61584 |
| F-F1 | FVC | 794.900 | 8.00 | - | OOO | - | - | - | - | - | Agjfb | VWAC | 75u | 70 | 2.51% | 2.527% | 72.54698 |
| P-Z1 | RJL | 1.100 | 9.00 | - | X | - | - | - | - | - | Qymxf | JAUJ | 105-110 | 100 | 2.81% | 2.827% | 973.00000 |
| V-Y1 | RVC | 2.100 | 5.00 | - | PP | - | - | - | - | - | Ejnve | XZKA | 265-275 | 265 | 4.44% | 4.477% | 33.63490 |
Tranche Comments
F-F1: Registration: 144T/Cps Y;
M-N1: Registration: 144A/Xdg N;
P-Z1: Registration: 144A/Yeu F;
H-M1: Registration: 144L/Jvi X;
V-Y1: Registration: 144E Ghdm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-U2 | ACQ | 405.400 | 5.00 | - | DDD | - | - | - | - | - | Vylak | Oxfiw | 80k | 75 | 3.60% | 3.625% | 46.78652 |
| Q-S2 | NSE | 5.900 | 7.00 | - | E | - | - | - | - | - | Oboco | Qmtxh | 135-140 | 135 | 4.19% | 4.225% | 35.70057 |
| J-C2 | VWH | 40.900 | 9.00 | - | AAA | - | - | - | - | - | Ssmsv | Kvdrp | 175e | 170 | 4.53% | 4.575% | 18.57530 |
| E-U2 | MRB | 6.500 | 3.00 | - | QQ | - | - | - | - | - | Ztxye | Cwmkm | 110-120 | 110 | 3.94% | 3.975% | 19.21818 |
Tranche Comments
Y-U2: First Pay: 2018-09-17; Registration: 144N/Tqe A;
E-U2: First Pay: 2018-09-17; Registration: 144O/Kjn E;
Q-S2: First Pay: 2018-09-17; Registration: 144B/Iyw D;
J-C2: First Pay: 2018-09-17; Registration: 144T/Kif W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-V1 | XZW | 837.900 | 1.00 | - | OOO | - | - | - | - | - | Fylpd | ZKBF | 70i | 65 | 3.30% | 3.324% | 97.47707 |
| P-A1 | UGQ | 8.500 | 2.00 | - | SS | - | - | - | - | - | Nhmec | RWRF | 100-110 | 100 | 3.65% | 3.674% | 40.85390 |
| V-I1 | ZOI | 4.800 | 2.00 | - | U | - | - | - | - | - | Byhqa | UUVJ | 125-130 | 125 | 3.89% | 3.924% | 60.22014 |
| F-C1 | BJG | 60.600 | 1.00 | - | DDD | - | - | - | - | - | Uqxir | EACH | 165w | 160 | 4.24% | 4.274% | 38.47552 |
Tranche Comments
L-V1: First Pay: 2018-09-17; Registration: 144Y/Qup A;
P-A1: First Pay: 2018-09-17; Registration: 144Z/Lcr R;
V-I1: First Pay: 2018-09-17; Registration: 144M/Wwe T;
F-C1: First Pay: 2018-09-17; Registration: 144E/Kav R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-T1 | MWT | 886.797 | 3.00 | - | AAA | - | - | - | - | - | Luvhn | NJPL | 115-120 | 110 | 2.50% | 2.512% | 53.60843 |
| C-Z1 | YRJ | 40.390 | 6.00 | - | FFF | - | - | - | - | - | Djlin | WXUS | 225r | 215 | 3.54% | 3.562% | 88.76315 |
| U-E1 | WZW | 6.700 | 6.00 | - | W | - | - | - | - | - | Jrmoc | QDHX | 180a | 175 | 3.14% | 3.162% | 93.78035 |
| Q-V1 | LKL | 7.544 | 1.00 | - | ZZ | - | - | - | - | - | Ogwvz | GQXS | 150b | 150 | 2.89% | 2.912% | 84.17740 |
Tranche Comments
L-T1: First Pay: 2017-10-15; Registration: 144R/Xdw R;
Q-V1: First Pay: 2017-10-15; Registration: 144T/Gxi C;
U-E1: First Pay: 2017-10-15; Registration: 144O/Moe R;
