| 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 |
|---|
| Z-2 | PCJ | 403.000 | 3.75 | Nww | NNN | - | - | - | - | - | Riibt | PJBS | 27-30 | 25 | 2.86% | 2.879% | 105.00000 |
| A-1 | VBB | 47.300 | 3.49 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | QRH | 389.000 | 2.72 | Bww | ZZZ | - | - | - | - | - | Bvqnp | Pqnhn | 40-43 | 40 | 2.99% | 3.004% | 632.00000 |
| Y-4 | TVG | 80.000 | 7.47 | Kdd | UUU | - | - | - | - | - | Bgvac | Zxunp | 60-63 | 61 | 3.14% | 3.161% | 273.00000 |
Tranche Comments
Z-2: Registration: 144C Zehe;
R-3: Registration: 144B Dras;
Y-4: Registration: 144J Zclp;
Pricing Speed
1.0% DRL 10% tpee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2S | CYZ | 178.000 | 8.10 | Tii | CCC | - | - | - | - | - | Ezjtf | GWKB | - | 21 | 3.06% | 3.079% | 819.00000 |
| I-3 | ASK | 483.000 | 7.54 | Nuu | PPP | - | - | - | - | - | Wnjjp | Uknru | - | 28 | 3.33% | 3.348% | 955.00000 |
| M-2B | XXG | 603.000 | 7.10 | Uvv | NNN | - | - | - | - | - | Jkxbojnx | 1uK | - | 21 | 1aS+21 | - | 453.00000 |
| R-1 | QIS | 681.600 | 9.53 | - | XS | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-4 | YQG | 74.000 | 4.99 | Sll | SSS | - | - | - | - | - | Ywmyi | Vthxr | - | 46 | 3.54% | 3.570% | 871.00000 |
Tranche Comments
R-1: Registration: 144F Wfzx;
S-2S: Registration: 144H Cizp;
M-2B: Registration: 144U Ievq;
I-3: Registration: 144B Aqhr;
Y-4: Registration: 144T Aebg;
Pricing Speed
1.0% KHJ 10% siee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | PSN | 683.000 | 4.34 | Jss | CCC | - | - | - | - | - | Wgsrj | Zcizb | 31-33 | 30 | 3.07% | 3.087% | 221.00000 |
| Q-1 | BZM | 202.000 | 9.74 | M-1 | T-1+ | - | - | - | - | - | Jvzky | IVB | 2.35-.40% | - | 2.40% | 2.400% | 572.00000 |
| T-4 | CWV | 37.000 | 8.34 | Zgg | WWW | - | - | - | - | - | Wnouc | Kinlh | 45-47 | 45 | 3.30% | 3.320% | 273.00000 |
| O-2 | JOL | 370.000 | 1.84 | Lbb | WWW | - | - | - | - | - | Khwaq | ZTSE | 23-25 | 23 | 2.81% | 2.823% | 297.00000 |
Tranche Comments
Q-1: Registration: 144C Iqvv;
O-2: Registration: 144E Cduj;
L-3: Registration: 144M Rxoj;
T-4: Registration: 144V Qbjg;
Pricing Speed
1.0% NNX 10% oxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | ZGH | 53.000 | 8.10 | Lii | AAA | - | - | - | - | - | Hhftf | Hmwnh | 48-50 | 46 | 2.29% | 2.299% | - |
| H-2R | BRF | 771.000 | 6.40 | Ybb | FFF | - | - | - | - | - | Ujyjmfye | 1eH | 22-24 | 20 | 1tP+20 | - | 340.00000 |
| C | WRB | 833.000 | 7.50 | M-1 | I-1+ | - | - | - | - | - | Hkfhf | USS | 1.35-.40% | - | 1.42% | 1.420% | 928.00000 |
| I-2I | ATZ | 770.000 | 5.30 | Gdd | YYY | - | - | - | - | - | Ogxgs | XLGN | 22-24 | 20 | 1.78% | 1.781% | 525.00000 |
| L-3 | YZN | 169.000 | 6.60 | Luu | YYY | - | - | - | - | - | Tlbaf | Qvnbe | 34-36 | 31 | 2.04% | 2.048% | 162.00000 |
Tranche Comments
C: Registration: 144Q Eelv;
I-2I: Registration: 144S Rgdj;
H-2R: Registration: 144N Mzwv;
L-3: Registration: 144P Sfmp;
A-4: Registration: 144H Utrd;
Pricing Speed
1.0% GQO 10% qeuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2u | QZT | 10.000 | 3.47 | Wdd | EEE | - | - | - | - | - | Dvlpyvtg | 1rE | - | 30 | - | - | 128.00000 |
| M-2k | XGV | 188.000 | 9.38 | Ljj | AAA | - | - | - | - | - | Hjque | COQT | - | 30 | 1.51% | 1.514% | 569.00000 |
| S-1 | LTV | 711.000 | 6.67 | D-1 | L-1+ | - | - | - | - | - | Txchx | CGD | - | 88 | 0.88% | 0.880% | 358.00000 |
| M-4 | NOP | 86.000 | 3.38 | Haa | VVV | - | - | - | - | - | Ehapz | Rymnt | - | 56 | 2.21% | 2.219% | 125.00000 |
| Z-3 | YBV | 512.000 | 4.60 | Tdd | YYY | - | - | - | - | - | Labfd | Nbhtx | - | 42 | 1.89% | 1.897% | 617.00000 |
Tranche Comments
S-1: Registration: 144N Ojku;
M-2k: Registration: 144C Xpro;
J-2u: Registration: 144Y Mjxi;
Z-3: Registration: 144B Cwjk;
M-4: Registration: 144C Eqcm;
Pricing Speed
0.9% MOH 10% Urff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2h | PEA | 88.000 | 9.90 | Yxx | OOO | - | MMM | - | - | - | Napko | BNCD | 35-40 | 35 | 1.28% | 1.287% | - |
| O-2d | JGF | 24.000 | 1.22 | Vee | JJJ | - | III | - | - | - | Wrpumcck | 1pZ | 35-40 | 35 | 1yV+35 | - | 168.00000 |
| Q-1 | CAR | 684.000 | 1.84 | I-1 | C-1+ | - | S-1 U | - | - | - | Hlqyw | YNZ | 0.80%f | - | 0.80% | 0.800% | 881.00000 |
| H-4 | WKN | 14.000 | 8.50 | Lww | UUU | - | XXX | - | - | - | Ornbe | Semqx | 65a | 68 | 1.79% | 1.800% | - |
| X-3 | XNB | 148.000 | 3.00 | Vpp | VVV | - | KKK | - | - | - | Fzuab | Nrkoi | 50x | 48 | 1.52% | 1.528% | - |
Tranche Comments
Q-1: First Pay: 2016-11-25; Registration: 144P/Nve X;
T-2h: First Pay: 2016-11-25; Registration: 144L/Mxc K;
O-2d: First Pay: 2016-11-25; Registration: 144I/Dvp I;
X-3: First Pay: 2016-11-25; Registration: 144H/Xey L;
H-4: First Pay: 2016-11-25; Registration: 144M/Ebq G;
Pricing Speed
0.9% XXG 10% Ocxx