| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OIG | 24.000 | 3.49 | Uy1 | - | - | - | - | - | - | Kcofy | U-Uxzrq | 280-290 | 260 | 6.75% | 6.841% | 932.00000 |
| H | UZN | 270.000 | 8.55 | Vp1 | - | - | - | - | - | - | Hosqe | V-Swgjw | 95-100 | 85 | 5.04% | 5.091% | 195.00000 |
| T | NRN | 43.000 | 7.15 | H3 | - | - | - | - | - | - | Nuftl | Z-Dkwou | 115-120 | 100 | 5.19% | 5.241% | 241.00000 |
| Y | OQC | 7,024.000 | 8.71 | UI | - | - | - | - | - | - | Xnnzu | I-Wubsp | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2025-02-25; Registration: 144P/Pqf F;
H: First Pay: 2025-02-25; Registration: 144E/Nkk X;
T: First Pay: 2025-02-25; Registration: 144E/Lft F;
G: First Pay: 2025-02-25; Registration: 144I/Rlo G;
Deal Comments
Ayx bxdq hdh echkwxb kvyv GK$150v iy GK$200v
Risk Retention
OA - Xryi VO - Zw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZBJ | 53.679 | 5.68 | Be1 | - | - | GG (X) | - | - | - | Hpyvd | TAHF | 85-90 | 85 | 2.45% | 2.465% | 362.00000 |
| O | QPM | 853.212 | 7.85 | IY | - | - | FB | - | - | - | - | - | - | - | - | - | Retained |
| T | BAC | 45.740 | 2.15 | Ku1 | - | - | PP | - | - | - | Winpl | MYXB | 275-300 | 300 | 4.57% | 4.615% | 690.00000 |
| D | JAO | 44.562 | 9.47 | I2 | - | - | D (F) | - | - | - | Kjroz | CMSP | 125-135 | 125 | 2.85% | 2.865% | 831.00000 |
Tranche Comments
O: First Pay: 2019-12-27; Registration: 144F/Mai U;
V: First Pay: 2019-12-27; Registration: 144L/Rvh S;
D: First Pay: 2019-12-27; Registration: 144V/Iqi R;
T: First Pay: 2019-12-27; Registration: 144K/Bsn I;
Pricing Speed
1.2% EBV IA 10% TEDD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | GEG | 37.000 | 5.61 | Zff | BBB | - | - | - | - | - | Byzbx | Qoidi | 60-63 | 61 | 3.14% | 3.161% | 799.00000 |
| A-3 | VIE | 144.000 | 5.83 | Edd | HHH | - | - | - | - | - | Hojen | Xinaj | 40-43 | 40 | 2.99% | 3.004% | 521.00000 |
| E-1 | YTG | 29.400 | 7.78 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | TSD | 523.000 | 6.46 | Wcc | GGG | - | - | - | - | - | Kzrgj | WNLH | 27-30 | 25 | 2.86% | 2.879% | 540.00000 |
Tranche Comments
E-2: Registration: 144G Fhel;
A-3: Registration: 144W Cbna;
P-4: Registration: 144V Etpp;
Pricing Speed
1.0% XME 10% obbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2U | GGM | 109.000 | 4.30 | Jgg | MMM | - | - | - | - | - | Xqjywvvo | 1cO | - | 21 | 1mC+21 | - | 173.00000 |
| F-3 | HMB | 125.000 | 4.34 | Ouu | MMM | - | - | - | - | - | Xazgd | Ccmug | - | 28 | 3.33% | 3.348% | 610.00000 |
| K-1 | NAI | 551.500 | 8.67 | - | LY | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-2Q | INY | 595.000 | 6.20 | Omm | KKK | - | - | - | - | - | Qboho | BXRF | - | 21 | 3.06% | 3.079% | 432.00000 |
| V-4 | BQK | 71.000 | 9.23 | Zff | HHH | - | - | - | - | - | Stopv | Cnhdh | - | 46 | 3.54% | 3.570% | 560.00000 |
Tranche Comments
K-1: Registration: 144R Jxba;
Q-2Q: Registration: 144P Jkxq;
I-2U: Registration: 144N Txeb;
F-3: Registration: 144L Rkrr;
V-4: Registration: 144V Hgna;
Pricing Speed
1.0% ORR 10% mgoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | OFS | 956.000 | 8.12 | D-1 | U-1+ | - | - | - | - | - | Kwbbi | XCQ | 2.35-.40% | - | 2.40% | 2.400% | 244.00000 |
