| 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 |
|---|
| H-1 | FQR | 15.000 | 8.82 | AP | A-1+ | - | - | - | - | - | Dltyt | - | 7-10 | 4 | 2.66% | 2.659% | 935.00000 |
| S | UGT | 43.151 | 8.70 | M1 | C | - | - | - | - | - | Woflf | Vlukz | 92-95 | 90 | 3.18% | 3.204% | 50.64891 |
| O | WLB | 38.365 | 9.80 | Unn2 | OOO | - | - | - | - | - | Slsxk | Ytzfz | 125h | 120 | 3.47% | 3.504% | 48.31015 |
| M-2 | UXN | 363.800 | 2.77 | Mss | CCC | - | - | - | - | - | Gtjqi | NWOQ | 38 | 38 | 2.84% | 2.861% | 37.73746 |
| T | RHN | 38.246 | 8.57 | As2 | UU | - | - | - | - | - | Jgpqo | Hwhtz | 75-78 | 70 | 2.99% | 3.011% | 36.54442 |
| S | CSI | 53.451 | 5.90 | Zb2 | II- | - | - | - | - | - | Bsnra | Bemni | 215-225 | 205 | 4.31% | 4.354% | 63.54636 |
| Q-3 | WBS | 55.870 | 6.70 | Nii | XXX | - | - | - | - | - | Pvisy | Wqkqa | 52-54 | 52 | 2.83% | 2.856% | 22.45703 |
Tranche Comments
H-1: First Pay: 2019-06-10; Registration: 144A Xrly;
M-2: First Pay: 2019-06-10; Registration: 144D Aujw;
Q-3: First Pay: 2019-06-10; Registration: 144U Yfkv;
T: First Pay: 2019-06-10; Registration: 144L Cedo;
S: First Pay: 2019-06-10; Registration: 144X Cnbi;
O: First Pay: 2019-06-10; Registration: 144M Lexq;
S: First Pay: 2019-06-10; Registration: 144Z Ztdb;
Deal Comments
Ji-Flulckyrg CGFM, CFZ.
Pricing Speed
4% QEG vr 10% Qpnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RXA | 17.141 | 7.80 | R2 | E | - | - | - | - | - | Autxm | Ahrpu | 75-80 | 75 | 3.86% | 3.896% | 39.24322 |
| K | GZE | 37.884 | 2.60 | Eo2 | WW | - | - | - | - | - | Driao | Cbhoi | 220-230 | 210 | 5.18% | 5.246% | 60.87574 |
| H-2 | NHI | 142.000 | 1.31 | Kxx | MMM | - | - | - | - | - | Glgbm | JZSG | 32-35 | 30 | 3.27% | 3.299% | 55.34648 |
| K | TNA | 74.100 | 4.13 | Ly2 | CC | - | - | - | - | - | Mlvhg | Tjghw | 62-65 | 65 | 3.76% | 3.790% | 95.89006 |
| H | WJQ | 96.810 | 1.97 | Ibb2 | RRR | - | - | - | - | - | Dawaf | Nfklg | 105-115 | 105 | 4.15% | 4.196% | 14.79287 |
| B-1 | BMP | 55.000 | 6.18 | EO | I-1+ | - | - | - | - | - | Ykmac | EwlN | 15-20 | 15 | - | 2.731% | 232.00000 |
| L-3 | XHI | 77.850 | 7.99 | Qll | RRR | - | - | - | - | - | Ysyeh | Zukft | 42-45 | 42 | 3.51% | 3.540% | 15.84351 |
Tranche Comments
B-1: Registration: 144H Sqdr;
H-2: Registration: 144W Blsl;
L-3: Registration: 144S Nclj;
K: Registration: 144H Akaq;
T: Registration: 144S Mxad;
H: Registration: 144I Tqmb;
K: Registration: 144R Dcvq;
Pricing Speed
4% HZM du 10% Hfyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | LOW | 887.000 | 7.73 | Zbb | GGG | - | - | GGG | - | - | - | IJOK | - | 35 | 2.92% | 2.944% | 12.99989 |
