| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-O1 | RCD | 119.286 | 4.73 | - | LLL | - | - | - | - | - | Bltxq | KCOI | - | 105 | 1.28% | 1.281% | 47.26430 |
| L-C1 | BKV | 44.250 | 6.46 | - | D | - | - | - | - | - | Bajak | OHEJ | - | 210 | 2.32% | 2.331% | 77.28929 |
| M-Z1 | UFE | 78.634 | 1.50 | - | FF | - | - | - | - | - | Agroc | CMTH | - | 155 | 1.77% | 1.781% | 77.47171 |
| E-O1 | NZL | 2.368 | 5.21 | - | VV | - | - | - | - | - | Huxmv | WHYT | - | 525 | 5.42% | 5.481% | 88.98776 |
| R-H1 | RYY | 37.589 | 8.79 | - | BBB | - | - | - | - | - | Gpgwe | IJSO | - | 285 | 3.06% | 3.081% | 58.67663 |
Tranche Comments
R-O1: Registration: 144U/Gvd Z;
M-Z1: Registration: 144E/Zsy X;
L-C1: Registration: 144K/Ofc D;
R-H1: Registration: 144Y/Jkr A;
E-O1: Registration: 144A Vuiv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-R2 | VPP | 68.300 | 8.00 | - | VVV | - | - | - | - | - | Hiiaw | Shkhm | 150-160 | 145 | 3.04% | 3.061% | 43.76690 |
| U-Y2 | PYM | 592.700 | 8.00 | - | VVV | - | - | - | - | - | Njqnp | Pgioz | 85i | 82 | 2.42% | 2.431% | 77.11443 |
| R-H2 | NSV | 9.300 | 9.00 | - | VV | - | - | - | - | - | Tofpq | Gqbkw | 275-285 | 275 | 4.32% | 4.361% | 33.31946 |
| P-S2 | KLH | 9.900 | 6.00 | - | UU | - | - | - | - | - | Inxng | Dvrxf | 110x | 105 | 2.65% | 2.661% | 97.82265 |
| X-V2 | PLV | 17.600 | 1.00 | - | Z | - | - | - | - | - | Ymfvg | Xnaza | 120b | 115 | 2.75% | 2.761% | 42.90203 |
Tranche Comments
U-Y2: Registration: 144A/Eqm G;
P-S2: Registration: 144Q/Pcd S;
X-V2: Registration: 144K/Ntf R;
R-R2: Registration: 144B/Ptb A;
R-H2: Registration: 144H Uilw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-Z1 | WUQ | 370.800 | 1.00 | - | XXX | - | - | - | - | - | Fplky | XJTI | 75k | 70 | 2.51% | 2.527% | 89.24050 |
| X-B1 | CYW | 48.200 | 2.00 | - | DDD | - | - | - | - | - | Jligf | BVJF | 140-145 | 130 | 3.11% | 3.127% | 32.43965 |
| W-F1 | LWM | 9.100 | 4.00 | - | N | - | - | - | - | - | Tprqf | VWHU | 105-110 | 100 | 2.81% | 2.827% | 315.00000 |
| Q-X1 | POJ | 5.800 | 2.00 | - | YY | - | - | - | - | - | Jizah | OTQG | 265-275 | 265 | 4.44% | 4.477% | 15.98578 |
| F-Q1 | HII | 7.600 | 9.00 | - | UU | - | - | - | - | - | Bogpy | PQJC | 90-100 | 85 | 2.66% | 2.677% | 545.00000 |
Tranche Comments
M-Z1: Registration: 144F/Amp O;
F-Q1: Registration: 144P/Knz D;
W-F1: Registration: 144N/Rrh C;
X-B1: Registration: 144B/Icx S;
Q-X1: Registration: 144B Dmrb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-O2 | GRC | 8.700 | 5.00 | - | N | - | - | - | - | - | Enygl | Huuwc | 135-140 | 135 | 4.19% | 4.225% | 10.99559 |
| Q-S2 | AVN | 67.400 | 2.00 | - | XXX | - | - | - | - | - | Cssyq | Abywz | 175v | 170 | 4.53% | 4.575% | 69.62700 |
| X-J2 | FCF | 8.700 | 5.00 | - | KK | - | - | - | - | - | Xvges | Sfkfl | 110-120 | 110 | 3.94% | 3.975% | 66.44405 |
| P-F2 | YSC | 558.500 | 3.00 | - | JJJ | - | - | - | - | - | Zahjo | Hxdvt | 80k | 75 | 3.60% | 3.625% | 64.31747 |
Tranche Comments
P-F2: First Pay: 2018-09-17; Registration: 144P/Bif S;
X-J2: First Pay: 2018-09-17; Registration: 144E/Pke H;
G-O2: First Pay: 2018-09-17; Registration: 144U/Atv Q;
Q-S2: First Pay: 2018-09-17; Registration: 144V/Wzg V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-K1 | IVW | 63.500 | 8.00 | - | VVV | - | - | - | - | - | Mckrk | AVWG | 165k | 160 | 4.24% | 4.274% | 37.86408 |
| J-H1 | YCH | 427.800 | 8.00 | - | XXX | - | - | - | - | - | Usxxn | THMT | 70e | 65 | 3.30% | 3.324% | 37.76589 |
| B-S1 | KEN | 5.500 | 7.00 | - | GG | - | - | - | - | - | Eiqoh | TDLY | 100-110 | 100 | 3.65% | 3.674% | 98.24780 |
| B-N1 | RJD | 5.800 | 1.00 | - | P | - | - | - | - | - | Zatlp | EHGF | 125-130 | 125 | 3.89% | 3.924% | 59.92840 |
Tranche Comments
J-H1: First Pay: 2018-09-17; Registration: 144O/Jtt K;
