| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-Q1 | MVS | 47.425 | 2.98 | - | X | - | - | - | - | - | Emlnz | PAUZ | - | 210 | 2.32% | 2.331% | 94.20991 |
| Q-Q1 | GFH | 325.631 | 7.76 | - | QQQ | - | - | - | - | - | Kpnpg | QYTG | - | 105 | 1.28% | 1.281% | 96.10930 |
| Q-A1 | POX | 66.688 | 5.42 | - | WW | - | - | - | - | - | Ilsht | MNOX | - | 155 | 1.77% | 1.781% | 14.13506 |
| E-S1 | QNZ | 59.278 | 5.46 | - | XXX | - | - | - | - | - | Bcvyl | YEAS | - | 285 | 3.06% | 3.081% | 59.67951 |
| W-Z1 | GNE | 8.829 | 3.67 | - | JJ | - | - | - | - | - | Dqrld | JRVC | - | 525 | 5.42% | 5.481% | 22.72038 |
Tranche Comments
Q-Q1: Registration: 144O/Zqd I;
Q-A1: Registration: 144L/Vcd S;
R-Q1: Registration: 144B/Yqs O;
E-S1: Registration: 144N/Zoz K;
W-Z1: Registration: 144Y Resm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-X2 | AGO | 345.900 | 4.00 | - | WWW | - | - | - | - | - | Cjtun | Notzp | 85g | 82 | 2.42% | 2.431% | 57.45060 |
| G-Y2 | RIG | 75.600 | 8.00 | - | JJJ | - | - | - | - | - | Qokhd | Uigte | 150-160 | 145 | 3.04% | 3.061% | 78.61224 |
| Y-T2 | UKW | 2.700 | 6.00 | - | UU | - | - | - | - | - | Qfokp | Ahcgn | 110x | 105 | 2.65% | 2.661% | 10.23637 |
| E-E2 | BOO | 53.800 | 3.00 | - | J | - | - | - | - | - | Llkfz | Mylqi | 120y | 115 | 2.75% | 2.761% | 27.26899 |
| R-J2 | FEQ | 3.900 | 4.00 | - | FF | - | - | - | - | - | Qpukg | Vjluo | 275-285 | 275 | 4.32% | 4.361% | 62.53369 |
Tranche Comments
P-X2: Registration: 144W/Nsw X;
Y-T2: Registration: 144H/Mlq I;
E-E2: Registration: 144X/Jaq E;
G-Y2: Registration: 144O/Vui W;
R-J2: Registration: 144H Oakz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-D1 | GSC | 1.800 | 7.00 | - | XX | - | - | - | - | - | Lrivv | AHKS | 90-100 | 85 | 2.66% | 2.677% | 869.00000 |
| W-E1 | WVV | 39.300 | 5.00 | - | LLL | - | - | - | - | - | Ozwbv | NVQO | 140-145 | 130 | 3.11% | 3.127% | 48.53534 |
| Q-Q1 | RHY | 5.300 | 3.00 | - | OO | - | - | - | - | - | Igpxf | MYBN | 265-275 | 265 | 4.44% | 4.477% | 33.18039 |
| L-U1 | RUX | 840.900 | 1.00 | - | DDD | - | - | - | - | - | Hjtec | AEOP | 75x | 70 | 2.51% | 2.527% | 97.59628 |
| A-I1 | RJO | 6.900 | 8.00 | - | Q | - | - | - | - | - | Frzjy | TETV | 105-110 | 100 | 2.81% | 2.827% | 999.00000 |
Tranche Comments
L-U1: Registration: 144I/Jxv U;
D-D1: Registration: 144H/Vxr O;
A-I1: Registration: 144P/Ljb K;
W-E1: Registration: 144F/Gkg I;
Q-Q1: Registration: 144N Fpim;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-L2 | LCR | 4.300 | 3.00 | - | J | - | - | - | - | - | Xrstk | Bfwmy | 135-140 | 135 | 4.19% | 4.225% | 14.42014 |
| U-Q2 | QHY | 11.500 | 7.00 | - | TTT | - | - | - | - | - | Vtyra | Etmpi | 175q | 170 | 4.53% | 4.575% | 12.19930 |
| J-E2 | BQG | 428.100 | 5.00 | - | WWW | - | - | - | - | - | Yurnf | Zwovi | 80f | 75 | 3.60% | 3.625% | 26.80175 |
| Y-U2 | NQV | 8.300 | 3.00 | - | XX | - | - | - | - | - | Pksql | Vwubc | 110-120 | 110 | 3.94% | 3.975% | 52.13878 |
Tranche Comments
J-E2: First Pay: 2018-09-17; Registration: 144M/Lbt I;
Y-U2: First Pay: 2018-09-17; Registration: 144D/Fmq D;
F-L2: First Pay: 2018-09-17; Registration: 144O/Ttj P;
U-Q2: First Pay: 2018-09-17; Registration: 144Z/Uwj B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-Y1 | EPA | 758.900 | 1.00 | - | MMM | - | - | - | - | - | Danrk | HUVC | 70w | 65 | 3.30% | 3.324% | 98.64145 |
| J-X1 | KOW | 48.200 | 5.00 | - | AAA | - | - | - | - | - | Exqxc | ZAKH | 165n | 160 | 4.24% | 4.274% | 17.99500 |
| P-M1 | HLF | 2.900 | 2.00 | - | YY | - | - | - | - | - | Emaex | EUKM | 100-110 | 100 | 3.65% | 3.674% | 17.98130 |
| S-O1 | RJN | 5.900 | 5.00 | - | D | - | - | - | - | - | Njbvs | WHKB | 125-130 | 125 | 3.89% | 3.924% | 95.50813 |
Tranche Comments
C-Y1: First Pay: 2018-09-17; Registration: 144Q/Unl L;
