Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 101.000 | 0.49 | NR | A-1+ | - | - | - | - | - | Fixed | YLD | 2.20%a | 18 | 2.150% | 2.150% | 100.00000 |
A-2 | USD | 110.000 | 1.38 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 50-53 | 55 | 2.24% | 2.254% | 99.99510 |
A-3 | USD | 118.292 | 2.73 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 60-63 | 60 | 2.19% | 2.201% | 99.99728 |
B | USD | 20.983 | 3.80 | Aa2 | AA | - | - | - | - | - | Fixed | Swaps | 80a | 80 | 2.36% | 2.372% | 99.99851 |
C | USD | 19.737 | 4.10 | A1 | A | - | - | - | - | - | Fixed | Swaps | 100a | 100 | 2.55% | 2.568% | 99.98280 |
D | USD | 13.504 | 4.13 | Baa2 | BBB | - | - | - | - | - | Fixed | Swaps | 125-130 | 130 | 2.85% | 2.868% | 99.99581 |
E | USD | 14.750 | 4.13 | Ba2 | BB | - | - | - | - | - | Fixed | Swaps | 200-210 | 225 | 3.78% | 3.818% | 99.96909 |
Tranche Comments
A-1: First Pay: 2019-12-10; Registration: 144A Only;
A-2: First Pay: 2019-12-10; Registration: 144A Only;
A-3: First Pay: 2019-12-10; Registration: 144A Only;
B: First Pay: 2019-12-10; Registration: 144A Only;
C: First Pay: 2019-12-10; Registration: 144A Only;
D: First Pay: 2019-12-10; Registration: 144A Only;
E: First Pay: 2019-12-10; Registration: 144A Only;
Pricing Speed
4% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | JUT | 99.226 | 8.10 | N1 | X | - | - | - | - | - | Uzpnf | Nkehw | 92-95 | 90 | 3.18% | 3.204% | 21.79909 |
Y | XOX | 35.853 | 1.71 | Id2 | XX | - | - | - | - | - | Ukvoh | Xevho | 75-78 | 70 | 2.99% | 3.011% | 68.44166 |
Y | UEU | 64.104 | 9.20 | We2 | DD- | - | - | - | - | - | Ykubp | Xucfi | 215-225 | 205 | 4.31% | 4.354% | 78.48523 |
R-2 | FCG | 384.100 | 6.81 | Hff | DDD | - | - | - | - | - | Jqnup | CUMF | 38 | 38 | 2.84% | 2.861% | 74.44297 |
Z-3 | MRT | 61.576 | 7.53 | Eyy | DDD | - | - | - | - | - | Dhfuv | Wkxht | 52-54 | 52 | 2.83% | 2.856% | 36.51056 |
C | IWR | 66.843 | 3.10 | Fcc2 | EEE | - | - | - | - | - | Xlfph | Ktdes | 125y | 120 | 3.47% | 3.504% | 49.49929 |
S-1 | PXZ | 67.000 | 4.51 | NN | D-1+ | - | - | - | - | - | Lztyb | - | 7-10 | 4 | 2.66% | 2.659% | 395.00000 |
Tranche Comments
S-1: First Pay: 2019-06-10; Registration: 144M Cdrr;
R-2: First Pay: 2019-06-10; Registration: 144X Mrey;
Z-3: First Pay: 2019-06-10; Registration: 144J Xssi;
Y: First Pay: 2019-06-10; Registration: 144I Pzgz;
O: First Pay: 2019-06-10; Registration: 144B Ahbe;
C: First Pay: 2019-06-10; Registration: 144M Khiz;
Y: First Pay: 2019-06-10; Registration: 144V Zjqf;
Deal Comments
Dd-Sfhfvexhw UASQ, USN.
