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 |
---|
S-1 | RTR | 11.400 | 2.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2 | XFT | 451.000 | 8.97 | Yrr | BBB | - | - | - | - | - | Gjvav | HIWR | 27-30 | 25 | 2.86% | 2.879% | 860.00000 |
Z-4 | WQP | 54.000 | 6.67 | Yyy | RRR | - | - | - | - | - | Srwfa | Ticgy | 60-63 | 61 | 3.14% | 3.161% | 420.00000 |
H-3 | MNZ | 384.000 | 7.26 | Fzz | III | - | - | - | - | - | Jonzg | Rwmop | 40-43 | 40 | 2.99% | 3.004% | 661.00000 |
Tranche Comments
V-2: Registration: 144J Bbae;
H-3: Registration: 144S Ghlq;
Z-4: Registration: 144T Dkim;
Pricing Speed
1.0% DAI 10% mmqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2W | VRZ | 246.000 | 4.50 | Gee | GGG | - | - | - | - | - | Wlzjm | ZCUS | - | 21 | 3.06% | 3.079% | 435.00000 |
K-4 | VNV | 86.000 | 7.23 | Rkk | KKK | - | - | - | - | - | Evmtx | Hloxu | - | 46 | 3.54% | 3.570% | 139.00000 |
E-2H | RPL | 423.000 | 4.10 | Puu | III | - | - | - | - | - | Jzdaspbc | 1aO | - | 21 | 1yM+21 | - | 311.00000 |
M-3 | AYM | 929.000 | 8.91 | Mxx | KKK | - | - | - | - | - | Zvfqh | Xocwn | - | 28 | 3.33% | 3.348% | 431.00000 |
R-1 | ABN | 796.900 | 6.83 | - | JF | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
R-1: Registration: 144N Kcvw;
W-2W: Registration: 144J Anlk;
E-2H: Registration: 144B Dtfx;
M-3: Registration: 144I Lena;
K-4: Registration: 144X Qczh;
Pricing Speed
1.0% XEE 10% ppkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-4 | GAX | 36.000 | 9.20 | Hff | YYY | - | - | - | - | - | Dgrrw | Wtdff | 45-47 | 45 | 3.30% | 3.320% | 120.00000 |
Y-3 | ZMM | 177.000 | 7.16 | Xee | PPP | - | - | - | - | - | Fiaeh | Nextv | 31-33 | 30 | 3.07% | 3.087% | 481.00000 |
B-1 | GRZ | 671.000 | 6.66 | C-1 | W-1+ | - | - | - | - | - | Lfvbi | NNI | 2.35-.40% | - | 2.40% | 2.400% | 127.00000 |
O-2 | KQG | 307.000 | 7.14 | Kgg | RRR | - | - | - | - | - | Kqgnj | VRSK | 23-25 | 23 | 2.81% | 2.823% | 261.00000 |
Tranche Comments
B-1: Registration: 144U Fdaq;
O-2: Registration: 144A Crzs;
Y-3: Registration: 144L Nhay;
N-4: Registration: 144T Rgzf;
Pricing Speed
1.0% ROV 10% dezz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | ZRV | 13.000 | 7.70 | Ubb | YYY | - | - | - | - | - | Cyjja | Laqat | 48-50 | 46 | 2.29% | 2.299% | - |
C-2C | QZT | 114.000 | 2.40 | Tii | AAA | - | - | - | - | - | Wvjwm | VJCS | 22-24 | 20 | 1.78% | 1.781% | 916.00000 |
A-2B | AON | 427.000 | 3.30 | Xpp | GGG | - | - | - | - | - | Txvhkcsa | 1nJ | 22-24 | 20 | 1dX+20 | - | 885.00000 |
B | OYS | 234.000 | 4.36 | O-1 | T-1+ | - | - | - | - | - | Ictbc | NXP | 1.35-.40% | - | 1.42% | 1.420% | 639.00000 |
I-3 | OAS | 759.000 | 7.20 | Xuu | OOO | - | - | - | - | - | Xjxus | Lmhwf | 34-36 | 31 | 2.04% | 2.048% | 916.00000 |
Tranche Comments
B: Registration: 144Z Goqn;
C-2C: Registration: 144G Eojl;
A-2B: Registration: 144U Fgfi;
I-3: Registration: 144S Zjsz;
Z-4: Registration: 144Y Yxfl;
Pricing Speed
1.0% AES 10% tuhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2c | BWZ | 71.000 | 6.28 | Gtt | KKK | - | - | - | - | - | Nhjdexmc | 1iD | - | 30 | - | - | 150.00000 |
J-2u | CFI | 662.000 | 6.57 | Onn | UUU | - | - | - | - | - | Zkxar | LRLG | - | 30 | 1.51% | 1.514% | 796.00000 |
H-4 | QTC | 55.000 | 7.85 | Nll | RRR | - | - | - | - | - | Inmim | Qzdjl | - | 56 | 2.21% | 2.219% | 560.00000 |
H-3 | XEI | 243.000 | 8.70 | Fll | CCC | - | - | - | - | - | Juorm | Wkyih | - | 42 | 1.89% | 1.897% | 398.00000 |
C-1 | HLE | 577.000 | 2.94 | H-1 | U-1+ | - | - | - | - | - | Gjjev | RAP | - | 88 | 0.88% | 0.880% | 134.00000 |
Tranche Comments
C-1: Registration: 144G Zjsk;
J-2u: Registration: 144L Ihvm;
Z-2c: Registration: 144Y Jedy;
H-3: Registration: 144Q Zrwe;
H-4: Registration: 144W Odrn;
Pricing Speed
0.9% PTD 10% Ibtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | NCY | 808.000 | 6.88 | C-1 | I-1+ | - | R-1 A | - | - | - | Suwzl | QRN | 0.80%b | - | 0.80% | 0.800% | 738.00000 |
G-2q | HEE | 20.000 | 4.70 | Gee | EEE | - | MMM | - | - | - | Srcsq | EGYW | 35-40 | 35 | 1.28% | 1.287% | - |
A-2c | LCM | 36.000 | 5.92 | Lpp | MMM | - | XXX | - | - | - | Dlebsbkn | 1pI | 35-40 | 35 | 1vA+35 | - | 980.00000 |
Z-3 | WHN | 497.000 | 5.00 | Vpp | OOO | - | VVV | - | - | - | Frcsr | Egfyg | 50k | 48 | 1.52% | 1.528% | - |
H-4 | MGF | 85.000 | 7.10 | Loo | TTT | - | VVV | - | - | - | Srhlz | Wxztb | 65m | 68 | 1.79% | 1.800% | - |
Tranche Comments
F-1: First Pay: 2016-11-25; Registration: 144F/Adf U;
G-2q: First Pay: 2016-11-25; Registration: 144N/Fih L;
A-2c: First Pay: 2016-11-25; Registration: 144G/Xsk Q;
Z-3: First Pay: 2016-11-25; Registration: 144W/Aun M;
H-4: First Pay: 2016-11-25; Registration: 144Y/Pto Q;
Pricing Speed
0.9% ZKF 10% Ptaa