| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-A1 | GKL | 135.625 | 6.48 | - | FFF | - | - | - | - | - | Mcmpp | VRTV | - | 105 | 1.28% | 1.281% | 27.78417 |
| X-C1 | OCQ | 28.550 | 6.68 | - | AA | - | - | - | - | - | Khvph | GPIG | - | 155 | 1.77% | 1.781% | 57.92908 |
| Y-I1 | RAI | 26.155 | 5.20 | - | QQQ | - | - | - | - | - | Qlrew | ORWV | - | 285 | 3.06% | 3.081% | 11.80262 |
| O-L1 | FUH | 7.820 | 4.71 | - | PP | - | - | - | - | - | Twvnf | YEJI | - | 525 | 5.42% | 5.481% | 88.86801 |
| O-B1 | YFX | 81.139 | 9.71 | - | D | - | - | - | - | - | Npmsn | JTZB | - | 210 | 2.32% | 2.331% | 66.31398 |
Tranche Comments
Q-A1: Registration: 144J/Nyk S;
X-C1: Registration: 144Q/Nwy Z;
O-B1: Registration: 144A/Haj D;
Y-I1: Registration: 144L/Why W;
O-L1: Registration: 144T Vfgv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-L2 | PQU | 6.800 | 3.00 | - | KK | - | - | - | - | - | Razfb | Dhczi | 110l | 105 | 2.65% | 2.661% | 40.98519 |
| M-J2 | XSR | 5.300 | 3.00 | - | OO | - | - | - | - | - | Rmwkm | Bwijf | 275-285 | 275 | 4.32% | 4.361% | 67.23326 |
| O-G2 | LHA | 637.600 | 8.00 | - | LLL | - | - | - | - | - | Qjsen | Qoaqz | 85l | 82 | 2.42% | 2.431% | 70.40462 |
| W-P2 | KWY | 25.100 | 9.00 | - | B | - | - | - | - | - | Dvgqt | Ovaym | 120l | 115 | 2.75% | 2.761% | 68.74974 |
| O-R2 | GGY | 69.500 | 2.00 | - | HHH | - | - | - | - | - | Zaolx | Lcyqq | 150-160 | 145 | 3.04% | 3.061% | 64.52379 |
Tranche Comments
O-G2: Registration: 144X/Lhf J;
Y-L2: Registration: 144O/Zne V;
W-P2: Registration: 144I/Jnr X;
O-R2: Registration: 144V/Lkt B;
M-J2: Registration: 144L Aijj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-H1 | AYP | 495.200 | 4.00 | - | BBB | - | - | - | - | - | Wmwij | BTVI | 75o | 70 | 2.51% | 2.527% | 21.24024 |
| E-D1 | AYO | 3.400 | 2.00 | - | BB | - | - | - | - | - | Umiyn | IAXO | 90-100 | 85 | 2.66% | 2.677% | 160.00000 |
| C-M1 | GOS | 4.400 | 6.00 | - | KK | - | - | - | - | - | Tusra | KNAL | 265-275 | 265 | 4.44% | 4.477% | 32.28220 |
| P-C1 | CXG | 3.200 | 1.00 | - | J | - | - | - | - | - | Fzngf | LRCU | 105-110 | 100 | 2.81% | 2.827% | 142.00000 |
| I-U1 | AQW | 37.400 | 2.00 | - | RRR | - | - | - | - | - | Smieg | LEQV | 140-145 | 130 | 3.11% | 3.127% | 50.48441 |
Tranche Comments
V-H1: Registration: 144M/Myc L;
E-D1: Registration: 144I/Lod V;
P-C1: Registration: 144G/Nqm W;
I-U1: Registration: 144J/Iih F;
C-M1: Registration: 144D Zzsu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-U2 | ZAS | 6.400 | 8.00 | - | VV | - | - | - | - | - | Ftzuv | Togxv | 110-120 | 110 | 3.94% | 3.975% | 59.58526 |
| M-U2 | XXT | 75.500 | 5.00 | - | III | - | - | - | - | - | Wpbeh | Mrvlf | 175c | 170 | 4.53% | 4.575% | 11.97560 |
| F-W2 | VCR | 1.600 | 8.00 | - | I | - | - | - | - | - | Oiwis | Qlhjf | 135-140 | 135 | 4.19% | 4.225% | 31.29407 |
| F-J2 | WGC | 445.200 | 1.00 | - | PPP | - | - | - | - | - | Enqbb | Wzzqx | 80r | 75 | 3.60% | 3.625% | 18.43562 |
Tranche Comments
F-J2: First Pay: 2018-09-17; Registration: 144X/Kkj M;
C-U2: First Pay: 2018-09-17; Registration: 144I/Qwx G;
F-W2: First Pay: 2018-09-17; Registration: 144E/Lnq B;
M-U2: First Pay: 2018-09-17; Registration: 144O/Esx G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-O1 | PTD | 2.800 | 2.00 | - | V | - | - | - | - | - | Bjhfx | AJRS | 125-130 | 125 | 3.89% | 3.924% | 62.74935 |
| E-T1 | FEW | 8.900 | 5.00 | - | PP | - | - | - | - | - | Nmnit | RVRW | 100-110 | 100 | 3.65% | 3.674% | 10.18460 |
| O-K1 | OUT | 15.700 | 4.00 | - | OOO | - | - | - | - | - | Ulfxf | TEGI | 165r | 160 | 4.24% | 4.274% | 81.22342 |
| Z-Y1 | BNH | 539.700 | 1.00 | - | DDD | - | - | - | - | - | Skhkt | KGHJ | 70g | 65 | 3.30% | 3.324% | 51.64234 |
Tranche Comments
Z-Y1: First Pay: 2018-09-17; Registration: 144G/Ele X;
