| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FMR | 921.493 | 8.90 | UH | - | - | ET | - | - | - | - | - | - | - | - | - | Retained |
| E | HPM | 30.877 | 8.58 | Fy1 | - | - | OO (L) | - | - | - | Csgsx | MWWE | 85-90 | 85 | 2.45% | 2.465% | 443.00000 |
| M | ACL | 18.416 | 6.34 | K2 | - | - | F (C) | - | - | - | Iszxd | PTNW | 125-135 | 125 | 2.85% | 2.865% | 444.00000 |
| R | JYL | 63.820 | 1.94 | Wm1 | - | - | SS | - | - | - | Fokcu | UKCG | 275-300 | 300 | 4.57% | 4.615% | 871.00000 |
Tranche Comments
Y: First Pay: 2019-12-27; Registration: 144W/Beo S;
E: First Pay: 2019-12-27; Registration: 144K/Pox S;
M: First Pay: 2019-12-27; Registration: 144P/Wtu Y;
R: First Pay: 2019-12-27; Registration: 144W/Inq L;
Pricing Speed
1.2% UPN XG 10% GUGG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | NJV | 78.000 | 9.15 | Uhh | CCC | - | - | - | - | - | Icfgm | Plfvc | 60-63 | 61 | 3.14% | 3.161% | 692.00000 |
| H-1 | QQQ | 16.300 | 4.24 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | NRD | 791.000 | 2.95 | Nqq | SSS | - | - | - | - | - | Gvfep | VKZM | 27-30 | 25 | 2.86% | 2.879% | 585.00000 |
| R-3 | URT | 166.000 | 3.20 | Lkk | DDD | - | - | - | - | - | Uqche | Afiax | 40-43 | 40 | 2.99% | 3.004% | 961.00000 |
Tranche Comments
D-2: Registration: 144L Zazk;
R-3: Registration: 144V Jius;
K-4: Registration: 144E Mrzg;
Pricing Speed
1.0% TWI 10% mdgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | IBF | 112.400 | 9.36 | - | TF | - | - | - | - | - | - | - | - | - | - | - | - |
| N-4 | CYN | 70.000 | 1.86 | Cvv | MMM | - | - | - | - | - | Yuoak | Ohlpg | - | 46 | 3.54% | 3.570% | 427.00000 |
| T-3 | NLG | 742.000 | 9.93 | Raa | RRR | - | - | - | - | - | Tjwtx | Fekzy | - | 28 | 3.33% | 3.348% | 690.00000 |
| L-2L | FQI | 659.000 | 2.10 | Wyy | KKK | - | - | - | - | - | Onyrk | KWDZ | - | 21 | 3.06% | 3.079% | 154.00000 |
| T-2A | WFM | 487.000 | 7.20 | Szz | DDD | - | - | - | - | - | Zzwboqmq | 1lZ | - | 21 | 1aR+21 | - | 758.00000 |
Tranche Comments
Q-1: Registration: 144J Ntkq;
L-2L: Registration: 144W Yxsa;
T-2A: Registration: 144D Pdgx;
T-3: Registration: 144C Rquy;
N-4: Registration: 144Y Dvdp;
Pricing Speed
1.0% KDH 10% kkff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | RWX | 90.000 | 8.64 | Bxx | DDD | - | - | - | - | - | Vlabz | Cmffl | 45-47 | 45 | 3.30% | 3.320% | 898.00000 |
| H-2 | UGD | 446.000 | 8.66 | Mii | DDD | - | - | - | - | - | Uiwla | GMYX | 23-25 | 23 | 2.81% | 2.823% | 443.00000 |
| B-1 | QLQ | 754.000 | 2.82 | S-1 | S-1+ | - | - | - | - | - | Twajc | VRI | 2.35-.40% | - | 2.40% | 2.400% | 428.00000 |
| W-3 | JAQ | 632.000 | 2.94 | Dhh | XXX | - | - | - | - | - | Chfhm | Jgohj | 31-33 | 30 | 3.07% | 3.087% | 405.00000 |
Tranche Comments
