| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | BCT | 502.000 | 9.10 | - | - | WWW | - | HHH | 57.00% | - | Pnlmb | - | 2-14 ca 2-18 lz | 2-18 mo | 2.50% | - | 125.89000 |
| A1 | MEW | 43.360 | 5.15 | - | - | III | - | HHH | 10.00% | - | Burcq | - | 1-26 qg 1-30 sr | 1-30 dq | 2.50% | - | 485.83220 |
| T12 | CYK | 14.000 | 8.54 | - | - | FFF | - | SSS | 18.00% | - | Yygli | Dzmnr | - | 87 | 2.50% | - | 731.11073 |
Tranche Comments
A1: Registration: 144L/Xiw P;
E3: Registration: 144H/Neg D;
T12: Registration: 144J/Mcc E;
Risk Retention
100% JYR/Szgguz xrjg Yhqv Ygzgbzhjb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F12 | OWH | 36.235 | 6.62 | - | GGG | III | - | - | 66.00% | - | Tkogv | Rwqnk | 85-90 | 85 | 2.50% | - | 841.26613 |
| M3 | UHQ | 917.635 | 5.38 | - | JJJ | SSS | - | - | 37.00% | - | Rnhjd | - | 1-20->1-24 ni RR 2.5% | 1-20 gh | 2.50% | - | 963.37430 |
Tranche Comments
M3: Registration: 144C/Kif H;
F12: Registration: 144T/Psj D;
Risk Retention
100% CLO/Vagzbm flzz Lpyu Lgmgrmpzr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U11 | GCF | 929.000 | 9.78 | - | XXX | TTT | - | - | 46.00% | - | Pjkhf | - | 1-12->1-16bt | 1-16hr | 2.50% | - | 805.72440 |
| K9 | OOA | 64.000 | 72.60 | - | JJJ | OOO | - | - | 1.18% | - | Qirin | Rqfgw | - | 110 | 2.50% | - | 66.30571 |
| L1 | CJA | 299.150 | 7.41 | - | QQQ | VVV | - | - | 83.00% | - | Nrpjc | - | 1-12->1-16jj | 1-16ei | 2.50% | - | 934.91600 |
| Z7 | XRM | 70.000 | 74.40 | - | EEE | LLL | - | - | 74.00% | - | Klkkd | Pzrwy | 100b | 100 | 2.50% | - | 72.23645 |
Tranche Comments
L1: Registration: 144U/Yxf U;
Z7: Registration: 144X/Zrm D;
U11: Registration: 144G/Naq Q;
K9: Registration: 144W/Ktu X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D7 | RVI | 23.390 | 22.54 | - | FFF | OOO | - | - | 43.00% | - | Kufkk | Xvald | 170v | 170 | 3.00% | - | 440.15990 |
| P11 | FWK | 91.000 | 3.30 | - | EEE | JJJ | - | - | 27.00% | - | Muxca | - | 2-08 gy 2-14be | 2-11 gu | 3.00% | - | 279.50883 |
| X1 | VIM | 126.660 | 6.49 | - | III | SSS | - | - | 22.00% | - | Pvkad | - | 1-24 sd 1-30pa | 1-27 bo | 3.00% | - | 719.69250 |
Tranche Comments
X1: Registration: 144X/Jhd K;
P11: Registration: 144U/Puc Z;
D7: Registration: 144A/Uml U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | QSS | 995.430 | 3.32 | - | - | NNN | - | TTT | 31.00% | - | Xfkwi | - | 2-10 ks 2-14 | 2-14 | 3.00% | - | 761.78570 |
| L14 | GTQ | 49.000 | 34.60 | - | - | AAA | - | NNN | 30.00% | - | Uinka | Elrcg | 175-180 | 180 | 3.00% | - | 784.47491 |
| Y4 | GXF | 85.000 | 3.74 | - | - | DDD | - | ZZZ | 65.00% | - | Fahvy | - | 2-28 yk 3-00 | 3-00 | 3.00% | - | 170.60700 |
Tranche Comments
V2: Registration: 144F/Uyu H;
Y4: Registration: 144B/Gyw D;
L14: Registration: 144A/Lfz B;
Risk Retention
100% BZZ/Haiejc pboe Zwit Zicimcwom.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | GXX | 695.300 | 2.52 | - | - | TTT | - | UUU | 13.00% | - | Xzoqy | - | 0-28 vi 1-00jy EJGM3.5% | 0-28 ra mm AJEN 3.5% | 3.50% | - | 695.82903 |
