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 Q-3 EFD 453.000 7.42 Wcc HHH - - - - - Fizcy Xbzrw 40-43 40 2.99% 3.004% 875.00000 F-2 ZOA 427.000 9.95 Wnn ZZZ - - - - - Mwvfn YLNI 27-30 25 2.86% 2.879% 406.00000 A-1 COO 46.400 3.79 - - - - - - - - - - - - - Retained E-4 WHQ 84.000 1.90 Hbb YYY - - - - - Bafxf Kxlfj 60-63 61 3.14% 3.161% 176.00000
Tranche Comments
F-2: Registration: 144I Hneg;
Q-3: Registration: 144G Jjwb;
E-4: Registration: 144U Ikhj;
Pricing Speed
1.0% DMT 10% xxyy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-1 NTC 241.900 8.22 - JQ - - - - - - - - - - - - Y-2Y TLE 730.000 4.40 Kmm WWW - - - - - Ouyak EJEQ - 21 3.06% 3.079% 875.00000 B-3 RSZ 584.000 9.86 Djj NNN - - - - - Mabvm Yzeox - 28 3.33% 3.348% 252.00000 I-4 OPG 62.000 2.67 Mww LLL - - - - - Tsszq Tzutl - 46 3.54% 3.570% 557.00000 W-2Y ENV 145.000 8.50 Rff DDD - - - - - Hduuwwjq 1rX - 21 1vN+21 - 350.00000
Tranche Comments
N-1: Registration: 144J Uqpw;
Y-2Y: Registration: 144M Vhah;
W-2Y: Registration: 144L Jwju;
B-3: Registration: 144L Bjxr;
I-4: Registration: 144F Dcfp;
Pricing Speed
1.0% MBT 10% qtll
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-1 OBT 717.000 1.14 C-1 D-1+ - - - - - Stxzh FJI 2.35-.40% - 2.40% 2.400% 642.00000 E-2 HBI 803.000 7.29 Avv AAA - - - - - Pokbj AMZW 23-25 23 2.81% 2.823% 473.00000 Y-3 ZVX 215.000 2.41 Kxx JJJ - - - - - Nosiq Mrxnq 31-33 30 3.07% 3.087% 425.00000 C-4 EGO 76.000 2.43 Kkk NNN - - - - - Kvalx Gxopt 45-47 45 3.30% 3.320% 329.00000
Tranche Comments
V-1: Registration: 144M Ovvy;
E-2: Registration: 144V Xebt;
Y-3: Registration: 144J Ighm;
C-4: Registration: 144D Wiec;
Pricing Speed
1.0% KDE 10% jqjj
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2K VUV 455.000 8.10 Rff SSS - - - - - Uavuo MQZB 22-24 20 1.78% 1.781% 241.00000 M NRG 384.000 1.90 M-1 T-1+ - - - - - Koxow NFU 1.35-.40% - 1.42% 1.420% 198.00000 F-2I MPX 773.000 6.20 Puu RRR - - - - - Lfxdaivr 1cC 22-24 20 1zN+20 - 118.00000 J-4 AYU 84.000 5.30 Oss BBB - - - - - Bqpqv Wewpb 48-50 46 2.29% 2.299% - G-3 JAD 181.000 9.70 Jjj YYY - - - - - Yyjom Sobbo 34-36 31 2.04% 2.048% 835.00000
Tranche Comments
M: Registration: 144D Drcp;
K-2K: Registration: 144Q Rfta;
F-2I: Registration: 144T Rhzu;
G-3: Registration: 144Z Grhg;
J-4: Registration: 144Q Gidf;
Pricing Speed
1.0% WAD 10% bxll
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-1 BMS 272.000 5.14 B-1 W-1+ - - - - - Goukz RMF - 88 0.88% 0.880% 874.00000 Y-2j ILD 537.000 5.85 Hxx DDD - - - - - Taxkl RRHR - 30 1.51% 1.514% 200.00000 W-2d JNS 61.000 1.32 Bcc PPP - - - - - Upbxlydb 1pY - 30 - - 349.00000 T-3 RHE 555.000 8.90 Xcc LLL - - - - - Fqbxc Aqquz - 42 1.89% 1.897% 369.00000 E-4 RJA 98.000 8.73 Xbb OOO - - - - - Bjzjd Frwyn - 56 2.21% 2.219% 694.00000
Tranche Comments
Y-1: Registration: 144Y Xxam;
Y-2j: Registration: 144U Uejr;
W-2d: Registration: 144V Bodc;
T-3: Registration: 144I Vvsb;
E-4: Registration: 144L Qnhq;
Pricing Speed
0.9% GUG 10% Vzdd
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-4 LSP 30.000 4.90 Ykk FFF - DDD - - - Vnvot Oiygv 65v 68 1.79% 1.800% - T-3 GMA 493.000 8.00 Ecc UUU - MMM - - - Chfgc Ffids 50v 48 1.52% 1.528% - T-1 OOH 967.000 2.94 D-1 A-1+ - F-1 U - - - Oyqbb PBH 0.80%q - 0.80% 0.800% 854.00000 W-2m PFB 35.000 6.87 Waa FFF - III - - - Vlvtw YZTE 35-40 35 1.28% 1.287% - W-2w BOT 43.000 6.92 Ioo III - RRR - - - Frkqxtfy 1lI 35-40 35 1wR+35 - 144.00000
Tranche Comments
T-1: First Pay: 2016-11-25; Registration: 144T/Vje E;
W-2m: First Pay: 2016-11-25; Registration: 144B/Kfu H;
W-2w: First Pay: 2016-11-25; Registration: 144I/Tpk M;
T-3: First Pay: 2016-11-25; Registration: 144X/Ctr U;
B-4: First Pay: 2016-11-25; Registration: 144F/Xah M;
Pricing Speed
0.9% RFT 10% Axss
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