| 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 |
|---|
| U-G2 | PTU | 1.200 | 9.00 | - | OO | - | - | - | - | - | Yqrgo | Bieof | 110l | 105 | 2.65% | 2.661% | 71.29826 |
| Z-G2 | KJC | 28.900 | 2.00 | - | Z | - | - | - | - | - | Scyio | Zywdm | 120i | 115 | 2.75% | 2.761% | 79.24838 |
| D-H2 | NEJ | 961.800 | 3.00 | - | WWW | - | - | - | - | - | Omsvm | Lcqhu | 85c | 82 | 2.42% | 2.431% | 10.96451 |
| P-A2 | YCD | 3.600 | 7.00 | - | UU | - | - | - | - | - | Ryvhv | Dlydm | 275-285 | 275 | 4.32% | 4.361% | 90.75496 |
| O-Z2 | ZGO | 83.900 | 1.00 | - | JJJ | - | - | - | - | - | Wutuo | Arfuo | 150-160 | 145 | 3.04% | 3.061% | 32.57069 |
Tranche Comments
D-H2: Registration: 144J/Ucv D;
U-G2: Registration: 144L/Buy X;
Z-G2: Registration: 144K/Frc Z;
O-Z2: Registration: 144P/Amx G;
P-A2: Registration: 144C Jcwr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-D1 | YOQ | 94.800 | 3.00 | - | NNN | - | - | - | - | - | Yicyj | LPCK | 140-145 | 130 | 3.11% | 3.127% | 45.14578 |
| M-J1 | FPH | 1.700 | 4.00 | - | XX | - | - | - | - | - | Motcq | CLUA | 265-275 | 265 | 4.44% | 4.477% | 75.60425 |
| K-L1 | VYL | 858.900 | 6.00 | - | EEE | - | - | - | - | - | Ghinc | IZEJ | 75p | 70 | 2.51% | 2.527% | 77.21868 |
| F-Q1 | EQH | 3.500 | 9.00 | - | E | - | - | - | - | - | Lflby | WNQP | 105-110 | 100 | 2.81% | 2.827% | 902.00000 |
| Y-C1 | KVL | 7.500 | 5.00 | - | HH | - | - | - | - | - | Dyqgc | BKZO | 90-100 | 85 | 2.66% | 2.677% | 612.00000 |
Tranche Comments
K-L1: Registration: 144N/Ibh Y;
Y-C1: Registration: 144U/Cxl U;
F-Q1: Registration: 144J/Jii O;
Z-D1: Registration: 144Q/Zqi O;
M-J1: Registration: 144I Jnhf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-J2 | GSO | 390.100 | 5.00 | - | SSS | - | - | - | - | - | Ghaoj | Qritw | 80f | 75 | 3.60% | 3.625% | 49.28967 |
| E-L2 | AIA | 34.900 | 6.00 | - | UUU | - | - | - | - | - | Aobwn | Zvrbm | 175v | 170 | 4.53% | 4.575% | 42.58450 |
| C-Q2 | YUP | 2.500 | 8.00 | - | MM | - | - | - | - | - | Vysid | Poqcs | 110-120 | 110 | 3.94% | 3.975% | 82.11911 |
| S-G2 | VXA | 8.200 | 9.00 | - | H | - | - | - | - | - | Buiev | Hoaxj | 135-140 | 135 | 4.19% | 4.225% | 58.41263 |
Tranche Comments
P-J2: First Pay: 2018-09-17; Registration: 144I/Fyc C;
C-Q2: First Pay: 2018-09-17; Registration: 144B/Pso O;
S-G2: First Pay: 2018-09-17; Registration: 144B/Xtg E;
E-L2: First Pay: 2018-09-17; Registration: 144A/Lmc N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-Y1 | EST | 53.600 | 2.00 | - | VVV | - | - | - | - | - | Ogzuk | QNGL | 165d | 160 | 4.24% | 4.274% | 50.78135 |
| K-D1 | CCW | 4.700 | 4.00 | - | GG | - | - | - | - | - | Pwwmj | QVBW | 100-110 | 100 | 3.65% | 3.674% | 13.27120 |
| H-N1 | VMI | 977.700 | 4.00 | - | QQQ | - | - | - | - | - | Qtwsm | IXLS | 70e | 65 | 3.30% | 3.324% | 13.78012 |
| R-F1 | WEZ | 3.700 | 6.00 | - | F | - | - | - | - | - | Zrugk | WLGE | 125-130 | 125 | 3.89% | 3.924% | 31.68220 |
Tranche Comments
H-N1: First Pay: 2018-09-17; Registration: 144A/Ozl T;
K-D1: First Pay: 2018-09-17; Registration: 144F/Zur W;
R-F1: First Pay: 2018-09-17; Registration: 144C/Jix L;
S-Y1: First Pay: 2018-09-17; Registration: 144L/Obe F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Y1 | WQZ | 845.383 | 1.00 | - | JJJ | - | - | - | - | - | Askpn | JKRJ | 115-120 | 110 | 2.50% | 2.512% | 57.87633 |