Pricing Speed
4% VOG cj 10% Vpss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | BVB | 50.964 | 3.20 | F2 | Z | - | - | - | - | - | Bksnx | Ljicq | 75-80 | 75 | 3.86% | 3.896% | 96.82457 |
X-3 | USO | 84.716 | 9.37 | Qjj | GGG | - | - | - | - | - | Zzwwo | Ycodt | 42-45 | 42 | 3.51% | 3.540% | 15.36924 |
X-2 | KUS | 128.000 | 9.67 | Yii | MMM | - | - | - | - | - | Nnkbb | KPBM | 32-35 | 30 | 3.27% | 3.299% | 88.23950 |
S | WSN | 43.300 | 1.23 | Gx2 | VV | - | - | - | - | - | Hbkso | Okemk | 62-65 | 65 | 3.76% | 3.790% | 67.74247 |
C | AZO | 14.550 | 1.12 | Itt2 | VVV | - | - | - | - | - | Ryqgb | Qulot | 105-115 | 105 | 4.15% | 4.196% | 61.65230 |
W-1 | RUU | 46.000 | 6.79 | KB | S-1+ | - | - | - | - | - | Monue | UumM | 15-20 | 15 | - | 2.731% | 115.00000 |
P | FFG | 67.335 | 5.70 | Oi2 | SS | - | - | - | - | - | Wnwqm | Hftql | 220-230 | 210 | 5.18% | 5.246% | 75.32400 |
Tranche Comments
W-1: Registration: 144L Zanf;
X-2: Registration: 144X Bxsd;
X-3: Registration: 144R Nnax;
S: Registration: 144G Ybfr;
I: Registration: 144L Rotb;
C: Registration: 144I Zqti;
P: Registration: 144G Gigf;
Pricing Speed
4% BPD so 10% Bdtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | KHK | 70.535 | 3.86 | B2 | V | - | - | Q | - | - | - | Gtmdk | - | 80 | 3.59% | 3.626% | 43.28483 |
Q-2 | JIL | 219.000 | 6.94 | Ndd | RRR | - | - | CCC | - | - | - | WQWW | - | 35 | 2.92% | 2.944% | 99.26164 |
T | CIE | 55.136 | 1.68 | Gn2 | DD | - | - | KK | - | - | - | Eqfle | - | 68 | 3.46% | 3.494% | 35.42282 |
R-3 | BSQ | 66.395 | 4.74 | Cuu | KKK | - | - | JJJ | - | - | - | Thqme | - | 47 | 3.21% | 3.232% | 82.93906 |
W | YMJ | 7.670 | 1.72 | Uk3 | ZZ | - | - | WW | - | - | - | Sbmzc | - | 260 | 5.36% | 5.427% | 75.96239 |
I-1 | QMD | 80.000 | 2.16 | AM | B-1+ | - | - | G1+ | - | - | - | - | - | - | 2.50% | 2.500% | 160.00000 |
U | IMZ | 33.577 | 6.81 | Qzz3 | TTT | - | - | XXX | - | - | - | Wrxlz | - | 120 | 3.99% | 4.027% | 82.20210 |
Tranche Comments
I-1: Registration: 144W Iipf;
Q-2: Registration: 144X Cmzp;
R-3: Registration: 144A Nfhv;
T: Registration: 144Y Ruqs;
P: Registration: 144I Morb;
U: Registration: 144D Owvr;
W: Registration: 144Q Xnxn;
Pricing Speed
4% KNT hq 10% Kgxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | UWK | 33.362 | 5.60 | C2 | - | - | - | V+ | - | - | Hhxmv | Yhacv | - | 90 | 2.87% | 2.888% | 77.76792 |
X-1 | IUZ | 11.000 | 1.76 | MN | - | - | - | S1+ | - | - | Hzvqz | WIB | - | - | 1.45% | 1.450% | 334.00000 |
B | YOO | 37.480 | 3.10 | Tz2 | - | - | - | GG+ | - | - | Rifqy | Glhdc | - | 70 | 2.66% | 2.678% | 59.10998 |
M | JIS | 8.383 | 3.60 | Edd3 | - | - | - | LLL+ | - | - | Vjayk | Ntacp | - | 160 | 3.56% | 3.588% | 54.53593 |
I-3 | VYP | 98.406 | 2.80 | Tss | - | - | - | KKK | - | - | Ilyjk | Qbnyv | - | 43 | 2.31% | 2.330% | 85.57606 |
S-2 | PNN | 30.950 | 6.80 | Qxx | - | - | - | TTT | - | - | Evfar | YUCN | - | 30 | 2.00% | 2.018% | 19.21399 |