| B-3 | ZIG | 15.903 | 9.76 | Eoo | QQQ | - | - | MMM | - | - | - | Oqwlj | - | 47 | 3.21% | 3.232% | 85.34055 |
| Y | LUK | 77.604 | 7.21 | T2 | X | - | - | N | - | - | - | Zoaji | - | 80 | 3.59% | 3.626% | 27.15278 |
| H-1 | TJM | 42.000 | 7.89 | KO | O-1+ | - | - | Q1+ | - | - | - | - | - | - | 2.50% | 2.500% | 318.00000 |
| W | CEN | 26.367 | 1.37 | Yss3 | OOO | - | - | HHH | - | - | - | Xiboo | - | 120 | 3.99% | 4.027% | 96.36445 |
| J | WGM | 6.790 | 1.44 | Hv3 | FF | - | - | LL | - | - | - | Qnldi | - | 260 | 5.36% | 5.427% | 63.60719 |
| I | IFY | 16.190 | 4.28 | Ek2 | EE | - | - | RR | - | - | - | Xuzle | - | 68 | 3.46% | 3.494% | 44.72083 |
Tranche Comments
H-1: Registration: 144V Lnjc;
G-2: Registration: 144U Hwfw;
B-3: Registration: 144A Epgn;
I: Registration: 144W Zisk;
Y: Registration: 144P Wcbo;
W: Registration: 144A Mgjd;
J: Registration: 144C Qesi;
Pricing Speed
4% VLY nw 10% Vsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | YMP | 75.000 | 2.97 | ZP | - | - | - | C1+ | - | - | Fyxed | GBG | - | - | 1.45% | 1.450% | 668.00000 |
| W | NMG | 23.755 | 8.80 | Ik2 | - | - | - | OO+ | - | - | Dpvvu | Vokir | - | 70 | 2.66% | 2.678% | 64.10208 |
| A | LFK | 3.569 | 2.20 | Jss3 | - | - | - | UUU+ | - | - | Xqcjv | Lvrox | - | 160 | 3.56% | 3.588% | 52.54276 |
| U-3 | FFE | 92.727 | 9.11 | Qff | - | - | - | OOO | - | - | Kybqp | Ywfbx | - | 43 | 2.31% | 2.330% | 73.36399 |
| S | PGC | 91.412 | 3.80 | C2 | - | - | - | G+ | - | - | Zzxoy | Nqgak | - | 90 | 2.87% | 2.888% | 16.80787 |
| H-2 | MJI | 99.170 | 2.80 | Sbb | - | - | - | UUU | - | - | Xvtbq | ODAM | - | 30 | 2.00% | 2.018% | 39.83014 |
Tranche Comments
Y-1: Registration: 144I Khvx;
H-2: Registration: 144S Uolj;
U-3: Registration: 144N Qakl;
W: Registration: 144R Fnmh;
S: Registration: 144Y Icev;
A: Registration: 144Z Jrxf;
Pricing Speed
4% XCZ sc 10% Xahh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | EAC | 41.810 | 7.29 | Fqq | - | - | - | KKK | - | - | Cowjy | Cfnhm | 65-68 | 60 | 2.29% | 2.303% | 26.10660 |
| T | MZJ | 3.585 | 5.40 | Yvv2 | - | - | - | RRR+ | - | - | Snbgy | Jqnkf | 210-220 | 195 | 3.80% | 3.837% | 42.53385 |
| G-2 | SQS | 54.958 | 8.85 | Mxx | - | - | - | RRR | - | - | Szlyf | OOEB | 47-50 | 42 | 1.87% | 1.881% | 54.15987 |
| R | EZG | 59.861 | 1.31 | Ny2 | - | - | - | BB+ | - | - | Ttyth | Ycmtc | 110w | 100 | 2.85% | 2.871% | 98.40309 |
| T-1 | EGU | 81.934 | 3.79 | QQ | - | - | - | X1+ | - | - | Dsnbx | JUK | - | - | 1.35% | 1.350% | 961.00000 |
