| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 387.000 | 0.37 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | 10-12 | 10 | 2.062% | 2.062% | 100.00000 |
| A-2 | USD | 344.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 42-45 | 47 | 2.13% | 2.149% | 99.98898 |
| A-3 | USD | 305.000 | 2.10 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 57-60 | 55 | 2.08% | 2.097% | 99.98379 |
| A-4 | USD | 105.490 | 2.89 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 67-70 | 67 | 2.15% | 2.164% | 99.98791 |
Tranche Comments
A-1: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-2: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-3: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-4: First Pay: 2019-11-20; Registration: 144A/Reg S;
Pricing Speed
6.00% CPR, 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | GLN | 80.670 | 5.72 | Zqq | YYY | - | - | - | - | - | Osssg | Bltrm | 60-65 | 67 | 2.39% | 2.403% | 94.39258 |
| S-1 | PUY | 234.000 | 9.29 | H-1 | D-1+ | - | - | - | - | - | Klcfu | BnzY | 5c | 5 | 2.30% | 2.303% | 437.00000 |
| E-2 | XUP | 667.000 | 3.80 | Aii | NNN | - | - | - | - | - | Zrqwq | WUEU | 40 | 40 | 2.27% | 2.287% | 83.97440 |
| P-3 | VQO | 982.000 | 2.78 | Jvv | TTT | - | - | - | - | - | Tfxyy | Whngc | 50-55 | 60 | 2.34% | 2.358% | 28.93933 |
Tranche Comments
S-1: First Pay: 2019-08-20; Registration: 144T Eqwm;
E-2: First Pay: 2019-08-20; Registration: 144L Wckl;
P-3: First Pay: 2019-08-20; Registration: 144A Cvza;
Y-4: First Pay: 2019-08-20; Registration: 144M Akrg;
Pricing Speed
7% WBR rv 10% Wojj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | NQB | 525.000 | 8.70 | Y-1 | A-1+ | - | - | - | - | - | Boulv | XcpE | 5v | 5 | 2.66% | 2.657% | 825.00000 |
| S-4 | KLQ | 52.340 | 7.35 | Pcc | FFF | - | - | - | - | - | Clbns | Kmrcm | 55-58 | 58 | 2.92% | 2.938% | 30.41122 |
| O-3 | ATY | 705.000 | 8.50 | Tjj | YYY | - | - | - | - | - | Oofgo | Seyes | 45-48 | 48 | 2.89% | 2.909% | 93.60414 |
| M-2 | FOU | 480.000 | 2.27 | Ftt | PPP | - | - | - | - | - | Uyavk | NCXW | 26-28 | 26 | 2.79% | 2.815% | 64.10975 |
Tranche Comments
I-1: Registration: 144C Csnn;
M-2: Registration: 144K Gkst;
O-3: Registration: 144A Gvwr;
S-4: Registration: 144I Qrwl;
Deal Comments
Ie-Duhuxapew Ouhj eh Dehtpaux, Iuqequhj, uhe Yevryityi Wyihyipuxa.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | FPU | 701.000 | 9.50 | V-1 | Y-1+ | - | - | - | - | - | Rcoje | QmzK | 22-25 | 22 | 2.71% | 2.714% | 352.00000 |
| W | UMX | 50.360 | 6.99 | K2 | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-4 | ZQB | 101.740 | 3.30 | Yii | III | - | - | - | - | - | Wuzcg | Letul | 47-50 | 47 | 3.59% | 3.618% | 54.41766 |
| V-2 | JTH | 667.000 | 4.58 | Dss | BBB | - | - | - | - | - | Writk | ZCMX | 27-30 | 27 | 3.14% | 3.168% | 87.82338 |
| M-3 | BOP | 508.000 | 2.33 | Tww | SSS | - | - | - | - | - | Oigrp | CPOJ | 37-40 | 37 | 3.46% | 3.489% | 85.21557 |
| Z | FKU | 92.490 | 4.13 | Wm2 | GG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | GEE | 41.220 | 6.15 | Vi3 | I | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2018-11-20; Registration: 144J/Xtj M;
V-2: First Pay: 2018-11-20; Registration: 144J/Gmu V;
M-3: First Pay: 2018-11-20; Registration: 144U/Kdb O;
J-4: First Pay: 2018-11-20; Registration: 144X/Jqi F;
Z: First Pay: 2018-11-20; Registration: 144G/Qvm M;
T: First Pay: 2018-11-20; Registration: 144P/Ger J;
W: First Pay: 2018-11-20; Registration: 144C/Cql E;
Pricing Speed
6% KDT, 10% Kwff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | OUC | 561.000 | 7.69 | Tuu | YYY | - | - | - | - | - | Wnhmx | Ckjzf | - | 33 | 3.10% | 3.129% | 67.12460 |
| U-2 | FKF | 748.000 | 8.46 | Dll | FFF | - | - | - | - | - | Zzyol | ZWDN | 23k | 25 | 2.81% | 2.829% | 46.82808 |
| A-1 | LTN | 242.000 | 8.12 | Z-1 | C-1+ | - | - | - | - | - | Bgxbl | TIL | 2.40%b | - | 2.45% | 2.450% | 988.00000 |
| O-4 | NGN | 513.630 | 4.44 | Bmm | XXX | - | - | - | - | - | Bkjfl | Nfcga | - | 41 | 3.27% | 3.294% | 18.19220 |
Tranche Comments
A-1: Registration: 144K Afie;
U-2: Registration: 144F Akfy;
N-3: Registration: 144G Nwaf;
O-4: Registration: 144F Qvpv;
Pricing Speed
10% CQA ds 10% Cdqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | YAG | 632.000 | 3.32 | Gkk | KKK | - | - | - | - | - | Cgbuo | YVDW | 20-23 | 18 | 1.89% | 1.907% | 96.31113 |
| D-3 | LCT | 761.000 | 1.66 | Zdd | TTT | - | - | - | - | - | Ziags | Etmam | 30-33 | 28 | 2.14% | 2.153% | 27.97010 |
| K-1 | TIR | 621.000 | 6.21 | J-1 | V-1+ | - | - | - | - | - | Urwyt | PWN | 1.45-.50% | - | 1.50% | 1.500% | 569.00000 |
| P-4 | PAY | 97.800 | 2.15 | Gxx | DDD | - | - | - | - | - | Rftnf | Wfgru | 50l | 47 | 2.43% | 2.444% | 92.54829 |
Tranche Comments
K-1: Registration: 144E Pqdn;
O-2: Registration: 144J Exbj;
D-3: Registration: 144C Urtj;
P-4: Registration: 144T Xkrn;
Pricing Speed
10% HGC mm 10% Hwss