B-1: Registration: 144N Gblo;
H-2: Registration: 144U Ujjc;
W-3: Registration: 144A Qzoo;
K-4: Registration: 144Q Epfc;
Pricing Speed
1.0% EJA 10% spjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QIT | 892.000 | 1.32 | Q-1 | S-1+ | - | - | - | - | - | Xoaoo | HBE | 1.35-.40% | - | 1.42% | 1.420% | 961.00000 |
| Y-4 | HYD | 89.000 | 2.70 | Qyy | DDD | - | - | - | - | - | Rcfqc | Vhdes | 48-50 | 46 | 2.29% | 2.299% | - |
| D-3 | OAU | 275.000 | 1.90 | Rnn | III | - | - | - | - | - | Mabjc | Srdtj | 34-36 | 31 | 2.04% | 2.048% | 732.00000 |
| V-2F | NNK | 975.000 | 8.20 | Rgg | EEE | - | - | - | - | - | Bqruewre | 1nU | 22-24 | 20 | 1rV+20 | - | 874.00000 |
| F-2F | MSN | 105.000 | 7.20 | Pvv | UUU | - | - | - | - | - | Wvxut | WPIP | 22-24 | 20 | 1.78% | 1.781% | 644.00000 |
Tranche Comments
Z: Registration: 144F Rvug;
F-2F: Registration: 144A Wefu;
V-2F: Registration: 144E Pokr;
D-3: Registration: 144Y Yjzy;
Y-4: Registration: 144G Yvlz;
Pricing Speed
1.0% GAO 10% kmkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | PJS | 124.000 | 6.50 | Xmm | LLL | - | - | - | - | - | Klmsb | Qqxpb | - | 42 | 1.89% | 1.897% | 590.00000 |
| B-4 | ECX | 88.000 | 9.12 | Fgg | MMM | - | - | - | - | - | Fvnma | Ofccx | - | 56 | 2.21% | 2.219% | 798.00000 |
| S-1 | AHO | 559.000 | 5.48 | B-1 | O-1+ | - | - | - | - | - | Scojw | VBM | - | 88 | 0.88% | 0.880% | 581.00000 |
| R-2x | WQJ | 917.000 | 7.37 | Tkk | JJJ | - | - | - | - | - | Qrtxl | YCNW | - | 30 | 1.51% | 1.514% | 745.00000 |
| D-2r | VHM | 21.000 | 5.54 | Bee | HHH | - | - | - | - | - | Swkyzccq | 1tF | - | 30 | - | - | 233.00000 |
Tranche Comments
S-1: Registration: 144Y Kicm;
R-2x: Registration: 144F Yswg;
D-2r: Registration: 144B Smsv;
R-3: Registration: 144N Sfra;
B-4: Registration: 144A Drif;
Pricing Speed
0.9% PKQ 10% Itcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | LPH | 265.000 | 8.66 | D-1 | L-1+ | - | G-1 S | - | - | - | Qszas | QAX | 0.80%q | - | 0.80% | 0.800% | 438.00000 |
| I-3 | MSD | 110.000 | 5.00 | Vyy | KKK | - | YYY | - | - | - | Sqizv | Ffzqa | 50x | 48 | 1.52% | 1.528% | - |
| H-2e | YPP | 42.000 | 9.72 | Qcc | VVV | - | VVV | - | - | - | Nvtak | JMOK | 35-40 | 35 | 1.28% | 1.287% | - |
| H-2o | UUC | 63.000 | 8.57 | Qll | SSS | - | SSS | - | - | - | Zwcqrlet | 1lB | 35-40 | 35 | 1zM+35 | - | 621.00000 |
| N-4 | UOO | 63.000 | 7.80 | Hjj | XXX | - | LLL | - | - | - | Ntahn | Enrzv | 65z | 68 | 1.79% | 1.800% | - |
Tranche Comments
T-1: First Pay: 2016-11-25; Registration: 144P/Cce U;
H-2e: First Pay: 2016-11-25; Registration: 144O/Ecv L;
H-2o: First Pay: 2016-11-25; Registration: 144J/Eas X;
I-3: First Pay: 2016-11-25; Registration: 144N/Ulv D;
N-4: First Pay: 2016-11-25; Registration: 144T/Fly F;
Pricing Speed
0.9% YMU 10% Jcee