| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-N1 | QCQ | 58.567 | 1.13 | - | BBB | - | - | - | - | - | Ihthf | PJEW | - | 285 | 3.06% | 3.081% | 22.68947 |
| D-J1 | ZJQ | 3.775 | 2.25 | - | CC | - | - | - | - | - | Onbac | ZJCL | - | 525 | 5.42% | 5.481% | 11.70712 |
| M-I1 | TMN | 98.711 | 6.78 | - | I | - | - | - | - | - | Wzvfh | RCAE | - | 210 | 2.32% | 2.331% | 64.54676 |
| R-D1 | MCG | 831.894 | 4.32 | - | XXX | - | - | - | - | - | Rhyjf | QOZQ | - | 105 | 1.28% | 1.281% | 59.91006 |
| R-P1 | GOY | 64.448 | 1.47 | - | TT | - | - | - | - | - | Yxzwx | MBJN | - | 155 | 1.77% | 1.781% | 92.13084 |
Tranche Comments
R-D1: Registration: 144D/Gzq K;
R-P1: Registration: 144U/Tcr V;
M-I1: Registration: 144L/Vul B;
M-N1: Registration: 144G/Xzy J;
D-J1: Registration: 144Z Ixes;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-R2 | TKL | 8.600 | 2.00 | - | AA | - | - | - | - | - | Jwryj | Itgen | 275-285 | 275 | 4.32% | 4.361% | 39.78337 |
| Y-G2 | RQZ | 238.300 | 9.00 | - | OOO | - | - | - | - | - | Ioptz | Mrkmh | 85l | 82 | 2.42% | 2.431% | 39.62224 |
| J-H2 | JYI | 5.200 | 8.00 | - | QQ | - | - | - | - | - | Wpwwd | Xeyin | 110t | 105 | 2.65% | 2.661% | 75.93896 |
| C-A2 | XHE | 13.800 | 5.00 | - | C | - | - | - | - | - | Hmpmm | Lccxy | 120x | 115 | 2.75% | 2.761% | 25.95068 |
| X-X2 | JSE | 53.500 | 6.00 | - | TTT | - | - | - | - | - | Vuxve | Tirvc | 150-160 | 145 | 3.04% | 3.061% | 30.62859 |
Tranche Comments
Y-G2: Registration: 144I/Xif W;
J-H2: Registration: 144L/Ufu W;
C-A2: Registration: 144T/Rvc M;
X-X2: Registration: 144C/Dzh H;
S-R2: Registration: 144U Vibe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-A1 | JYQ | 20.700 | 1.00 | - | QQQ | - | - | - | - | - | Hitlp | WREK | 140-145 | 130 | 3.11% | 3.127% | 56.39827 |
| F-X1 | NBF | 9.800 | 2.00 | - | S | - | - | - | - | - | Lwigm | TKDP | 105-110 | 100 | 2.81% | 2.827% | 541.00000 |
| O-Z1 | ZUE | 7.100 | 2.00 | - | BB | - | - | - | - | - | Ojtwp | OGUV | 90-100 | 85 | 2.66% | 2.677% | 267.00000 |
| X-K1 | TOV | 8.800 | 7.00 | - | OO | - | - | - | - | - | Ggaaj | GWCG | 265-275 | 265 | 4.44% | 4.477% | 68.49233 |
| M-K1 | ZCH | 723.100 | 8.00 | - | OOO | - | - | - | - | - | Dqvjd | TUYT | 75o | 70 | 2.51% | 2.527% | 98.20409 |
Tranche Comments
M-K1: Registration: 144K/Urx O;
O-Z1: Registration: 144B/Wli S;
F-X1: Registration: 144C/Cau X;
J-A1: Registration: 144O/Yku V;
X-K1: Registration: 144B Gdpp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-Y2 | LQU | 193.100 | 1.00 | - | CCC | - | - | - | - | - | Lymia | Dibbo | 80z | 75 | 3.60% | 3.625% | 13.67520 |
| O-Y2 | PJK | 3.400 | 2.00 | - | J | - | - | - | - | - | Fmccz | Svvhu | 135-140 | 135 | 4.19% | 4.225% | 55.43924 |
| L-B2 | WTV | 54.300 | 6.00 | - | LLL | - | - | - | - | - | Hhwro | Klvda | 175w | 170 | 4.53% | 4.575% | 95.45270 |
| J-V2 | ZAB | 4.700 | 7.00 | - | XX | - | - | - | - | - | Luifr | Ecbnn | 110-120 | 110 | 3.94% | 3.975% | 85.54598 |
Tranche Comments
M-Y2: First Pay: 2018-09-17; Registration: 144V/Bzl Z;
J-V2: First Pay: 2018-09-17; Registration: 144U/Jnb A;
O-Y2: First Pay: 2018-09-17; Registration: 144W/Bno U;
L-B2: First Pay: 2018-09-17; Registration: 144M/Tzz X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-X1 | WOE | 5.800 | 9.00 | - | WW | - | - | - | - | - | Chotn | VZXL | 100-110 | 100 | 3.65% | 3.674% | 70.59140 |
| N-Y1 | RWD | 6.500 | 4.00 | - | H | - | - | - | - | - | Qkcrx | JGGH | 125-130 | 125 | 3.89% | 3.924% | 37.11092 |
| P-Q1 | RCU | 51.900 | 4.00 | - | CCC | - | - | - | - | - | Etzjg | THTZ | 165y | 160 | 4.24% | 4.274% | 14.28878 |
| L-M1 | YFH | 890.500 | 3.00 | - | ZZZ | - | - | - | - | - | Oimvm | XVQC | 70z | 65 | 3.30% | 3.324% | 81.87733 |
Tranche Comments
L-M1: First Pay: 2018-09-17; Registration: 144A/Rig B;
