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 |
---|
U-4 | EVX | 88.000 | 1.98 | Dvv | LLL | - | - | - | - | - | Fkuef | Kubth | 60-63 | 61 | 3.14% | 3.161% | 382.00000 |
R-2 | AIA | 311.000 | 1.35 | Rii | UUU | - | - | - | - | - | Ypqll | TDZZ | 27-30 | 25 | 2.86% | 2.879% | 302.00000 |
D-1 | NUE | 44.800 | 1.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-3 | MNA | 975.000 | 8.36 | Ynn | TTT | - | - | - | - | - | Whmjb | Fmlep | 40-43 | 40 | 2.99% | 3.004% | 208.00000 |
Tranche Comments
R-2: Registration: 144S Inlu;
O-3: Registration: 144E Tohn;
U-4: Registration: 144W Nppc;
Pricing Speed
1.0% ARD 10% qtff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-4 | IEQ | 96.000 | 8.24 | Ecc | RRR | - | - | - | - | - | Fqgob | Rdbaq | - | 46 | 3.54% | 3.570% | 754.00000 |
Y-2E | PZI | 886.000 | 2.30 | Qaa | III | - | - | - | - | - | Xrdjspev | 1kC | - | 21 | 1aM+21 | - | 348.00000 |
R-3 | GAH | 658.000 | 5.10 | Eee | NNN | - | - | - | - | - | Kxknx | Iyvao | - | 28 | 3.33% | 3.348% | 176.00000 |
C-1 | TOK | 496.700 | 2.32 | - | ZD | - | - | - | - | - | - | - | - | - | - | - | - |
V-2V | CAV | 577.000 | 1.50 | Laa | KKK | - | - | - | - | - | Yufku | MMWF | - | 21 | 3.06% | 3.079% | 819.00000 |
Tranche Comments
C-1: Registration: 144M Ydum;
V-2V: Registration: 144P Qzhj;
Y-2E: Registration: 144X Xdmb;
R-3: Registration: 144J Krts;
X-4: Registration: 144W Lgqx;
Pricing Speed
1.0% ZQM 10% dmrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | WPP | 76.000 | 4.70 | Icc | FFF | - | - | - | - | - | Hwtck | Avgyj | 45-47 | 45 | 3.30% | 3.320% | 903.00000 |
A-1 | JFM | 141.000 | 1.77 | L-1 | X-1+ | - | - | - | - | - | Ozfkl | OKR | 2.35-.40% | - | 2.40% | 2.400% | 269.00000 |
V-3 | NVO | 674.000 | 3.17 | Imm | YYY | - | - | - | - | - | Uwzyd | Uqaip | 31-33 | 30 | 3.07% | 3.087% | 422.00000 |
N-2 | UZK | 871.000 | 3.69 | Jaa | EEE | - | - | - | - | - | Bwgzu | PMPB | 23-25 | 23 | 2.81% | 2.823% | 602.00000 |
Tranche Comments
A-1: Registration: 144M Zvlk;
N-2: Registration: 144R Diiv;
V-3: Registration: 144W Iinu;
F-4: Registration: 144B Nxmr;
Pricing Speed
1.0% REK 10% funn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | TLZ | 995.000 | 6.72 | M-1 | L-1+ | - | - | - | - | - | Sfiwc | ANZ | 1.35-.40% | - | 1.42% | 1.420% | 963.00000 |
X-2X | FLS | 956.000 | 3.10 | Ukk | LLL | - | - | - | - | - | Zlhwg | IYII | 22-24 | 20 | 1.78% | 1.781% | 395.00000 |
V-2L | YAW | 155.000 | 8.50 | Vnn | III | - | - | - | - | - | Zphfpevm | 1qC | 22-24 | 20 | 1kR+20 | - | 951.00000 |
N-3 | YHE | 579.000 | 1.30 | Hee | QQQ | - | - | - | - | - | Tibai | Rjenb | 34-36 | 31 | 2.04% | 2.048% | 886.00000 |
A-4 | HAV | 38.000 | 5.50 | Khh | VVV | - | - | - | - | - | Srhtz | Medzn | 48-50 | 46 | 2.29% | 2.299% | - |
Tranche Comments
P: Registration: 144K Qjsj;
X-2X: Registration: 144I Fejk;
V-2L: Registration: 144H Ubel;
N-3: Registration: 144Y Puao;
A-4: Registration: 144N Ybra;
Pricing Speed
1.0% RDA 10% etpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2a | GNN | 673.000 | 4.65 | Mii | YYY | - | - | - | - | - | Iorul | ZJBW | - | 30 | 1.51% | 1.514% | 350.00000 |
J-2n | YMR | 48.000 | 8.90 | Raa | III | - | - | - | - | - | Dydlrvig | 1cU | - | 30 | - | - | 620.00000 |
Q-1 | IJS | 169.000 | 4.91 | M-1 | H-1+ | - | - | - | - | - | Nvbtd | MZV | - | 88 | 0.88% | 0.880% | 308.00000 |
R-3 | VKH | 317.000 | 7.20 | Wbb | FFF | - | - | - | - | - | Fklel | Fwyvc | - | 42 | 1.89% | 1.897% | 716.00000 |
Q-4 | EJJ | 87.000 | 1.39 | Opp | HHH | - | - | - | - | - | Btcav | Ubnbm | - | 56 | 2.21% | 2.219% | 977.00000 |
Tranche Comments
Q-1: Registration: 144H Psix;
J-2a: Registration: 144A Uqhi;
J-2n: Registration: 144L Ilhl;
R-3: Registration: 144T Cbzh;
Q-4: Registration: 144B Fzdq;
Pricing Speed
0.9% ATT 10% Vsxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | PIH | 38.000 | 4.20 | Pmm | XXX | - | MMM | - | - | - | Chyzr | Inohd | 65d | 68 | 1.79% | 1.800% | - |
X-2c | MWK | 12.000 | 6.14 | Ooo | ZZZ | - | QQQ | - | - | - | Hlmyzqvz | 1sP | 35-40 | 35 | 1oP+35 | - | 705.00000 |
F-3 | EIN | 872.000 | 7.00 | Rdd | YYY | - | LLL | - | - | - | Konrk | Udjom | 50s | 48 | 1.52% | 1.528% | - |
W-2m | HZI | 52.000 | 8.51 | Lhh | TTT | - | GGG | - | - | - | Tcpwp | WENZ | 35-40 | 35 | 1.28% | 1.287% | - |
L-1 | MJG | 809.000 | 9.49 | L-1 | P-1+ | - | C-1 P | - | - | - | Vjkqw | MYN | 0.80%v | - | 0.80% | 0.800% | 926.00000 |
Tranche Comments
L-1: First Pay: 2016-11-25; Registration: 144V/Vfc X;
W-2m: First Pay: 2016-11-25; Registration: 144A/Qzo D;
X-2c: First Pay: 2016-11-25; Registration: 144E/Fyd K;
F-3: First Pay: 2016-11-25; Registration: 144Y/Xag T;
Q-4: First Pay: 2016-11-25; Registration: 144U/Hud J;
Pricing Speed
0.9% QHD 10% Xcmm