B-S1: First Pay: 2018-09-17; Registration: 144F/Qwe D;
B-N1: First Pay: 2018-09-17; Registration: 144K/Xdr O;
L-K1: First Pay: 2018-09-17; Registration: 144X/Ues T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-I1 | IIG | 801.190 | 3.00 | - | MMM | - | - | - | - | - | Vghvh | TTTK | 115-120 | 110 | 2.50% | 2.512% | 84.60110 |
| L-Q1 | QLQ | 8.588 | 1.00 | - | QQ | - | - | - | - | - | Csrwa | BRHV | 150f | 150 | 2.89% | 2.912% | 59.18219 |
| M-C1 | LEJ | 83.512 | 5.00 | - | HHH | - | - | - | - | - | Wztul | HJER | 225v | 215 | 3.54% | 3.562% | 42.73596 |
| V-D1 | ZIM | 5.500 | 4.00 | - | C | - | - | - | - | - | Wfsnh | UCHH | 180p | 175 | 3.14% | 3.162% | 47.11498 |
Tranche Comments
Y-I1: First Pay: 2017-10-15; Registration: 144N/Zdr R;
L-Q1: First Pay: 2017-10-15; Registration: 144X/Zwr D;
V-D1: First Pay: 2017-10-15; Registration: 144F/Qox G;
M-C1: First Pay: 2017-10-15; Registration: 144D/Xro V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-R2 | HIE | 50.100 | 1.90 | - | H | - | - | - | - | - | Pwxmx | Wzlfw | 285r | 285 | 3.81% | 3.837% | - |
| M-D2 | HZO | 4.200 | 4.60 | - | CC | - | - | - | - | - | Umuqm | Cmlaa | 230k | 230 | 3.26% | 3.287% | - |
| D-K2 | RQR | 185.600 | 4.60 | - | III | - | - | - | - | - | Eslie | Bryxr | 175r | 175 | 2.72% | 2.737% | - |
| X-U2 | VBO | 90.600 | 2.10 | - | III | - | - | - | - | - | Kmxcv | Ujdlg | 350j | 350 | 4.45% | 4.487% | - |
Tranche Comments
D-K2: First Pay: 2016-09-15; Registration: 144N/Ydf T;
M-D2: First Pay: 2016-09-15; Registration: 144A/Cut T;
M-R2: First Pay: 2016-09-15; Registration: 144G/Zlv C;
X-U2: First Pay: 2016-09-15; Registration: 144Q/Zaz N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-X1 | FTM | 13.900 | 7.50 | - | C | - | - | - | - | - | Ascoi | Ovlzq | 270o | 270 | 3.61% | 3.634% | - |
| S-W1 | QIY | 138.400 | 3.60 | - | YYY | - | - | - | - | - | Dsnzt | Sgkec | 160-165 | 160 | 2.52% | 2.534% | - |
| R-N1 | PTL | 7.000 | 5.10 | - | XX | - | - | - | - | - | Jlopl | Wlbqm | 215j | 215 | 3.06% | 3.084% | - |
| V-R1 | HIG | 46.600 | 5.90 | - | DDD | - | - | - | - | - | Zyxod | Kmych | 335t | 335 | 4.25% | 4.284% | - |
Tranche Comments
S-W1: First Pay: 2016-09-15; Registration: 144V/Fsl T;
R-N1: First Pay: 2016-09-15; Registration: 144Z/Abe G;
V-X1: First Pay: 2016-09-15; Registration: 144F/Hln N;
V-R1: First Pay: 2016-09-15; Registration: 144Y/Ado H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-Q3 | ENG | 432.910 | 4.60 | - | MMM | - | - | - | - | - | Reywe | Kdtyq | - | 225 | 3.21% | 3.233% | 43.98095 |
| R-A3 | CBA | 20.747 | 3.70 | - | CCC | - | - | - | - | - | Gbtcr | Tmtta | - | 375 | 4.69% | 4.733% | 25.89172 |
| X-Z3 | RUY | 92.965 | 1.40 | - | YY | - | - | - | - | - | Rgboa | Bggkb | - | 275 | 3.70% | 3.733% | 98.56220 |
| E-J3 | FCN | 53.453 | 9.80 | - | E | - | - | - | - | - | Rkaoi | Zfazm | - | 325 | 4.20% | 4.233% | 48.92143 |
Tranche Comments
V-Q3: First Pay: 2015-12-15; Registration: 144U/Yxa J;
X-Z3: First Pay: 2015-12-15; Registration: 144M/Tsp N;
E-J3: First Pay: 2015-12-15; Registration: 144V/Amg P;
R-A3: First Pay: 2015-12-15; Registration: 144N/Inl H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R2 | GVS | 579.191 | 9.10 | - | CCC | - | - | - | - | - | Jtnvr | VBNW | - | 190 | 2.53% | 2.546% | 92.78753 |
| O-B2 | NVG | 5.880 | 7.20 | - | SS | - | - | - | - | - | Lfacl | ACDO | - | 275 | 3.37% | 3.396% | 94.94736 |
| R-C2 | CIM | 9.912 | 3.30 | - | F | - | - | - | - | - | Rfjrh | VQPE | - | 315 | 3.77% | 3.796% | 38.60655 |
| N-P2 | QGQ | 99.873 | 7.10 | - | BBB | - | - | - | - | - | Jjgyn | YUIY | - | 365 | 4.26% | 4.296% | 76.79908 |
Tranche Comments
X-R2: Registration: 144K Bxns;
O-B2: Registration: 144Y Uhji;
R-C2: Registration: 144H Yiaa;
N-P2: Registration: 144Y Gaqw;