A-X1: First Pay: 2018-09-17; Registration: 144N/Brv H;
N-Y1: First Pay: 2018-09-17; Registration: 144L/Bar J;
P-Q1: First Pay: 2018-09-17; Registration: 144K/Yhn Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-R1 | EHY | 987.702 | 7.00 | - | SSS | - | - | - | - | - | Tbbvk | CTMX | 115-120 | 110 | 2.50% | 2.512% | 18.10384 |
| N-N1 | TVM | 31.516 | 2.00 | - | JJJ | - | - | - | - | - | Rkxfn | ZADA | 225q | 215 | 3.54% | 3.562% | 71.68247 |
| I-N1 | FCG | 2.687 | 9.00 | - | OO | - | - | - | - | - | Wyvel | ARHH | 150r | 150 | 2.89% | 2.912% | 59.40392 |
| R-A1 | IKD | 5.400 | 7.00 | - | U | - | - | - | - | - | Yporo | RXDH | 180d | 175 | 3.14% | 3.162% | 76.32815 |
Tranche Comments
W-R1: First Pay: 2017-10-15; Registration: 144H/Uju X;
I-N1: First Pay: 2017-10-15; Registration: 144V/Gyl W;
R-A1: First Pay: 2017-10-15; Registration: 144N/Itp V;
N-N1: First Pay: 2017-10-15; Registration: 144T/Mka N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-M2 | TYS | 289.100 | 4.70 | - | FFF | - | - | - | - | - | Fvllv | Xkwot | 175n | 175 | 2.72% | 2.737% | - |
| B-G2 | VCQ | 45.800 | 3.50 | - | PPP | - | - | - | - | - | Ffwfg | Iyqnh | 350g | 350 | 4.45% | 4.487% | - |
| E-F2 | ITL | 8.500 | 3.30 | - | RR | - | - | - | - | - | Hcplw | Wyjmw | 230l | 230 | 3.26% | 3.287% | - |
| I-W2 | CFV | 38.600 | 4.70 | - | C | - | - | - | - | - | Muitv | Sxtuu | 285o | 285 | 3.81% | 3.837% | - |
Tranche Comments
C-M2: First Pay: 2016-09-15; Registration: 144I/Gwx Z;
E-F2: First Pay: 2016-09-15; Registration: 144U/Qvt R;
I-W2: First Pay: 2016-09-15; Registration: 144C/Bya N;
B-G2: First Pay: 2016-09-15; Registration: 144G/Yje B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-C1 | XCD | 13.400 | 5.10 | - | H | - | - | - | - | - | Dyuld | Nmnai | 270z | 270 | 3.61% | 3.634% | - |
| A-D1 | AQQ | 381.100 | 3.10 | - | RRR | - | - | - | - | - | Akgfo | Gnihc | 160-165 | 160 | 2.52% | 2.534% | - |
| A-P1 | MRW | 8.000 | 6.60 | - | RR | - | - | - | - | - | Ompga | Vrakf | 215i | 215 | 3.06% | 3.084% | - |
| S-U1 | UWJ | 26.300 | 9.60 | - | BBB | - | - | - | - | - | Uhati | Gzdvo | 335j | 335 | 4.25% | 4.284% | - |
Tranche Comments
A-D1: First Pay: 2016-09-15; Registration: 144H/Bqc M;
A-P1: First Pay: 2016-09-15; Registration: 144T/Mxk D;
N-C1: First Pay: 2016-09-15; Registration: 144H/Iex Y;
S-U1: First Pay: 2016-09-15; Registration: 144U/Yxh S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-M3 | RNI | 97.568 | 4.30 | - | BBB | - | - | - | - | - | Uwlii | Awqic | - | 375 | 4.69% | 4.733% | 62.36360 |
| A-I3 | HEH | 56.773 | 9.50 | - | V | - | - | - | - | - | Htwpf | Stlrh | - | 325 | 4.20% | 4.233% | 95.78082 |
| C-R3 | HBI | 63.575 | 5.70 | - | YY | - | - | - | - | - | Zpnhh | Bwerx | - | 275 | 3.70% | 3.733% | 59.55430 |
| H-S3 | OUN | 627.455 | 7.40 | - | AAA | - | - | - | - | - | Ntzmt | Anehq | - | 225 | 3.21% | 3.233% | 71.38707 |
Tranche Comments
H-S3: First Pay: 2015-12-15; Registration: 144B/Bos S;
C-R3: First Pay: 2015-12-15; Registration: 144P/Pjh O;
A-I3: First Pay: 2015-12-15; Registration: 144L/Vxp A;
C-M3: First Pay: 2015-12-15; Registration: 144M/Ttg O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-F2 | ICA | 176.477 | 6.80 | - | RRR | - | - | - | - | - | Qgkty | RAXR | - | 190 | 2.53% | 2.546% | 45.87994 |
| C-K2 | MBV | 7.190 | 7.30 | - | JJ | - | - | - | - | - | Fwzws | PMMN | - | 275 | 3.37% | 3.396% | 62.15764 |
| B-S2 | NFJ | 80.783 | 1.80 | - | DDD | - | - | - | - | - | Mraaa | AQPN | - | 365 | 4.26% | 4.296% | 15.35417 |
| E-V2 | IQM | 1.193 | 8.60 | - | V | - | - | - | - | - | Ezzwk | WQJH | - | 315 | 3.77% | 3.796% | 77.39825 |
Tranche Comments
O-F2: Registration: 144U Njqb;
C-K2: Registration: 144I Kxeh;
E-V2: Registration: 144Y Gcak;
B-S2: Registration: 144U Mvft;