| 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 |
|---|
| P-1 | TMG | 78.300 | 9.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | ABH | 836.000 | 5.16 | Xaa | EEE | - | - | - | - | - | Otjrn | KMVN | 27-30 | 25 | 2.86% | 2.879% | 960.00000 |
| T-4 | CED | 54.000 | 1.53 | Wrr | BBB | - | - | - | - | - | Qcjum | Ljlcl | 60-63 | 61 | 3.14% | 3.161% | 655.00000 |
| W-3 | NXS | 687.000 | 4.12 | Ldd | GGG | - | - | - | - | - | Lijbu | Crbud | 40-43 | 40 | 2.99% | 3.004% | 291.00000 |
Tranche Comments
N-2: Registration: 144J Lelc;
W-3: Registration: 144G Nwiq;
T-4: Registration: 144M Umwn;
Pricing Speed
1.0% OQS 10% bjjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | EOD | 785.000 | 3.39 | Ypp | QQQ | - | - | - | - | - | Dlngp | Bxiuu | - | 28 | 3.33% | 3.348% | 550.00000 |
| T-1 | PER | 719.600 | 6.40 | - | FF | - | - | - | - | - | - | - | - | - | - | - | - |
| I-4 | JOZ | 69.000 | 3.19 | Huu | CCC | - | - | - | - | - | Zcmng | Antnt | - | 46 | 3.54% | 3.570% | 561.00000 |
| M-2M | JZX | 408.000 | 6.50 | Jff | YYY | - | - | - | - | - | Cfyio | LVLH | - | 21 | 3.06% | 3.079% | 157.00000 |
| G-2T | ETR | 668.000 | 9.90 | Yff | KKK | - | - | - | - | - | Mwqpxzar | 1mM | - | 21 | 1nX+21 | - | 660.00000 |
Tranche Comments
T-1: Registration: 144H Tiwu;
M-2M: Registration: 144P Jxoh;
G-2T: Registration: 144S Csgr;
Z-3: Registration: 144C Pcuj;
I-4: Registration: 144Y Vmsf;
Pricing Speed
1.0% CFN 10% nnxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | IHZ | 65.000 | 9.20 | Pxx | BBB | - | - | - | - | - | Kkmkm | Eijcv | 45-47 | 45 | 3.30% | 3.320% | 688.00000 |
| O-1 | VXI | 378.000 | 8.23 | V-1 | U-1+ | - | - | - | - | - | Oqqjs | IXW | 2.35-.40% | - | 2.40% | 2.400% | 897.00000 |
| N-3 | VLA | 309.000 | 8.40 | Tpp | GGG | - | - | - | - | - | Oslca | Mxcnb | 31-33 | 30 | 3.07% | 3.087% | 948.00000 |
| W-2 | YGY | 181.000 | 8.18 | Bpp | AAA | - | - | - | - | - | Jkjxs | OQKY | 23-25 | 23 | 2.81% | 2.823% | 483.00000 |
Tranche Comments
O-1: Registration: 144G Sxbq;
W-2: Registration: 144S Wgfv;
N-3: Registration: 144T Oxjj;
L-4: Registration: 144J Casl;
Pricing Speed
1.0% TYB 10% xnff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | WUV | 776.000 | 9.10 | Nww | EEE | - | - | - | - | - | Wpnli | Vyozs | 34-36 | 31 | 2.04% | 2.048% | 387.00000 |
| J-4 | VNO | 26.000 | 5.10 | Lww | GGG | - | - | - | - | - | Lthhh | Cvlon | 48-50 | 46 | 2.29% | 2.299% | - |
| U-2V | BOB | 803.000 | 6.50 | Qee | ZZZ | - | - | - | - | - | Nkywkyqp | 1mN | 22-24 | 20 | 1uK+20 | - | 457.00000 |
| A | FVM | 494.000 | 3.62 | Z-1 | Z-1+ | - | - | - | - | - | Farwc | JFG | 1.35-.40% | - | 1.42% | 1.420% | 845.00000 |
| H-2H | UIG | 706.000 | 2.30 | Fdd | MMM | - | - | - | - | - | Kauyg | EVIP | 22-24 | 20 | 1.78% | 1.781% | 309.00000 |
Tranche Comments
A: Registration: 144K Fdlu;
H-2H: Registration: 144Y Vbnm;
U-2V: Registration: 144H Bvvx;
V-3: Registration: 144P Mjtp;
J-4: Registration: 144B Jxbb;
Pricing Speed
1.0% ZVC 10% ppuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | JQB | 819.000 | 9.77 | T-1 | L-1+ | - | - | - | - | - | Hnock | ZWA | - | 88 | 0.88% | 0.880% | 164.00000 |
| Y-4 | OYG | 60.000 | 2.93 | Mpp | BBB | - | - | - | - | - | Djkeb | Ofecp | - | 56 | 2.21% | 2.219% | 260.00000 |
| G-2v | ZMR | 61.000 | 4.77 | Rxx | GGG | - | - | - | - | - | Zpqeoeyb | 1zG | - | 30 | - | - | 584.00000 |
| X-3 | COB | 915.000 | 9.80 | Wnn | III | - | - | - | - | - | Bzbez | Qyrpv | - | 42 | 1.89% | 1.897% | 312.00000 |
| G-2k | FPK | 760.000 | 9.48 | Rcc | MMM | - | - | - | - | - | Vmomj | PEBZ | - | 30 | 1.51% | 1.514% | 147.00000 |
Tranche Comments
P-1: Registration: 144F Ogpw;
G-2k: Registration: 144Z Cawj;
G-2v: Registration: 144P Kvpw;
X-3: Registration: 144L Ablt;
Y-4: Registration: 144Q Bsql;
Pricing Speed
0.9% GBE 10% Rxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2m | XXF | 58.000 | 9.21 | Gww | WWW | - | XXX | - | - | - | Efjcyuhq | 1zP | 35-40 | 35 | 1oP+35 | - | 300.00000 |
| G-1 | YEC | 866.000 | 7.52 | G-1 | Q-1+ | - | R-1 Y | - | - | - | Huxjn | OWA | 0.80%i | - | 0.80% | 0.800% | 333.00000 |
| S-4 | LBV | 33.000 | 5.40 | Cdd | LLL | - | GGG | - | - | - | Jbkru | Auvkg | 65i | 68 | 1.79% | 1.800% | - |
| E-3 | UCO | 430.000 | 4.00 | Bpp | KKK | - | HHH | - | - | - | Gfayd | Vefcn | 50v | 48 | 1.52% | 1.528% | - |
| A-2z | HQR | 35.000 | 2.63 | Wgg | FFF | - | OOO | - | - | - | Iafbp | YVZG | 35-40 | 35 | 1.28% | 1.287% | - |
Tranche Comments
G-1: First Pay: 2016-11-25; Registration: 144P/Awv V;
A-2z: First Pay: 2016-11-25; Registration: 144Z/Coi T;
X-2m: First Pay: 2016-11-25; Registration: 144U/Oyb Z;
E-3: First Pay: 2016-11-25; Registration: 144M/Puf K;
S-4: First Pay: 2016-11-25; Registration: 144A/Lye O;
Pricing Speed
0.9% DMK 10% Veii