P-M1: First Pay: 2018-09-17; Registration: 144G/Gzo X;
S-O1: First Pay: 2018-09-17; Registration: 144O/Umf V;
J-X1: First Pay: 2018-09-17; Registration: 144Q/Jkh K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-A1 | NAX | 513.918 | 1.00 | - | NNN | - | - | - | - | - | Znkqy | RKQX | 115-120 | 110 | 2.50% | 2.512% | 46.99622 |
| H-L1 | HPV | 2.800 | 7.00 | - | X | - | - | - | - | - | Sabrn | VZOG | 180x | 175 | 3.14% | 3.162% | 10.19735 |
| O-R1 | ROD | 29.495 | 9.00 | - | AAA | - | - | - | - | - | Liohf | CALQ | 225g | 215 | 3.54% | 3.562% | 45.19506 |
| J-G1 | GYW | 2.272 | 5.00 | - | XX | - | - | - | - | - | Obsez | NKZO | 150j | 150 | 2.89% | 2.912% | 31.33268 |
Tranche Comments
K-A1: First Pay: 2017-10-15; Registration: 144C/Pzs Q;
J-G1: First Pay: 2017-10-15; Registration: 144G/Cuq J;
H-L1: First Pay: 2017-10-15; Registration: 144F/Hqp L;
O-R1: First Pay: 2017-10-15; Registration: 144N/Ivt Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-X2 | VTZ | 2.900 | 7.90 | - | BB | - | - | - | - | - | Hazez | Jrqat | 230d | 230 | 3.26% | 3.287% | - |
| B-U2 | RUW | 890.800 | 5.40 | - | ZZZ | - | - | - | - | - | Vqwcs | Qbxpj | 175f | 175 | 2.72% | 2.737% | - |
| O-N2 | ZIU | 86.200 | 7.90 | - | T | - | - | - | - | - | Kfprq | Wtuwy | 285v | 285 | 3.81% | 3.837% | - |
| D-B2 | ARL | 41.300 | 2.20 | - | LLL | - | - | - | - | - | Wsrrq | Blqzt | 350q | 350 | 4.45% | 4.487% | - |
Tranche Comments
B-U2: First Pay: 2016-09-15; Registration: 144X/Umy U;
U-X2: First Pay: 2016-09-15; Registration: 144Y/Oyp D;
O-N2: First Pay: 2016-09-15; Registration: 144W/Pef Z;
D-B2: First Pay: 2016-09-15; Registration: 144G/Oeq R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-G1 | LVY | 734.500 | 9.50 | - | MMM | - | - | - | - | - | Tvosp | Fqzvv | 160-165 | 160 | 2.52% | 2.534% | - |
| J-J1 | ILJ | 30.500 | 2.70 | - | M | - | - | - | - | - | Ipqhp | Jlfvk | 270h | 270 | 3.61% | 3.634% | - |
| N-S1 | IWA | 6.000 | 7.70 | - | YY | - | - | - | - | - | Rrnkc | Xntkw | 215z | 215 | 3.06% | 3.084% | - |
| F-J1 | PAV | 34.900 | 4.70 | - | DDD | - | - | - | - | - | Ifbna | Bdrgd | 335r | 335 | 4.25% | 4.284% | - |
Tranche Comments
F-G1: First Pay: 2016-09-15; Registration: 144B/Rmw C;
N-S1: First Pay: 2016-09-15; Registration: 144N/Dzv T;
J-J1: First Pay: 2016-09-15; Registration: 144A/Bzk E;
F-J1: First Pay: 2016-09-15; Registration: 144Q/Kbc K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-P3 | OBK | 157.916 | 5.10 | - | SSS | - | - | - | - | - | Vhvlb | Juoge | - | 225 | 3.21% | 3.233% | 41.98663 |
| O-Q3 | QTU | 28.808 | 8.30 | - | SS | - | - | - | - | - | Mlhbm | Piwgt | - | 275 | 3.70% | 3.733% | 83.22490 |
| V-Q3 | MZD | 56.969 | 5.90 | - | R | - | - | - | - | - | Kfhaz | Sfrnq | - | 325 | 4.20% | 4.233% | 40.66094 |
| W-W3 | WBO | 16.761 | 4.30 | - | DDD | - | - | - | - | - | Amvkl | Drdbh | - | 375 | 4.69% | 4.733% | 53.76728 |
Tranche Comments
V-P3: First Pay: 2015-12-15; Registration: 144V/Ekk H;
O-Q3: First Pay: 2015-12-15; Registration: 144H/Kuj F;
V-Q3: First Pay: 2015-12-15; Registration: 144G/Zdi J;
W-W3: First Pay: 2015-12-15; Registration: 144O/Qxq B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-E2 | BAV | 776.856 | 4.80 | - | UUU | - | - | - | - | - | Clkrb | YECT | - | 190 | 2.53% | 2.546% | 89.55230 |
| W-P2 | ABG | 1.260 | 4.10 | - | AA | - | - | - | - | - | Jatwa | UKZU | - | 275 | 3.37% | 3.396% | 82.17976 |
| R-W2 | RUC | 5.218 | 9.30 | - | I | - | - | - | - | - | Bsrvc | BLQB | - | 315 | 3.77% | 3.796% | 56.87172 |
| B-Z2 | VIN | 93.411 | 3.10 | - | ZZZ | - | - | - | - | - | Cvtgl | NORX | - | 365 | 4.26% | 4.296% | 60.79681 |
Tranche Comments
S-E2: Registration: 144G Ieol;
W-P2: Registration: 144X Ages;
R-W2: Registration: 144I Ewco;
B-Z2: Registration: 144X Fdba;