| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GWI | 987.854 | 5.32 | GU | - | - | SK | - | - | - | - | - | - | - | - | - | Retained |
| Y | XLD | 84.384 | 6.62 | M2 | - | - | S (H) | - | - | - | Mvyqc | PBXK | 125-135 | 125 | 2.85% | 2.865% | 999.00000 |
| U | GLU | 36.380 | 3.75 | Oh1 | - | - | OO | - | - | - | Tavjv | KXPF | 275-300 | 300 | 4.57% | 4.615% | 510.00000 |
| O | GWN | 30.712 | 6.54 | Rp1 | - | - | KK (P) | - | - | - | Cvklx | PAWQ | 85-90 | 85 | 2.45% | 2.465% | 499.00000 |
Tranche Comments
Y: First Pay: 2019-12-27; Registration: 144J/Knp W;
O: First Pay: 2019-12-27; Registration: 144U/Jsx N;
Y: First Pay: 2019-12-27; Registration: 144W/Xyn E;
U: First Pay: 2019-12-27; Registration: 144V/Kde W;
Pricing Speed
1.2% DIM XE 10% MDXX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | HYY | 317.000 | 2.46 | Acc | LLL | - | - | - | - | - | Ikukg | HQDU | 27-30 | 25 | 2.86% | 2.879% | 107.00000 |
| X-3 | VCC | 707.000 | 9.64 | Rmm | AAA | - | - | - | - | - | Vihxf | Jhwwi | 40-43 | 40 | 2.99% | 3.004% | 893.00000 |
| W-1 | XIT | 16.800 | 6.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-4 | HLK | 71.000 | 7.71 | Pzz | VVV | - | - | - | - | - | Aiico | Bgcjc | 60-63 | 61 | 3.14% | 3.161% | 432.00000 |
Tranche Comments
S-2: Registration: 144T Nntc;
X-3: Registration: 144R Pnrs;
J-4: Registration: 144C Jfth;
Pricing Speed
1.0% ZGS 10% qmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2X | VMX | 606.000 | 7.30 | Jqq | XXX | - | - | - | - | - | Hdxcbvke | 1sQ | - | 21 | 1rD+21 | - | 340.00000 |
| E-4 | KYD | 24.000 | 1.65 | Zuu | ZZZ | - | - | - | - | - | Kasvy | Qkdnj | - | 46 | 3.54% | 3.570% | 408.00000 |
| U-1 | FAT | 989.300 | 4.73 | - | TD | - | - | - | - | - | - | - | - | - | - | - | - |
| A-2A | BTE | 269.000 | 5.60 | Xff | MMM | - | - | - | - | - | Oyusj | PUGO | - | 21 | 3.06% | 3.079% | 370.00000 |
| V-3 | HHK | 631.000 | 5.63 | Qnn | EEE | - | - | - | - | - | Ewwrn | Mkmty | - | 28 | 3.33% | 3.348% | 194.00000 |
Tranche Comments
U-1: Registration: 144Y Fvjx;
A-2A: Registration: 144S Qizd;
R-2X: Registration: 144F Cbrt;
V-3: Registration: 144N Cujd;
E-4: Registration: 144I Srrw;
Pricing Speed
1.0% ETI 10% hgss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | QFU | 225.000 | 7.62 | Oyy | TTT | - | - | - | - | - | Cckhf | Cxqou | 31-33 | 30 | 3.07% | 3.087% | 177.00000 |
| R-1 | OWW | 552.000 | 1.49 | D-1 | V-1+ | - | - | - | - | - | Fglin | WJK | 2.35-.40% | - | 2.40% | 2.400% | 826.00000 |
| J-4 | WES | 94.000 | 8.60 | Roo | MMM | - | - | - | - | - | Zpoam | Vqbkx | 45-47 | 45 | 3.30% | 3.320% | 725.00000 |
| F-2 | IGI | 856.000 | 4.31 | Pyy | JJJ | - | - | - | - | - | Tmmaj | XQNJ | 23-25 | 23 | 2.81% | 2.823% | 962.00000 |
Tranche Comments
R-1: Registration: 144H Iwrm;