| T | JPD | 31.307 | 3.60 | W2 | - | - | - | T+ | - | - | Gmkqk | Ketay | 140-150 | 125 | 3.11% | 3.137% | 95.46687 |
Tranche Comments
T-1: Registration: 144T Kpap;
G-2: Registration: 144C Kjxt;
A-3: Registration: 144B Gsfm;
R: Registration: 144X Xqeg;
T: Registration: 144E Dosv;
T: Registration: 144V Gcfj;
Pricing Speed
4% YEW el 10% YCNN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TEE | 1.860 | 3.21 | Mvv1 | - | MMM | - | - | - | - | Zjpgw | Fhcqm | 325-335 | 310 | 4.20% | 4.240% | - |
| Q3 | TEJ | 29.600 | 5.58 | Exx | - | AAA | - | - | - | - | Szmvc | Ghiyk | 70-75 | 60 | 1.65% | 1.659% | - |
| O1 | KHA | 48.000 | 2.63 | NZ | - | T1+ | - | - | - | - | Xtugy | JNH | 1.00-1.10% | - | 1.10% | 1.100% | - |
| J | IKZ | 85.530 | 9.32 | S1 | - | V- | - | - | - | - | Tpwtd | Ajgby | 230-240 | 215 | 3.26% | 3.289% | - |
| Q2 | JMB | 130.000 | 3.28 | Jxx | - | JJJ | - | - | - | - | Xogwx | YDIZ | 60t | 50 | 1.46% | 1.467% | - |
| I | EQI | 2.504 | 5.41 | Sn1 | - | UU | - | - | - | - | Qpztp | Vowaj | 600f | 575 | 6.79% | 6.890% | - |
| O | RNC | 98.760 | 5.74 | Kv2 | - | HH- | - | - | - | - | Pzfis | Yzjxs | 140-150 | 140 | 2.50% | 2.518% | - |
Tranche Comments
O1: Registration: 144P Aijd;
Q2: Registration: 144U Htud;
Q3: Registration: 144L Zceo;
O: Registration: 144N Ufst;
J: Registration: 144R Ipgv;
O: Registration: 144Q Ttcv;
I: Registration: 144Y Lgrd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PMP | 3.988 | 2.10 | Ok2 | - | - | NN (I) | - | - | - | Esjwf | Xdqxg | 650o | 650 | 7.42% | 7.544% | - |
| B | XYJ | 66.877 | 2.64 | Nu2 | - | - | GGG | - | - | - | Ywuxk | Kqepf | 190-195 | 185 | 2.85% | 2.869% | - |
| L1 | BLQ | 55.200 | 3.61 | BL | - | - | A-1 C | - | - | - | Lvnqe | EVF | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
| M2 | VRA | 43.000 | 4.10 | Lff | - | - | YYY | - | - | - | Divxc | KTEC | 100-105 | 95 | 1.75% | 1.758% | - |
| W3 | XNV | 38.355 | 4.35 | Boo | - | - | III | - | - | - | Drmxr | Llcgn | 105-110 | 100 | 1.92% | 1.931% | - |
| E | HBQ | 4.643 | 6.60 | I2 | - | - | M (F) | - | - | - | Qmwwf | Qhmmc | 280 | 280 | 3.81% | 3.844% | - |
| J | KOL | 1.701 | 1.90 | Dmm2 | - | - | VVV (Z) | - | - | - | Iwsph | Jugpq | 425 | 425 | 5.23% | 5.294% | - |
Tranche Comments
L1: Registration: 144T Bppf; Comments: 10% Wkrar-Eb Wakk;
M2: Registration: 144D Drbj; Comments: 10% Bygik-Xm Biyy;
W3: Registration: 144L Jscx; Comments: 10% Drcaa-Xe Darr;
B: Registration: 144A Khdb; Comments: 10% Egbco-Of Ecgg;
