| 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-4 | LTV | 99.000 | 9.37 | Qss | SSS | - | - | - | - | - | Nzrld | Hltgh | 60-63 | 61 | 3.14% | 3.161% | 394.00000 |
| H-1 | OVH | 93.500 | 2.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | IRL | 320.000 | 4.88 | Ree | SSS | - | - | - | - | - | Hyfpg | CDHO | 27-30 | 25 | 2.86% | 2.879% | 349.00000 |
| J-3 | HPT | 152.000 | 6.16 | Faa | RRR | - | - | - | - | - | Dhtgr | Xyyhi | 40-43 | 40 | 2.99% | 3.004% | 492.00000 |
Tranche Comments
Y-2: Registration: 144Z Mjou;
J-3: Registration: 144J Ndzm;
Q-4: Registration: 144C Fmxj;
Pricing Speed
1.0% IHO 10% vbhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | UAJ | 40.000 | 6.56 | Zyy | ZZZ | - | - | - | - | - | Zhzpl | Ldeji | - | 46 | 3.54% | 3.570% | 377.00000 |
| X-2V | QWH | 732.000 | 4.60 | Cnn | III | - | - | - | - | - | Nzbmaocm | 1sT | - | 21 | 1cL+21 | - | 844.00000 |
| T-2T | JRF | 169.000 | 2.90 | Srr | HHH | - | - | - | - | - | Jyqoz | UDPE | - | 21 | 3.06% | 3.079% | 446.00000 |
| A-3 | XHA | 566.000 | 8.74 | Rcc | XXX | - | - | - | - | - | Mwofl | Vofvl | - | 28 | 3.33% | 3.348% | 158.00000 |
| S-1 | JHF | 823.800 | 8.56 | - | LV | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
S-1: Registration: 144A Jmht;
T-2T: Registration: 144E Udba;
X-2V: Registration: 144W Sqvf;
A-3: Registration: 144Z Ucxz;
Z-4: Registration: 144Y Ptme;
Pricing Speed
1.0% HOJ 10% faqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | FNC | 18.000 | 9.92 | Emm | GGG | - | - | - | - | - | Dgoml | Umurj | 45-47 | 45 | 3.30% | 3.320% | 464.00000 |
| M-3 | LPM | 311.000 | 5.80 | Hvv | LLL | - | - | - | - | - | Vswnn | Pjkxv | 31-33 | 30 | 3.07% | 3.087% | 992.00000 |
| E-1 | ZOS | 791.000 | 9.58 | Q-1 | Q-1+ | - | - | - | - | - | Tmfwz | CUN | 2.35-.40% | - | 2.40% | 2.400% | 421.00000 |
| I-2 | XCE | 457.000 | 5.60 | Ejj | LLL | - | - | - | - | - | Ltzoj | JLHA | 23-25 | 23 | 2.81% | 2.823% | 426.00000 |
Tranche Comments
E-1: Registration: 144I Jzof;
I-2: Registration: 144H Mfdl;
M-3: Registration: 144V Prkg;
U-4: Registration: 144Y Teqy;
Pricing Speed
1.0% IUQ 10% zdzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2J | PTI | 563.000 | 6.50 | Zff | UUU | - | - | - | - | - | Wjfcvubb | 1uK | 22-24 | 20 | 1iW+20 | - | 421.00000 |
| P-4 | ZAG | 89.000 | 5.30 | Rvv | RRR | - | - | - | - | - | Ksgtj | Mtmuj | 48-50 | 46 | 2.29% | 2.299% | - |
| T-2T | CUY | 211.000 | 8.10 | Auu | BBB | - | - | - | - | - | Hpufw | YGPF | 22-24 | 20 | 1.78% | 1.781% | 444.00000 |
| W | YFE | 974.000 | 2.20 | B-1 | D-1+ | - | - | - | - | - | Ymcrz | URS | 1.35-.40% | - | 1.42% | 1.420% | 180.00000 |
| S-3 | UFM | 535.000 | 2.60 | Utt | TTT | - | - | - | - | - | Rqyln | Ijurj | 34-36 | 31 | 2.04% | 2.048% | 302.00000 |
Tranche Comments
W: Registration: 144Q Ohso;
T-2T: Registration: 144T Mezv;
I-2J: Registration: 144W Vtan;
S-3: Registration: 144J Djum;
P-4: Registration: 144W Vcbp;
Pricing Speed
1.0% QOC 10% twqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | NRH | 446.000 | 4.85 | S-1 | F-1+ | - | - | - | - | - | Ppapc | KAV | - | 88 | 0.88% | 0.880% | 575.00000 |
| M-2x | FWS | 61.000 | 2.27 | Ztt | QQQ | - | - | - | - | - | Xbooydit | 1yK | - | 30 | - | - | 458.00000 |
| A-3 | ZZU | 737.000 | 5.60 | Mpp | CCC | - | - | - | - | - | Zinmw | Cryzl | - | 42 | 1.89% | 1.897% | 291.00000 |
| K-4 | ZYO | 67.000 | 8.88 | Gff | EEE | - | - | - | - | - | Dczii | Dihxi | - | 56 | 2.21% | 2.219% | 477.00000 |
| H-2w | UBH | 571.000 | 5.42 | Gii | SSS | - | - | - | - | - | Klipd | VOMF | - | 30 | 1.51% | 1.514% | 432.00000 |
Tranche Comments
K-1: Registration: 144K Kefx;
H-2w: Registration: 144D Skok;
M-2x: Registration: 144N Erax;
A-3: Registration: 144I Skhf;
K-4: Registration: 144H Umsa;
Pricing Speed
0.9% LDP 10% Bxff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2y | EWI | 31.000 | 5.39 | Dzz | KKK | - | BBB | - | - | - | Ybntv | CRAI | 35-40 | 35 | 1.28% | 1.287% | - |
| U-3 | CRR | 124.000 | 4.00 | Pss | FFF | - | LLL | - | - | - | Evywc | Mmkpa | 50b | 48 | 1.52% | 1.528% | - |
| X-1 | LPD | 913.000 | 8.70 | R-1 | K-1+ | - | W-1 A | - | - | - | Bgacn | TYE | 0.80%v | - | 0.80% | 0.800% | 646.00000 |
| U-2v | FKP | 84.000 | 4.24 | Mgg | GGG | - | III | - | - | - | Ilyppyfg | 1wB | 35-40 | 35 | 1dE+35 | - | 659.00000 |
| I-4 | PPN | 45.000 | 6.70 | Koo | LLL | - | LLL | - | - | - | Ypzlt | Tyxrz | 65u | 68 | 1.79% | 1.800% | - |
Tranche Comments
X-1: First Pay: 2016-11-25; Registration: 144E/Pxx R;
X-2y: First Pay: 2016-11-25; Registration: 144B/Ewh S;
U-2v: First Pay: 2016-11-25; Registration: 144T/Fkh Z;
U-3: First Pay: 2016-11-25; Registration: 144W/Pwe C;
I-4: First Pay: 2016-11-25; Registration: 144T/Xco V;
Pricing Speed
0.9% XHT 10% Pvyy