| X-T1 | JOK | 1.390 | 2.00 | - | YY | - | - | - | - | - | Njcic | YEZF | 150h | 150 | 2.89% | 2.912% | 28.91735 |
| U-D1 | QHP | 41.426 | 7.00 | - | DDD | - | - | - | - | - | Szazp | ODRC | 225g | 215 | 3.54% | 3.562% | 63.29611 |
| X-B1 | REA | 3.100 | 2.00 | - | S | - | - | - | - | - | Lyffg | OJQM | 180h | 175 | 3.14% | 3.162% | 93.94454 |
Tranche Comments
B-Y1: First Pay: 2017-10-15; Registration: 144U/Iwc I;
X-T1: First Pay: 2017-10-15; Registration: 144W/Kaa N;
X-B1: First Pay: 2017-10-15; Registration: 144Y/Pyn W;
U-D1: First Pay: 2017-10-15; Registration: 144T/Xsx J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-L2 | XEV | 8.400 | 5.60 | - | II | - | - | - | - | - | Zgjaw | Ibcnd | 230y | 230 | 3.26% | 3.287% | - |
| R-R2 | GTP | 38.400 | 1.50 | - | U | - | - | - | - | - | Nnjgr | Dnrjl | 285f | 285 | 3.81% | 3.837% | - |
| F-O2 | UFJ | 345.200 | 3.70 | - | UUU | - | - | - | - | - | Jlltu | Fwtem | 175w | 175 | 2.72% | 2.737% | - |
| L-B2 | JAB | 26.400 | 5.50 | - | HHH | - | - | - | - | - | Plmyb | Fevqc | 350d | 350 | 4.45% | 4.487% | - |
Tranche Comments
F-O2: First Pay: 2016-09-15; Registration: 144I/Kdw X;
C-L2: First Pay: 2016-09-15; Registration: 144T/Gdc Z;
R-R2: First Pay: 2016-09-15; Registration: 144P/Hdh Q;
L-B2: First Pay: 2016-09-15; Registration: 144H/Rxt H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-S1 | UVI | 509.600 | 5.60 | - | TTT | - | - | - | - | - | Cokfn | Leawj | 160-165 | 160 | 2.52% | 2.534% | - |
| S-Z1 | TKD | 37.300 | 3.60 | - | H | - | - | - | - | - | Jzoek | Ywkii | 270x | 270 | 3.61% | 3.634% | - |
| S-G1 | NIY | 7.000 | 3.50 | - | NN | - | - | - | - | - | Rikfs | Ntvkz | 215q | 215 | 3.06% | 3.084% | - |
| R-D1 | OIJ | 41.600 | 7.70 | - | PPP | - | - | - | - | - | Ylfnx | Rcqzs | 335u | 335 | 4.25% | 4.284% | - |
Tranche Comments
E-S1: First Pay: 2016-09-15; Registration: 144P/Mjo S;
S-G1: First Pay: 2016-09-15; Registration: 144C/Ncq Y;
S-Z1: First Pay: 2016-09-15; Registration: 144P/Dqr M;
R-D1: First Pay: 2016-09-15; Registration: 144Y/Gxo R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-I3 | YFX | 603.722 | 3.50 | - | ZZZ | - | - | - | - | - | Qixaz | Fyibg | - | 225 | 3.21% | 3.233% | 90.63001 |
| K-Q3 | OQM | 52.485 | 2.80 | - | NN | - | - | - | - | - | Uhfyl | Lynbc | - | 275 | 3.70% | 3.733% | 56.20960 |
| I-G3 | XSI | 33.245 | 9.40 | - | S | - | - | - | - | - | Nwfps | Nrqbw | - | 325 | 4.20% | 4.233% | 80.92801 |
| P-V3 | TSL | 13.774 | 6.50 | - | VVV | - | - | - | - | - | Egsaj | Axcnb | - | 375 | 4.69% | 4.733% | 42.82691 |
Tranche Comments
Q-I3: First Pay: 2015-12-15; Registration: 144H/Zwk B;
K-Q3: First Pay: 2015-12-15; Registration: 144U/Phl Y;
I-G3: First Pay: 2015-12-15; Registration: 144N/Idz M;
P-V3: First Pay: 2015-12-15; Registration: 144Q/Gav L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-U2 | TCA | 251.327 | 6.10 | - | AAA | - | - | - | - | - | Upoai | ZEUR | - | 190 | 2.53% | 2.546% | 99.60214 |
| Y-P2 | ISK | 6.990 | 4.40 | - | EE | - | - | - | - | - | Bgslr | RWAG | - | 275 | 3.37% | 3.396% | 44.98470 |
| P-T2 | KOI | 7.385 | 5.80 | - | J | - | - | - | - | - | Ccpmb | ZTBE | - | 315 | 3.77% | 3.796% | 18.29692 |
| P-X2 | TUO | 84.212 | 7.20 | - | WWW | - | - | - | - | - | Rlllc | BPHY | - | 365 | 4.26% | 4.296% | 79.18371 |
Tranche Comments
G-U2: Registration: 144S Fnli;
Y-P2: Registration: 144F Gidf;
P-T2: Registration: 144P Cofw;
P-X2: Registration: 144D Jabx;