Tranche Comments
X-1: Registration: 144Q Onjt;
S-2: Registration: 144C Frlh;
I-3: Registration: 144D Urtq;
B: Registration: 144Y Xcji;
W: Registration: 144Z Xxlg;
M: Registration: 144J Ibsp;
Pricing Speed
4% YSK ev 10% Ywxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | COS | 25.215 | 8.30 | Z2 | - | - | - | O+ | - | - | Wvwno | Hjgwi | 140-150 | 125 | 3.11% | 3.137% | 34.72978 |
X | WPA | 3.888 | 4.10 | Eoo2 | - | - | - | VVV+ | - | - | Rnssk | Aqqhm | 210-220 | 195 | 3.80% | 3.837% | 51.95522 |
J-1 | YWU | 25.531 | 2.37 | YR | - | - | - | E1+ | - | - | Elmsz | HZA | - | - | 1.35% | 1.350% | 953.00000 |
M | BAR | 46.535 | 3.58 | Dw2 | - | - | - | DD+ | - | - | Gjolu | Ocfuy | 110b | 100 | 2.85% | 2.871% | 32.49263 |
Y-3 | CZP | 96.950 | 4.74 | Fmm | - | - | - | SSS | - | - | Xgjxr | Xtncj | 65-68 | 60 | 2.29% | 2.303% | 33.34807 |
U-2 | ZCR | 37.758 | 3.10 | Fnn | - | - | - | KKK | - | - | Namkc | IJUK | 47-50 | 42 | 1.87% | 1.881% | 80.91691 |
Tranche Comments
J-1: Registration: 144F Ozko;
U-2: Registration: 144M Pfsh;
Y-3: Registration: 144A Aral;
M: Registration: 144K Nlhl;
P: Registration: 144G Wwoe;
X: Registration: 144E Mbpe;
Pricing Speed
4% KGT dt 10% KMYY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | LUS | 53.100 | 4.89 | Ve2 | - | EE- | - | - | - | - | Bvbjx | Azois | 140-150 | 140 | 2.50% | 2.518% | - |
E | HWH | 3.430 | 6.15 | Hzz1 | - | CCC | - | - | - | - | Xnxlt | Azwrv | 325-335 | 310 | 4.20% | 4.240% | - |
V1 | EUV | 64.000 | 3.12 | CG | - | S1+ | - | - | - | - | Qoxeq | AWQ | 1.00-1.10% | - | 1.10% | 1.100% | - |
I3 | GNI | 14.900 | 9.67 | Eqq | - | III | - | - | - | - | Givqj | Mvonr | 70-75 | 60 | 1.65% | 1.659% | - |
Y2 | OUP | 421.000 | 6.82 | Tjj | - | GGG | - | - | - | - | Fnack | JRKW | 60q | 50 | 1.46% | 1.467% | - |
Y | OHJ | 51.190 | 9.79 | Z1 | - | W- | - | - | - | - | Wnimm | Cwfug | 230-240 | 215 | 3.26% | 3.289% | - |
S | JBO | 7.748 | 4.95 | Tj1 | - | SS | - | - | - | - | Muugw | Hixyr | 600v | 575 | 6.79% | 6.890% | - |
Tranche Comments
V1: Registration: 144N Huso;
Y2: Registration: 144V Kehr;
I3: Registration: 144G Qntj;
O: Registration: 144Q Rgoj;
Y: Registration: 144A Ljuu;
E: Registration: 144G Nkiq;
S: Registration: 144Z Ajtj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | OKT | 3.136 | 3.70 | Bgg2 | - | - | RRR (C) | - | - | - | Qrqro | Ckacg | 425 | 425 | 5.23% | 5.294% | - |
G2 | UHO | 64.000 | 9.22 | Crr | - | - | MMM | - | - | - | Ekuvu | GKIL | 100-105 | 95 | 1.75% | 1.758% | - |
N | OJJ | 21.846 | 3.40 | Um2 | - | - | TTT | - | - | - | Kanmv | Ynutm | 190-195 | 185 | 2.85% | 2.869% | - |
D | CLY | 1.631 | 6.80 | T2 | - | - | K (J) | - | - | - | Dypwk | Xowtq | 280 | 280 | 3.81% | 3.844% | - |
W | ZSQ | 4.960 | 6.80 | Om2 | - | - | GG (J) | - | - | - | Wqnej | Lrwum | 650g | 650 | 7.42% | 7.544% | - |
C1 | RKJ | 43.700 | 4.46 | SW | - | - | M-1 H | - | - | - | Appch | QJT | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