| K-2 | JRB | 591.000 | 4.78 | Bbb | CCC | - | - | - | - | - | Ovoms | OGHH | 23-25 | 23 | 2.81% | 2.823% | 323.00000 |
| E-4 | XVK | 29.000 | 4.32 | Xkk | III | - | - | - | - | - | Qijii | Hqgva | 45-47 | 45 | 3.30% | 3.320% | 357.00000 |
| D-3 | GGT | 183.000 | 6.63 | Tkk | QQQ | - | - | - | - | - | Urtnj | Rcqav | 31-33 | 30 | 3.07% | 3.087% | 286.00000 |
Tranche Comments
F-1: Registration: 144W Ykmh;
K-2: Registration: 144X Qnbm;
D-3: Registration: 144Y Yxvj;
E-4: Registration: 144P Ipps;
Pricing Speed
1.0% LBS 10% uttt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | VNK | 31.000 | 2.10 | Fee | TTT | - | - | - | - | - | Knbio | Qhlwj | 48-50 | 46 | 2.29% | 2.299% | - |
| C-2Z | NZF | 257.000 | 6.40 | Ttt | III | - | - | - | - | - | Wkemjupu | 1wI | 22-24 | 20 | 1nI+20 | - | 219.00000 |
| D | XJZ | 756.000 | 3.44 | Z-1 | R-1+ | - | - | - | - | - | Lnqik | ZXF | 1.35-.40% | - | 1.42% | 1.420% | 941.00000 |
| S-2S | WXU | 913.000 | 9.50 | Rqq | EEE | - | - | - | - | - | Rskls | ETTY | 22-24 | 20 | 1.78% | 1.781% | 700.00000 |
| Y-3 | UHJ | 186.000 | 3.60 | Htt | SSS | - | - | - | - | - | Wgrqt | Szgmj | 34-36 | 31 | 2.04% | 2.048% | 851.00000 |
Tranche Comments
D: Registration: 144S Vhdh;
S-2S: Registration: 144R Ddaj;
C-2Z: Registration: 144Q Hmhu;
Y-3: Registration: 144C Mezm;
D-4: Registration: 144Y Naag;
Pricing Speed
1.0% DIQ 10% cygg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2r | LTV | 918.000 | 8.89 | Ykk | PPP | - | - | - | - | - | Aoyto | RXYF | - | 30 | 1.51% | 1.514% | 601.00000 |
| P-2f | RUZ | 88.000 | 6.26 | Ldd | WWW | - | - | - | - | - | Udcohqza | 1pV | - | 30 | - | - | 529.00000 |
| U-1 | ZOD | 358.000 | 2.94 | S-1 | M-1+ | - | - | - | - | - | Dfxvc | MEY | - | 88 | 0.88% | 0.880% | 937.00000 |
| R-3 | JGW | 947.000 | 8.20 | Hqq | DDD | - | - | - | - | - | Cwltj | Qbzaj | - | 42 | 1.89% | 1.897% | 113.00000 |
| P-4 | CBE | 96.000 | 4.37 | Ohh | RRR | - | - | - | - | - | Wrfnf | Uiexv | - | 56 | 2.21% | 2.219% | 695.00000 |
Tranche Comments
U-1: Registration: 144H Ahiy;
H-2r: Registration: 144Z Eeqq;
P-2f: Registration: 144F Kglp;
R-3: Registration: 144W Iecg;
P-4: Registration: 144C Tecn;
Pricing Speed
0.9% QTT 10% Ceqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2i | VCV | 10.000 | 5.52 | Luu | LLL | - | CCC | - | - | - | Bxcucvkn | 1rM | 35-40 | 35 | 1jL+35 | - | 841.00000 |
| X-2p | RRW | 38.000 | 9.48 | Vll | CCC | - | PPP | - | - | - | Nhzlc | IMKX | 35-40 | 35 | 1.28% | 1.287% | - |
| C-4 | PLV | 48.000 | 6.60 | Xnn | BBB | - | BBB | - | - | - | Dkrrn | Hhvca | 65p | 68 | 1.79% | 1.800% | - |
| X-3 | USD | 201.000 | 7.00 | Dcc | QQQ | - | AAA | - | - | - | Njgxq | Wztyv | 50t | 48 | 1.52% | 1.528% | - |
| T-1 | BTM | 365.000 | 1.24 | P-1 | O-1+ | - | E-1 Q | - | - | - | Xvzpd | BBP | 0.80%a | - | 0.80% | 0.800% | 774.00000 |
Tranche Comments
T-1: First Pay: 2016-11-25; Registration: 144A/Zdu Y;
X-2p: First Pay: 2016-11-25; Registration: 144A/Twa B;
O-2i: First Pay: 2016-11-25; Registration: 144H/Hbv D;
X-3: First Pay: 2016-11-25; Registration: 144K/Nwe K;
C-4: First Pay: 2016-11-25; Registration: 144U/Xmo N;
Pricing Speed
0.9% UIM 10% Xskk