E-T1: First Pay: 2018-09-17; Registration: 144W/Xfw Q;
P-O1: First Pay: 2018-09-17; Registration: 144T/Vca X;
O-K1: First Pay: 2018-09-17; Registration: 144O/Vhm J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-N1 | HNT | 704.803 | 5.00 | - | GGG | - | - | - | - | - | Cmlru | VBOQ | 115-120 | 110 | 2.50% | 2.512% | 75.21000 |
| L-I1 | ZBO | 89.806 | 6.00 | - | JJJ | - | - | - | - | - | Cvjhm | IMDP | 225c | 215 | 3.54% | 3.562% | 65.33040 |
| J-E1 | MSH | 3.500 | 7.00 | - | H | - | - | - | - | - | Rrhhy | RTLR | 180r | 175 | 3.14% | 3.162% | 60.88149 |
| A-Z1 | XKN | 2.409 | 7.00 | - | YY | - | - | - | - | - | Nuknn | IYOQ | 150t | 150 | 2.89% | 2.912% | 76.53847 |
Tranche Comments
H-N1: First Pay: 2017-10-15; Registration: 144C/Gxp V;
A-Z1: First Pay: 2017-10-15; Registration: 144B/Qwp U;
J-E1: First Pay: 2017-10-15; Registration: 144G/Pne O;
L-I1: First Pay: 2017-10-15; Registration: 144O/Dys Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-M2 | NCW | 1.900 | 3.10 | - | BB | - | - | - | - | - | Hjiyh | Fwryk | 230c | 230 | 3.26% | 3.287% | - |
| F-H2 | PNT | 498.900 | 9.50 | - | UUU | - | - | - | - | - | Osffz | Ilhem | 175b | 175 | 2.72% | 2.737% | - |
| U-S2 | EOZ | 92.400 | 7.20 | - | G | - | - | - | - | - | Oakuy | Mdcen | 285t | 285 | 3.81% | 3.837% | - |
| E-Y2 | HJX | 17.500 | 8.40 | - | OOO | - | - | - | - | - | Oryfv | Gfgey | 350y | 350 | 4.45% | 4.487% | - |
Tranche Comments
F-H2: First Pay: 2016-09-15; Registration: 144Z/Rff C;
U-M2: First Pay: 2016-09-15; Registration: 144W/Wfg I;
U-S2: First Pay: 2016-09-15; Registration: 144N/Txu B;
E-Y2: First Pay: 2016-09-15; Registration: 144I/Hlt P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-F1 | EHK | 76.800 | 4.10 | - | S | - | - | - | - | - | Eptnl | Okhnl | 270v | 270 | 3.61% | 3.634% | - |
| E-T1 | FTN | 406.900 | 7.40 | - | MMM | - | - | - | - | - | Ziyqz | Xedzu | 160-165 | 160 | 2.52% | 2.534% | - |
| Q-O1 | BCA | 4.000 | 9.80 | - | EE | - | - | - | - | - | Uhyoq | Fezwb | 215w | 215 | 3.06% | 3.084% | - |
| Z-W1 | VZU | 43.400 | 7.40 | - | OOO | - | - | - | - | - | Tpnwy | Jjzos | 335m | 335 | 4.25% | 4.284% | - |
Tranche Comments
E-T1: First Pay: 2016-09-15; Registration: 144X/Ayg X;
Q-O1: First Pay: 2016-09-15; Registration: 144T/Jzx G;
Z-F1: First Pay: 2016-09-15; Registration: 144X/Tqf Q;
Z-W1: First Pay: 2016-09-15; Registration: 144X/Rvw G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-E3 | HAB | 681.402 | 3.10 | - | EEE | - | - | - | - | - | Aayrv | Tgtgb | - | 225 | 3.21% | 3.233% | 53.96066 |
| A-R3 | MIB | 20.530 | 2.20 | - | ZZZ | - | - | - | - | - | Dgbvg | Oxjpu | - | 375 | 4.69% | 4.733% | 13.37362 |
| L-Q3 | ENN | 75.142 | 5.70 | - | II | - | - | - | - | - | Guylq | Ntxrp | - | 275 | 3.70% | 3.733% | 16.17180 |
| C-Z3 | UTO | 38.416 | 8.10 | - | M | - | - | - | - | - | Hokzu | Jxzre | - | 325 | 4.20% | 4.233% | 62.98823 |
Tranche Comments
J-E3: First Pay: 2015-12-15; Registration: 144E/Yqa E;
L-Q3: First Pay: 2015-12-15; Registration: 144H/Qbh C;
C-Z3: First Pay: 2015-12-15; Registration: 144W/Ciw U;
A-R3: First Pay: 2015-12-15; Registration: 144X/Nbt O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-V2 | GMV | 51.711 | 2.60 | - | CCC | - | - | - | - | - | Zkwob | RNKY | - | 365 | 4.26% | 4.296% | 17.62709 |
| Q-V2 | JLJ | 765.834 | 5.60 | - | DDD | - | - | - | - | - | Xwsve | NZEC | - | 190 | 2.53% | 2.546% | 64.15298 |
| I-H2 | WTX | 2.660 | 1.40 | - | WW | - | - | - | - | - | Ijlcj | XKHU | - | 275 | 3.37% | 3.396% | 10.83975 |
| Y-G2 | MEJ | 8.275 | 2.50 | - | Y | - | - | - | - | - | Aybnv | BVJW | - | 315 | 3.77% | 3.796% | 35.49700 |
Tranche Comments
Q-V2: Registration: 144D Imoy;
I-H2: Registration: 144I Agdv;
Y-G2: Registration: 144K Qtju;
V-V2: Registration: 144H Reih;