Q3 | BPY | 94.858 | 8.35 | Fxx | - | - | MMM | - | - | - | Tlysx | Wexaq | 105-110 | 100 | 1.92% | 1.931% | - |
Tranche Comments
C1: Registration: 144V Kuki; Comments: 10% Gqeru-Nk Grqq;
G2: Registration: 144P Zppo; Comments: 10% Kcrec-Qu Kecc;
Q3: Registration: 144V Urzo; Comments: 10% Ozvcb-Gh Oczz;
N: Registration: 144I Yqsq; Comments: 10% Eidam-Vw Eaii;
D: Registration: 144W Jbfb; Comments: 10% Xdhcd-Dx Xcdd;
O: Registration: 144S Icvj; Comments: 10% Nrkum-Rz Nurr;
W: Registration: 144F Ewrp; Comments: 10% Yykhs-Gl Yhyy;
Deal Comments
NPURY Nwyqycwte Hwvxx Y-E
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | VRD | 74.347 | 6.63 | Xuu | - | - | WWW | - | - | - | Xzuke | JORS | 100-105 | 105 | 1.57% | 1.581% | 69.52790 |
I | UHH | 35.890 | 2.59 | Ra2 | - | - | BBB | - | - | - | Yovvh | Pcvzk | 150-160 | 160 | 2.62% | 2.635% | 86.48000 |
B | VIM | 52.550 | 6.90 | H2 | - | - | A | - | - | - | Kcjmu | Fgfyb | 215-225 | 215 | 3.24% | 3.269% | 35.11896 |
Y | YNY | 5.351 | 8.70 | Pzz2 | - | - | YYY (P) | - | - | - | Oaiya | Qwdlx | 290-300 | 350 | 3.44% | 4.619% | 56.42407 |
A | CNS | 3.604 | 2.50 | Ch2 | - | - | MM (O) | - | - | - | Pgqfo | Ajnlg | 525-550 | 550 | 6.52% | 6.619% | 50.98440 |
O1 | OHV | 32.300 | 8.65 | UW | - | - | W-1 U | - | - | - | Xggts | TWG | 0.85-95% | 100 | 1.00% | 1.000% | 640.00000 |
I3 | OHP | 68.147 | 9.69 | Qpp | - | - | FFF | - | - | - | Pgfys | Iddtt | 110-115 | 115 | 1.93% | 1.945% | 88.99018 |
N | CMY | 9.930 | 5.50 | E2 | - | - | T | - | - | - | Rsnqo | Dqdzo | - | - | - | - | Retained |
Tranche Comments
O1: Registration: 144Z Jrgk;
I2: Registration: 144V Qefy;
I3: Registration: 144N Jwfx;
I: Registration: 144V Tjjh;
B: Registration: 144P Dcks;
Y: Registration: 144F Risz;
A: Registration: 144R Fpok;
N: Registration: 144F Ygxs;
Deal Comments
ZLFWQ Zjzozmjzq Rjwjj Q-X
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | RTH | 261.000 | 2.14 | Rvv | - | - | AAA | - | - | - | Ncasl | WRVU | 55-60 | 55 | 1.15% | 1.154% | - |
C3 | XEY | 99.500 | 9.10 | Hss | - | - | OOO | - | - | - | Cjsgh | Frgtk | 65-70 | 62 | 1.61% | 1.616% | - |
O | YPN | 97.290 | 8.55 | Pt3 | - | - | OOO | - | - | - | Fssib | Svxab | 100c | 100 | 2.26% | 2.273% | - |
W | QBB | 95.300 | 7.74 | D2 | - | - | X | - | - | - | Xanmk | Ddnvl | 135-145 | 135 | 2.69% | 2.714% | - |
R | XMX | 24.280 | 2.11 | Lcc2 | - | - | AAA | - | - | - | Zqiue | Ixzvw | 195c | 190 | 3.24% | 3.264% | - |
G | YHR | 7.110 | 6.68 | Vg3 | - | - | ZZ | - | - | - | Ofrnu | Mfumd | 400-410 | - | 5.92% | 6.000% | - |
I1 | BFK | 65.000 | 5.56 | - | - | - | E-1 E | - | - | - | Ywnio | YFH | 0.40-45% | 48 | 0.48% | 0.480% | 187.00000 |
Tranche Comments
I1: Registration: 144H Dbfc;
D2: Registration: 144K Bjnq;
C3: Registration: 144T Uzwi;
O: Registration: 144L Otkn;
W: Registration: 144E Itwt;
R: Registration: 144N Iaqt;
G: Registration: 144J Nozs;