| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-4 | GGO | 15.600 | 2.86 | - | BBB | KKK | - | - | - | - | Bvhkh | Yvkaw | 70-72 | 70 | 2.51% | 2.529% | - |
| N-2 | ZCX | 261.000 | 8.80 | - | ZZZ | BBB | - | - | - | - | Qgtnt | IESZ | 37-39 | 34 | 2.40% | 2.421% | - |
| D-3 | MMV | 596.000 | 7.83 | - | QQQ | ZZZ | - | - | - | - | Rooih | Zymrc | 59-61 | 57 | 2.43% | 2.445% | - |
| R | WBA | 75.800 | 3.40 | - | K- | U | - | - | - | - | Gtjtv | Rbggr | 115-120 | 110 | 2.90% | 2.926% | - |
| M | TEO | 53.870 | 1.90 | - | FF- | JJ | - | - | - | - | Afabb | Aoklx | 95-100 | 95 | 2.76% | 2.776% | - |
| L-1 | NPU | 967.900 | 5.60 | - | F-1+ | W1+ | - | - | - | - | Phznw | KroE | 10-12 | 7 | 2.48% | 2.481% | - |
| L | LLT | 33.980 | 8.20 | - | YYY- | YYY | - | - | - | - | Zurpk | Lfcpn | 155# | 155 | 3.35% | 3.376% | - |
Tranche Comments
L-1: First Pay: 2019-07-15; Registration: 144E Lrot;
N-2: First Pay: 2019-07-15; Registration: 144I Dhih;
D-3: First Pay: 2019-07-15; Registration: 144K Ydsd;
R-4: First Pay: 2019-07-15; Registration: 144F Mmqo;
M: First Pay: 2019-07-15; Registration: 144B Stus;
R: First Pay: 2019-07-15; Registration: 144A Kgzn;
L: First Pay: 2019-07-15; Registration: 144L Fizn;
Pricing Speed
1.3% PXI gc 10% Yrmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N4 | ORR | 17.420 | 4.16 | Sjj | HHH | - | - | - | - | - | Futqn | Bqwiv | - | 51 | 3.59% | 3.626% | 27.74021 |
| Y3 | MUK | 383.200 | 8.30 | Edd | TTT | - | - | - | - | - | Spsnm | QVLA | - | 38 | 3.43% | 3.460% | 66.21664 |
| P1 | MMF | 731.000 | 7.24 | R-1 | K-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 685.00000 |
| U | TXY | 1.680 | 4.13 | Ui3 | EE+ | - | - | - | - | - | Vonnx | Cxucj | - | 70 | 3.78% | 3.819% | 19.22788 |
| Z | EEC | 94.100 | 5.25 | P3 | FF- | - | - | - | - | - | Mgayw | Xbcie | - | 90 | 3.98% | 4.019% | 68.43583 |
| B2 | ICG | 216.300 | 8.82 | Hoo | TTT | - | - | - | - | - | Wzqip | HUDH | - | 24 | 3.09% | 3.115% | 88.64905 |
| K | EHI | 2.000 | 9.21 | Rnn3 | R | - | - | - | - | - | Wfwej | Hnyza | - | 115 | 4.23% | 4.269% | 47.65933 |
Tranche Comments
P1: Registration: 144B Xcgs;
B2: Registration: 144G Eoxm;
Y3: Registration: 144Z Xnhc;
N4: Registration: 144B Sxlb;
U: Registration: 144K Peab;
Z: Registration: 144T Vsox;
K: Registration: 144N Wkff;
Pricing Speed
1.3% KBM qn 10% Tjkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | VBK | 657.500 | 1.95 | Cff | AAA | - | - | - | - | - | Ewlip | PTJY | 21-23 | 18 | 1.78% | 1.796% | 76.21514 |
| J | VBD | 92.000 | 1.40 | Yz3 | UU | - | - | - | - | - | Shvcn | Rtdxd | 70-75 | 70 | 2.62% | 2.636% | 52.19757 |
| Z-1 | CZM | 351.600 | 3.41 | M-1 | A-1+ | - | - | - | - | - | Cnuya | ZBB | 1.35-1.40% | - | 1.35% | 1.350% | 957.00000 |
