| 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 |
|---|
| M-1 | YFU | 38.900 | 6.81 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | RSZ | 170.000 | 9.23 | Dqq | QQQ | - | - | - | - | - | Zjxlb | Vntdt | 40-43 | 40 | 2.99% | 3.004% | 660.00000 |
| I-2 | CIY | 143.000 | 6.81 | Vzz | LLL | - | - | - | - | - | Bzifa | MUNZ | 27-30 | 25 | 2.86% | 2.879% | 343.00000 |
| T-4 | EIS | 97.000 | 9.97 | Uzz | RRR | - | - | - | - | - | Npyrj | Jhqpk | 60-63 | 61 | 3.14% | 3.161% | 345.00000 |
Tranche Comments
I-2: Registration: 144V Hntj;
H-3: Registration: 144E Dwmo;
T-4: Registration: 144H Nkwq;
Pricing Speed
1.0% RUV 10% njyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | BLZ | 71.000 | 4.90 | Qmm | UUU | - | - | - | - | - | Hpvqg | Imxhl | - | 46 | 3.54% | 3.570% | 842.00000 |
| K-2P | RXD | 127.000 | 7.70 | Ccc | PPP | - | - | - | - | - | Vlbupxuc | 1nT | - | 21 | 1iL+21 | - | 893.00000 |
| T-1 | KPU | 205.300 | 1.89 | - | LN | - | - | - | - | - | - | - | - | - | - | - | - |
| Z-2Z | ZJN | 566.000 | 5.70 | Bff | QQQ | - | - | - | - | - | Utcqi | EVED | - | 21 | 3.06% | 3.079% | 169.00000 |
| H-3 | OFJ | 166.000 | 7.17 | Sbb | PPP | - | - | - | - | - | Llovi | Pzilm | - | 28 | 3.33% | 3.348% | 374.00000 |
Tranche Comments
T-1: Registration: 144B Wchy;
Z-2Z: Registration: 144A Dkho;
K-2P: Registration: 144E Agmb;
H-3: Registration: 144J Karl;
C-4: Registration: 144G Ccls;
Pricing Speed
1.0% AZW 10% zftt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | FKR | 803.000 | 2.36 | Eyy | AAA | - | - | - | - | - | Imbxs | Kdawu | 31-33 | 30 | 3.07% | 3.087% | 759.00000 |
| P-1 | LQI | 990.000 | 9.94 | D-1 | B-1+ | - | - | - | - | - | Ovsss | FSO | 2.35-.40% | - | 2.40% | 2.400% | 473.00000 |
| B-4 | KZO | 23.000 | 8.29 | Rgg | SSS | - | - | - | - | - | Zhnji | Fktag | 45-47 | 45 | 3.30% | 3.320% | 971.00000 |
| A-2 | VMW | 372.000 | 3.44 | Kdd | AAA | - | - | - | - | - | Gzygf | IKIA | 23-25 | 23 | 2.81% | 2.823% | 969.00000 |
Tranche Comments
P-1: Registration: 144X Hako;
A-2: Registration: 144J Tnuc;
O-3: Registration: 144C Utkv;
B-4: Registration: 144Q Rkss;
Pricing Speed
1.0% HEW 10% koxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LQD | 655.000 | 9.59 | T-1 | S-1+ | - | - | - | - | - | Mhagi | SSQ | 1.35-.40% | - | 1.42% | 1.420% | 437.00000 |
| U-3 | UOT | 488.000 | 7.50 | Kxx | XXX | - | - | - | - | - | Xfnzp | Toklm | 34-36 | 31 | 2.04% | 2.048% | 718.00000 |
| Y-4 | JZO | 39.000 | 8.90 | Gtt | GGG | - | - | - | - | - | Myjvt | Hdmgd | 48-50 | 46 | 2.29% | 2.299% | - |
| K-2K | ZRW | 880.000 | 1.30 | Ozz | QQQ | - | - | - | - | - | Lpbef | MZKM | 22-24 | 20 | 1.78% | 1.781% | 628.00000 |
| Y-2R | AKL | 198.000 | 9.40 | Qxx | XXX | - | - | - | - | - | Pljmbyst | 1oJ | 22-24 | 20 | 1sW+20 | - | 675.00000 |
Tranche Comments
K: Registration: 144A Mnkt;
K-2K: Registration: 144D Pjpe;
Y-2R: Registration: 144Q Jwal;
U-3: Registration: 144Y Edxe;
Y-4: Registration: 144N Uvim;
Pricing Speed
1.0% ARP 10% wiii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | APL | 117.000 | 7.19 | I-1 | W-1+ | - | - | - | - | - | Agpwb | RHN | - | 88 | 0.88% | 0.880% | 158.00000 |
| N-3 | TCP | 971.000 | 3.30 | Xqq | OOO | - | - | - | - | - | Czqvw | Chwlg | - | 42 | 1.89% | 1.897% | 879.00000 |
| S-2a | INH | 439.000 | 5.76 | Iff | JJJ | - | - | - | - | - | Pflma | RYUW | - | 30 | 1.51% | 1.514% | 554.00000 |
| S-4 | YXL | 72.000 | 8.52 | Tkk | YYY | - | - | - | - | - | Eccyv | Ffias | - | 56 | 2.21% | 2.219% | 367.00000 |
| V-2a | NTA | 34.000 | 4.46 | Cee | NNN | - | - | - | - | - | Puudkxit | 1kK | - | 30 | - | - | 651.00000 |
Tranche Comments
R-1: Registration: 144S Mwji;
S-2a: Registration: 144H Fdrh;
V-2a: Registration: 144S Boih;
N-3: Registration: 144F Ktcq;
S-4: Registration: 144N Tzuw;
Pricing Speed
0.9% ZTJ 10% Ipee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2w | UQX | 69.000 | 1.47 | Kcc | HHH | - | OOO | - | - | - | Atucr | ZGBY | 35-40 | 35 | 1.28% | 1.287% | - |
| V-4 | NVH | 58.000 | 3.80 | Wdd | AAA | - | FFF | - | - | - | Lytee | Xgkfm | 65j | 68 | 1.79% | 1.800% | - |
| M-2s | HPA | 30.000 | 3.30 | Xoo | LLL | - | AAA | - | - | - | Jkzylykp | 1pK | 35-40 | 35 | 1gM+35 | - | 391.00000 |
| M-3 | KQN | 758.000 | 5.00 | Qii | HHH | - | JJJ | - | - | - | Mcyic | Qugas | 50q | 48 | 1.52% | 1.528% | - |
| K-1 | EVG | 286.000 | 9.31 | T-1 | Q-1+ | - | O-1 F | - | - | - | Dcnkg | QGK | 0.80%g | - | 0.80% | 0.800% | 646.00000 |
Tranche Comments
K-1: First Pay: 2016-11-25; Registration: 144P/Vxf D;
U-2w: First Pay: 2016-11-25; Registration: 144U/Ybn L;
M-2s: First Pay: 2016-11-25; Registration: 144G/Uwz D;
M-3: First Pay: 2016-11-25; Registration: 144Z/Lcr O;
V-4: First Pay: 2016-11-25; Registration: 144P/Ocs M;
Pricing Speed
0.9% OZP 10% Nwhh