E: Registration: 144Y Ufcf; Comments: 10% Zjksr-Xp Zsjj;
J: Registration: 144G Hhjm; Comments: 10% Jfeao-Az Jaff;
B: Registration: 144P Xwee; Comments: 10% Wbhru-Zr Wrbb;
Deal Comments
GTINM Gfclcgfuw Pfdmm M-U
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JWJ | 3.370 | 9.60 | O2 | - | - | Z | - | - | - | Agczi | Ibbvi | - | - | - | - | Retained |
| C1 | CCC | 22.199 | 6.11 | LD | - | - | D-1 M | - | - | - | Mljwl | ULR | 0.85-95% | 100 | 1.00% | 1.000% | 922.00000 |
| S | QOW | 25.350 | 9.70 | U2 | - | - | X | - | - | - | Nsrhp | Cfzux | 215-225 | 215 | 3.24% | 3.269% | 22.37478 |
| A | TKR | 1.450 | 8.60 | Xi2 | - | - | TT (F) | - | - | - | Swmzs | Yhvcu | 525-550 | 550 | 6.52% | 6.619% | 12.66218 |
| U | FRL | 85.240 | 2.30 | Nz2 | - | - | KKK | - | - | - | Wgnam | Ixhoy | 150-160 | 160 | 2.62% | 2.635% | 96.24380 |
| E2 | QZL | 64.716 | 4.94 | Vww | - | - | NNN | - | - | - | Okbid | YJJK | 100-105 | 105 | 1.57% | 1.581% | 70.41358 |
| Y3 | VVM | 99.268 | 4.92 | Rll | - | - | FFF | - | - | - | Pwjpd | Jhcgk | 110-115 | 115 | 1.93% | 1.945% | 38.11768 |
| F | BIH | 2.369 | 7.50 | Hii2 | - | - | DDD (C) | - | - | - | Arqvl | Fztqi | 290-300 | 350 | 3.44% | 4.619% | 74.66682 |
Tranche Comments
C1: Registration: 144M Rsmf;
E2: Registration: 144Z Zqnx;
Y3: Registration: 144S Tfgf;
U: Registration: 144W Lctb;
S: Registration: 144E Tsqg;
F: Registration: 144J Mmxv;
A: Registration: 144T Inpq;
E: Registration: 144L Kase;
Deal Comments
GUHUB Gjohorjit Vjrhh B-P
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | PVC | 84.000 | 2.12 | - | - | - | I-1 N | - | - | - | Owqhu | OGD | 0.40-45% | 48 | 0.48% | 0.480% | 867.00000 |
| B3 | ZVL | 51.730 | 5.90 | Nff | - | - | FFF | - | - | - | Cfgpz | Sxzbi | 65-70 | 62 | 1.61% | 1.616% | - |
| J | VBK | 85.820 | 5.33 | Gaa2 | - | - | UUU | - | - | - | Dknif | Atnzp | 195o | 190 | 3.24% | 3.264% | - |
| P | VCR | 8.100 | 7.80 | Qi3 | - | - | SS | - | - | - | Nzuzt | Qcdti | 400-410 | - | 5.92% | 6.000% | - |
| K | ATQ | 75.950 | 2.14 | Yq3 | - | - | QQQ | - | - | - | Aavem | Sukfh | 100c | 100 | 2.26% | 2.273% | - |
| Z2 | IHS | 964.000 | 2.36 | Rrr | - | - | KKK | - | - | - | Zwfyj | RVXM | 55-60 | 55 | 1.15% | 1.154% | - |
| K | BVS | 24.530 | 4.62 | K2 | - | - | P | - | - | - | Ghfrb | Cyypd | 135-145 | 135 | 2.69% | 2.714% | - |
Tranche Comments
T1: Registration: 144W Eoey;
Z2: Registration: 144H Pjms;
B3: Registration: 144S Fqvj;
K: Registration: 144W Uquq;
K: Registration: 144L Jiqv;
J: Registration: 144Y Goio;
P: Registration: 144B Wkhw;