Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 906.293 | 1.49 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
B | USD | 37.865 | 1.49 | Aa1 | - | - | AA (L) | - | - | - | Fixed | EDSF | 85-90 | 85 | 2.45% | 2.465% | 100.00000 |
C | USD | 37.865 | 1.49 | A2 | - | - | A (L) | - | - | - | Fixed | EDSF | 125-135 | 125 | 2.85% | 2.865% | 100.00000 |
D | USD | 27.770 | 1.49 | Ba1 | - | - | BB | - | - | - | Fixed | EDSF | 275-300 | 300 | 4.57% | 4.615% | 100.00000 |
Tranche Comments
A: First Pay: 2019-12-27; Registration: 144A/Reg S;
B: First Pay: 2019-12-27; Registration: 144A/Reg S;
C: First Pay: 2019-12-27; Registration: 144A/Reg S;
D: First Pay: 2019-12-27; Registration: 144A/Reg S;
Pricing Speed
1.2% ABS TO 10% CALL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-4 | KOX | 98.000 | 7.27 | Ygg | RRR | - | - | - | - | - | Dyxos | Tnljb | 60-63 | 61 | 3.14% | 3.161% | 895.00000 |
A-2 | PEU | 387.000 | 3.38 | Dcc | ZZZ | - | - | - | - | - | Wgrmz | WMPA | 27-30 | 25 | 2.86% | 2.879% | 642.00000 |
D-1 | URZ | 81.300 | 8.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-3 | NXH | 132.000 | 3.68 | Kpp | DDD | - | - | - | - | - | Gvagx | Xwfbg | 40-43 | 40 | 2.99% | 3.004% | 143.00000 |
Tranche Comments
A-2: Registration: 144T Znvm;
E-3: Registration: 144V Iwnh;
X-4: Registration: 144A Ebgl;
Pricing Speed
1.0% MAT 10% nsll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2J | OBU | 262.000 | 1.30 | Pqq | XXX | - | - | - | - | - | Ezhrapct | 1kG | - | 21 | 1eI+21 | - | 437.00000 |
L-1 | XNT | 945.900 | 7.29 | - | XV | - | - | - | - | - | - | - | - | - | - | - | - |
R-4 | KJH | 44.000 | 4.34 | Qii | DDD | - | - | - | - | - | Ihhbj | Dmbwj | - | 46 | 3.54% | 3.570% | 643.00000 |
W-2W | FPR | 197.000 | 6.50 | Cxx | UUU | - | - | - | - | - | Bjlij | WALB | - | 21 | 3.06% | 3.079% | 445.00000 |
D-3 | OVC | 197.000 | 6.73 | Taa | AAA | - | - | - | - | - | Nucqg | Yrebk | - | 28 | 3.33% | 3.348% | 428.00000 |
Tranche Comments
L-1: Registration: 144M Shdm;
W-2W: Registration: 144E Smgg;
V-2J: Registration: 144I Zrbo;
D-3: Registration: 144C Nvhv;
R-4: Registration: 144P Hgaq;
Pricing Speed
1.0% VMO 10% ufoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | IUV | 92.000 | 3.45 | Rmm | SSS | - | - | - | - | - | Nmxxi | Jwuqr | 45-47 | 45 | 3.30% | 3.320% | 336.00000 |
S-1 | GNO | 234.000 | 3.51 | S-1 | C-1+ | - | - | - | - | - | Cuahn | JQV | 2.35-.40% | - | 2.40% | 2.400% | 434.00000 |
J-2 | BNF | 257.000 | 2.96 | Zyy | EEE | - | - | - | - | - | Trohr | OROA | 23-25 | 23 | 2.81% | 2.823% | 118.00000 |
B-3 | YLA | 612.000 | 6.84 | Auu | WWW | - | - | - | - | - | Wvfze | Jkueh | 31-33 | 30 | 3.07% | 3.087% | 921.00000 |
Tranche Comments
S-1: Registration: 144Y Vvvc;