C-Z1: First Pay: 2017-10-15; Registration: 144X/Dud C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-C2 | LQA | 3.700 | 7.30 | - | AA | - | - | - | - | - | Wuvjf | Okfqe | 230q | 230 | 3.26% | 3.287% | - |
| J-C2 | JML | 12.500 | 9.10 | - | ZZZ | - | - | - | - | - | Mzbnc | Uqhli | 350d | 350 | 4.45% | 4.487% | - |
| J-X2 | NSB | 887.200 | 6.70 | - | AAA | - | - | - | - | - | Ycptx | Nftxf | 175x | 175 | 2.72% | 2.737% | - |
| F-B2 | ZSO | 85.100 | 5.60 | - | B | - | - | - | - | - | Hgwkk | Egwrg | 285x | 285 | 3.81% | 3.837% | - |
Tranche Comments
J-X2: First Pay: 2016-09-15; Registration: 144C/Jcc P;
R-C2: First Pay: 2016-09-15; Registration: 144C/Mrn E;
F-B2: First Pay: 2016-09-15; Registration: 144L/Btc H;
J-C2: First Pay: 2016-09-15; Registration: 144G/Vyh K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Q1 | YJI | 78.400 | 8.60 | - | Y | - | - | - | - | - | Plqrp | Iqqjb | 270t | 270 | 3.61% | 3.634% | - |
| F-R1 | AIE | 6.000 | 4.90 | - | KK | - | - | - | - | - | Dnpmd | Oeyaw | 215d | 215 | 3.06% | 3.084% | - |
| H-L1 | WCQ | 19.100 | 1.50 | - | MMM | - | - | - | - | - | Zrbue | Pbyuo | 335v | 335 | 4.25% | 4.284% | - |
| M-F1 | MTU | 439.800 | 6.10 | - | YYY | - | - | - | - | - | Csivt | Rlxka | 160-165 | 160 | 2.52% | 2.534% | - |
Tranche Comments
M-F1: First Pay: 2016-09-15; Registration: 144V/Cam F;
F-R1: First Pay: 2016-09-15; Registration: 144H/Dwk T;
V-Q1: First Pay: 2016-09-15; Registration: 144B/Uum H;
H-L1: First Pay: 2016-09-15; Registration: 144Y/Vpc V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-S3 | XQM | 19.207 | 6.70 | - | S | - | - | - | - | - | Fjikn | Hjals | - | 325 | 4.20% | 4.233% | 15.99501 |
| L-Z3 | RNP | 76.453 | 4.50 | - | VV | - | - | - | - | - | Eylip | Pxyut | - | 275 | 3.70% | 3.733% | 47.22840 |
| C-G3 | TXA | 32.726 | 2.90 | - | EEE | - | - | - | - | - | Mined | Bckad | - | 375 | 4.69% | 4.733% | 61.41201 |
| J-V3 | BZK | 202.540 | 1.80 | - | GGG | - | - | - | - | - | Cggyy | Agnwd | - | 225 | 3.21% | 3.233% | 61.90060 |
Tranche Comments
J-V3: First Pay: 2015-12-15; Registration: 144X/Jsr D;
L-Z3: First Pay: 2015-12-15; Registration: 144P/Nlg Q;
X-S3: First Pay: 2015-12-15; Registration: 144Y/Qtr E;
C-G3: First Pay: 2015-12-15; Registration: 144C/Wxz H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-A2 | OKH | 148.637 | 1.40 | - | VVV | - | - | - | - | - | Aybvy | TVRA | - | 190 | 2.53% | 2.546% | 81.24942 |
| I-U2 | EST | 5.666 | 3.20 | - | I | - | - | - | - | - | Uuyoh | PUYZ | - | 315 | 3.77% | 3.796% | 18.78337 |
| G-Z2 | CZT | 2.400 | 4.10 | - | LL | - | - | - | - | - | Ppqqz | LBTC | - | 275 | 3.37% | 3.396% | 29.49350 |
| Q-R2 | IMS | 36.642 | 8.70 | - | NNN | - | - | - | - | - | Zgias | CJBM | - | 365 | 4.26% | 4.296% | 72.36712 |
Tranche Comments
S-A2: Registration: 144G Nbtb;
G-Z2: Registration: 144R Vgij;
I-U2: Registration: 144I Fvwu;
Q-R2: Registration: 144Y Gcuu;