| Q | HCV | 18.233 | 6.90 | P3 | T+ | - | - | - | - | - | Vgicy | Qnzvd | 100-110 | 105 | 2.96% | 2.986% | 29.47005 |
| Z | ZQJ | 68.398 | 4.30 | Ntt3 | TTT+ | - | - | - | - | - | Eqmyt | Buxqk | 140-150 | 130 | 3.21% | 3.236% | 24.80361 |
| R-4 | LGD | 31.000 | 5.91 | Ltt | VVV | - | - | - | - | - | Zqzya | Qtbcs | 45-47 | 42 | 2.33% | 2.343% | 52.42514 |
| C-3 | HQT | 552.300 | 8.93 | Rmm | TTT | - | - | - | - | - | Xphum | Afnqk | 35-37 | 32 | 2.11% | 2.125% | 87.78090 |
Tranche Comments
Z-1: Registration: 144H Mtfd;
L-2: Registration: 144Z Uzqi;
C-3: Registration: 144S Etxb;
R-4: Registration: 144J Mxvy;
J: Registration: 144U Czgw;
Q: Registration: 144P Keea;
Z: Registration: 144R Kpnt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | HRF | 582.000 | 1.62 | Ujj | NNN | - | - | - | - | - | Eumgf | Ivwbw | 35-37 | 38 | 1.31% | 1.319% | - |
| M-2I | WWD | 566.000 | 6.80 | Ejj | NNN | - | - | - | - | - | Xbsaruwp | 1oG | 34-36 | 35 | 1oD+35 | 1gD+35 | - |
| A | CSZ | 64.436 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | JRH | 3.194 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1 | NHZ | 777.600 | 1.72 | Q-1 | F-1+ | - | - | - | - | - | Sjsuf | VVM | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
| P-4 | LZW | 35.980 | 6.79 | Pxx | NNN | - | - | - | - | - | Tchmp | Ucdfn | 39-41 | 39 | 1.66% | 1.671% | - |
| E-2E | EVX | 879.000 | 1.80 | Uss | WWW | - | - | - | - | - | Mzgfa | OHHZ | 34-36 | 35 | 0.87% | 0.874% | - |
| O | XLF | 65.808 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Registration: 144I Huxd;
E-2E: Registration: 144E Qbmt;
M-2I: Registration: 144N Dbor;
F-3: Registration: 144H Lxbl;
P-4: Registration: 144X Ingm;
A: Registration: 144T Aqft;
O: Registration: 144U Spoc;
C: Registration: 144E Gafh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | BIA | 669.650 | 1.50 | - | - | - | - | - | - | - | Jfzhe | TWK | - | 25 | 0.25% | 0.250% | - |
| P | EYX | 38.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | APV | 65.800 | 5.93 | Trr | PPP | - | - | - | - | - | Xlqnh | Fmkuc | - | 42 | 1.65% | 1.663% | - |
| H-2 | IJH | 914.000 | 1.10 | Euu | YYY | - | - | - | - | - | Oqnki | PZMA | - | 35 | 0.69% | 0.698% | - |
| G-3 | HKR | 735.000 | 3.46 | Ukk | JJJ | - | - | - | - | - | Uokpv | Rimzn | - | 32 | 1.09% | 1.100% | - |
| E | QKX | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | CZZ | 5.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Registration: 144E Suao;
H-2: Registration: 144F Vovc;
G-3: Registration: 144A Exwz;
M-4: Registration: 144U Xdbo;
S: Registration: 144B Shuc;
E: Registration: 144S Wogf;
P: Registration: 144A Otls;