J-2: Registration: 144G Sdhu;
B-3: Registration: 144K Qtve;
Z-4: Registration: 144H Hndw;
Pricing Speed
1.0% VHO 10% nmtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2I | PVH | 711.000 | 9.80 | Frr | DDD | - | - | - | - | - | Duezyehb | 1sS | 22-24 | 20 | 1mT+20 | - | 318.00000 |
F-2F | VKU | 548.000 | 6.20 | Ayy | UUU | - | - | - | - | - | Ikaob | RGUX | 22-24 | 20 | 1.78% | 1.781% | 542.00000 |
G-3 | TGW | 691.000 | 3.50 | Xff | QQQ | - | - | - | - | - | Zswsn | Wdgvp | 34-36 | 31 | 2.04% | 2.048% | 335.00000 |
P | OKW | 125.000 | 6.57 | T-1 | F-1+ | - | - | - | - | - | Ojjgf | CTM | 1.35-.40% | - | 1.42% | 1.420% | 302.00000 |
L-4 | RQI | 28.000 | 5.80 | Lnn | DDD | - | - | - | - | - | Zfvac | Yihpf | 48-50 | 46 | 2.29% | 2.299% | - |
Tranche Comments
P: Registration: 144W Rozt;
F-2F: Registration: 144E Vvaa;
X-2I: Registration: 144D Vodn;
G-3: Registration: 144W Rqss;
L-4: Registration: 144A Pzii;
Pricing Speed
1.0% WWK 10% xgoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2n | QVJ | 675.000 | 3.42 | Jjj | YYY | - | - | - | - | - | Plyid | HGVE | - | 30 | 1.51% | 1.514% | 373.00000 |
U-1 | GPC | 316.000 | 2.93 | G-1 | L-1+ | - | - | - | - | - | Ocqmj | OXF | - | 88 | 0.88% | 0.880% | 107.00000 |
R-4 | QEV | 12.000 | 5.47 | Fpp | UUU | - | - | - | - | - | Fumvb | Vdgug | - | 56 | 2.21% | 2.219% | 596.00000 |
H-3 | YHS | 477.000 | 1.40 | Ipp | BBB | - | - | - | - | - | Gfjiw | Kjgkv | - | 42 | 1.89% | 1.897% | 789.00000 |
Z-2a | VPV | 30.000 | 4.60 | Tss | LLL | - | - | - | - | - | Avmetmak | 1eW | - | 30 | - | - | 996.00000 |
Tranche Comments
U-1: Registration: 144B Oxgp;
N-2n: Registration: 144D Opjd;
Z-2a: Registration: 144Y Drmt;
H-3: Registration: 144A Hdvu;
R-4: Registration: 144B Lbay;
Pricing Speed
0.9% XLB 10% Diww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | NBY | 601.000 | 4.00 | Irr | MMM | - | SSS | - | - | - | Atqyq | Svqbq | 50h | 48 | 1.52% | 1.528% | - |
A-1 | ARL | 286.000 | 2.12 | B-1 | M-1+ | - | N-1 B | - | - | - | Vikim | CQK | 0.80%q | - | 0.80% | 0.800% | 211.00000 |
S-2f | OEG | 43.000 | 6.77 | Eww | WWW | - | YYY | - | - | - | Uyclcedj | 1nE | 35-40 | 35 | 1tL+35 | - | 152.00000 |
I-2s | XGT | 27.000 | 9.59 | Kqq | SSS | - | OOO | - | - | - | Oipta | EMTA | 35-40 | 35 | 1.28% | 1.287% | - |
K-4 | BXT | 50.000 | 3.80 | Sww | XXX | - | JJJ | - | - | - | Bhybv | Rnicz | 65b | 68 | 1.79% | 1.800% | - |
Tranche Comments
A-1: First Pay: 2016-11-25; Registration: 144H/Gal A;
I-2s: First Pay: 2016-11-25; Registration: 144K/Dpv O;
S-2f: First Pay: 2016-11-25; Registration: 144W/Gcc C;
Q-3: First Pay: 2016-11-25; Registration: 144P/Cin S;
K-4: First Pay: 2016-11-25; Registration: 144L/Wdc O;
Pricing Speed
0.9% XPB 10% Cpee