F-2: Registration: 144Q Chcs;
I-3: Registration: 144Y Fohn;
J-4: Registration: 144L Cjdy;
Pricing Speed
1.0% IJI 10% rjaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | VBY | 642.000 | 9.80 | Thh | OOO | - | - | - | - | - | Tcohy | Crins | 34-36 | 31 | 2.04% | 2.048% | 518.00000 |
| S | AVD | 851.000 | 7.42 | G-1 | F-1+ | - | - | - | - | - | Xmnfp | CEO | 1.35-.40% | - | 1.42% | 1.420% | 201.00000 |
| U-4 | QFH | 90.000 | 5.90 | Fnn | XXX | - | - | - | - | - | Wioke | Pebwf | 48-50 | 46 | 2.29% | 2.299% | - |
| N-2N | WAU | 844.000 | 9.50 | Pbb | LLL | - | - | - | - | - | Cioxy | IMAT | 22-24 | 20 | 1.78% | 1.781% | 816.00000 |
| R-2S | OUU | 562.000 | 7.50 | Rcc | DDD | - | - | - | - | - | Qjrwrqqi | 1gH | 22-24 | 20 | 1cQ+20 | - | 340.00000 |
Tranche Comments
S: Registration: 144X Qjaw;
N-2N: Registration: 144Y Rtbe;
R-2S: Registration: 144L Rkzy;
Y-3: Registration: 144Y Imew;
U-4: Registration: 144L Vnbd;
Pricing Speed
1.0% THS 10% gkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2p | IMK | 700.000 | 7.26 | Fvv | PPP | - | - | - | - | - | Qzkws | IXLV | - | 30 | 1.51% | 1.514% | 263.00000 |
| W-3 | QXC | 919.000 | 4.80 | Bff | FFF | - | - | - | - | - | Gvbou | Dqohh | - | 42 | 1.89% | 1.897% | 717.00000 |
| X-4 | MEC | 57.000 | 9.27 | Kyy | QQQ | - | - | - | - | - | Waucs | Ojgvc | - | 56 | 2.21% | 2.219% | 418.00000 |
| N-2p | UVO | 55.000 | 1.54 | Ahh | CCC | - | - | - | - | - | Owfutrxa | 1hI | - | 30 | - | - | 589.00000 |
| D-1 | CAW | 753.000 | 9.88 | V-1 | G-1+ | - | - | - | - | - | Qorid | OCG | - | 88 | 0.88% | 0.880% | 401.00000 |
Tranche Comments
D-1: Registration: 144B Iuxf;
B-2p: Registration: 144D Hjjm;
N-2p: Registration: 144F Iuwm;
W-3: Registration: 144T Henl;
X-4: Registration: 144N Gxpa;
Pricing Speed
0.9% DXV 10% Ttrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-4 | NTW | 62.000 | 7.20 | Tii | SSS | - | FFF | - | - | - | Crqvv | Xvker | 65m | 68 | 1.79% | 1.800% | - |
| F-2p | QKN | 46.000 | 7.73 | Qpp | OOO | - | ZZZ | - | - | - | Qvmkw | NWYO | 35-40 | 35 | 1.28% | 1.287% | - |
| G-1 | XEJ | 957.000 | 2.99 | W-1 | Y-1+ | - | D-1 W | - | - | - | Gaany | OTS | 0.80%g | - | 0.80% | 0.800% | 570.00000 |
| H-3 | PMY | 349.000 | 1.00 | Moo | DDD | - | ZZZ | - | - | - | Lfwtl | Enajj | 50l | 48 | 1.52% | 1.528% | - |
| J-2q | HKD | 90.000 | 2.22 | Zdd | CCC | - | SSS | - | - | - | Cxpumeyk | 1rE | 35-40 | 35 | 1tR+35 | - | 868.00000 |
Tranche Comments
G-1: First Pay: 2016-11-25; Registration: 144I/Dxr B;
F-2p: First Pay: 2016-11-25; Registration: 144W/Bps H;
J-2q: First Pay: 2016-11-25; Registration: 144Y/Orc R;
H-3: First Pay: 2016-11-25; Registration: 144U/Bmy E;
N-4: First Pay: 2016-11-25; Registration: 144B/Hms L;
Pricing Speed
0.9% PQG 10% Jann