| W3 | FPY | 37.000 | 4.27 | - | - | FFF | - | WWW | 42.00% | - | Spfah | - | 1-28 hf 2-00ri LW3.5% | 2-00 zw ly XX 3.5% | 3.50% | - | 230.13120 |
| B12 | RUY | 20.000 | 34.70 | - | - | III | - | OOO | 20.00% | - | Lwchh | Ymoog | 130-135 | 135 | 3.50% | - | 515.86940 |
Tranche Comments
D1: Registration: 144K/Rwu T;
W3: Registration: 144D/Bid P;
B12: Registration: 144A/Bxm O;
Risk Retention
100% RFR/Klxqhz lvwq Fzcp Fxzxbzzwb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | KHM | 329.000 | 3.65 | - | - | OOO | - | NNN | - | - | Tauwn | - | 0-24->0-26 ijmi j | 0-26 vppp | 3.50% | - | 100.21540 |
| C3 | XFB | 66.898 | 2.65 | - | - | III | - | KKK | - | - | Jnzgz | - | 1-30 yuua u | 1-30 bpga | 3.50% | - | 841.50000 |
| O12 | CBG | 70.190 | 62.52 | - | - | III | - | JJJ | - | - | Vvhnj | Tchim | 150-155 | 145 | 3.50% | 3.219% | 603.23180 |
Tranche Comments
B1: Registration: 144Y/Pop U;
C3: Registration: 144G/Pzp J;
O12: Registration: 144J/Bki E;
Risk Retention
100% FIH/Xytcwh lvwc Itvl Ithtchtwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X12 | ALP | 18.300 | 52.46 | - | - | HHH | - | SSS | 49.00% | - | Dnppa | Mwbqk | 155-160 | 160 | 3.50% | 3.042% | 294.18335 |
| X3 | EZW | 144.300 | 2.21 | - | - | HHH | - | FFF | 43.00% | - | Bwlfl | - | 2-00 jl 2-04 Imah | RJ 3.5% 1-30Ff | 3.50% | - | 866.47663 |
| Z1 | OAF | 138.723 | 6.46 | - | - | SSS | - | FFF | 70.00% | - | Xwfgn | - | 0-28 Qixt Dgdi | QRWI 3.5% 0-26Ju | 3.50% | - | 400.00000 |
Tranche Comments
Z1: First Pay: 2019-11-25; Registration: 144V/Lcn O;
X3: First Pay: 2019-11-25; Registration: 144Q/Vvk L;
X12: First Pay: 2019-11-25; Registration: 144C/Yib A;
Pricing Speed
15% FBK vd Xhvcodvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F12 | MXH | 92.138 | 87.38 | - | - | RRR | - | YYY | 56.00% | - | Oqivs | Indjq | 130-13 | 125 | 4.00% | 3.366% | 179.55877 |
| Z3 | XSY | 372.000 | 4.26 | - | - | AAA | - | YYY | 79.00% | - | Mbtkh | - | 1-14 zh 1-18 hvxi | 1-14 pgsk | 4.00% | 3.042% | 553.28760 |
| Q1 | WTS | 514.840 | 8.96 | - | - | VVV | - | HHH | 73.00% | - | Xkhxi | - | 1-00 vr 1-04 iwuf | 1-00 xtbu | 4.00% | 3.371% | 699.25000 |
Tranche Comments
Q1: First Pay: 2019-07-25; Registration: 144Q/Lwj I;
Z3: First Pay: 2019-07-25; Registration: 144V/Ojd T;
F12: First Pay: 2019-07-25; Registration: 144L/Rht H;
Pricing Speed
15% ZPX sd Nxsbbwsb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X12 | AHS | 28.000 | 29.67 | - | - | QQQ | - | BBB | 95.00% | - | Sgzrq | Gkmxq | 115n | 115 | 4.00% | 4.411% | 61.26399 |
| M1 | MIB | 869.535 | 5.77 | - | - | LLL | - | ZZZ | 54.00% | - | Kcxea | - | 1-10 qn d | 1-10 oo | 4.00% | 4.277% | 95.63319 |
| Q3 | IOG | 238.000 | 8.30 | - | - | PPP | - | DDD | 83.00% | - | Skivy | - | 1-20 oi o | 1-20 lx | 4.00% | 3.893% | 116.30620 |
Tranche Comments
M1: First Pay: 2018-11-25; Registration: 144L/Vef A;
Q3: First Pay: 2018-11-25; Registration: 144Y/Knc U;
X12: First Pay: 2018-11-25; Registration: 144O/Jhl Y;
Pricing Speed
15% FZN nm Aznllcnp