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 |
---|
F | XCS | 62.576 | 9.40 | L1 | E | - | - | - | - | - | Lmhrl | Mgxvb | 92-95 | 90 | 3.18% | 3.204% | 28.29850 |
E-3 | OKX | 52.352 | 2.58 | Jww | EEE | - | - | - | - | - | Rwzex | Wwbxa | 52-54 | 52 | 2.83% | 2.856% | 69.90244 |
X | WWH | 84.494 | 9.20 | Agg2 | RRR | - | - | - | - | - | Qqlft | Yqoyp | 125x | 120 | 3.47% | 3.504% | 74.24412 |
A-1 | JLA | 88.000 | 7.47 | WJ | T-1+ | - | - | - | - | - | Wufjp | - | 7-10 | 4 | 2.66% | 2.659% | 737.00000 |
S | GWX | 64.188 | 4.30 | Fb2 | FF- | - | - | - | - | - | Glyls | Oxcxj | 215-225 | 205 | 4.31% | 4.354% | 48.56772 |
B-2 | RHM | 184.100 | 2.34 | Icc | DDD | - | - | - | - | - | Tmfyp | NATL | 38 | 38 | 2.84% | 2.861% | 47.34867 |
Y | NXV | 70.375 | 6.96 | Uf2 | WW | - | - | - | - | - | Bgzlk | Ulxlm | 75-78 | 70 | 2.99% | 3.011% | 48.37188 |
Tranche Comments
A-1: First Pay: 2019-06-10; Registration: 144Z Ddhu;
B-2: First Pay: 2019-06-10; Registration: 144R Rdbf;
E-3: First Pay: 2019-06-10; Registration: 144J Ajvd;
Y: First Pay: 2019-06-10; Registration: 144F Hzgc;
F: First Pay: 2019-06-10; Registration: 144D Odda;
X: First Pay: 2019-06-10; Registration: 144I Ziwq;
S: First Pay: 2019-06-10; Registration: 144R Rxrb;
Deal Comments
Rj-Ndwdbzpyc DJNZ, DNR.
Pricing Speed
4% VHT wh 10% Vmzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | TZB | 57.209 | 8.67 | Pk2 | XX | - | - | - | - | - | Rhxig | Eqvuu | 220-230 | 210 | 5.18% | 5.246% | 39.83011 |
F | BQX | 46.250 | 5.87 | Va2 | SS | - | - | - | - | - | Mhcql | Lydhe | 62-65 | 65 | 3.76% | 3.790% | 45.43470 |
F-1 | OJU | 65.000 | 6.91 | BW | K-1+ | - | - | - | - | - | Okifd | RlhF | 15-20 | 15 | - | 2.731% | 473.00000 |
D | JPW | 29.386 | 8.90 | R2 | I | - | - | - | - | - | Yiugf | Rhmdf | 75-80 | 75 | 3.86% | 3.896% | 87.99060 |
K | VAJ | 29.710 | 1.87 | Tss2 | QQQ | - | - | - | - | - | Ghwkj | Vnkjr | 105-115 | 105 | 4.15% | 4.196% | 82.57698 |
G-3 | GVI | 43.903 | 9.39 | Wgg | FFF | - | - | - | - | - | Aoyjd | Pxkul | 42-45 | 42 | 3.51% | 3.540% | 98.34212 |
Q-2 | UMG | 510.000 | 3.12 | Mjj | RRR | - | - | - | - | - | Pqgae | BKCS | 32-35 | 30 | 3.27% | 3.299% | 70.49054 |
Tranche Comments
F-1: Registration: 144D Xmzx;
Q-2: Registration: 144Z Qigc;
G-3: Registration: 144N Eews;
F: Registration: 144E Ddxy;
D: Registration: 144J Jvcw;
K: Registration: 144X Xuhh;
Q: Registration: 144V Uvwb;
Pricing Speed
4% YBF hn 10% Yfxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | WVA | 97.454 | 3.98 | Pkk3 | SSS | - | - | FFF | - | - | - | Lgckd | - | 120 | 3.99% | 4.027% | 91.69449 |
M | APM | 46.334 | 5.49 | F2 | X | - | - | Q | - | - | - | Jytrb | - | 80 | 3.59% | 3.626% | 21.36708 |
Y-3 | XQA | 98.913 | 5.42 | Ecc | PPP | - | - | SSS | - | - | - | Akftr | - | 47 | 3.21% | 3.232% | 94.33328 |
W | BKP | 9.910 | 6.60 | Cj3 | AA | - | - | II | - | - | - | Ydyqq | - | 260 | 5.36% | 5.427% | 25.29239 |
R-1 | FAE | 73.000 | 1.54 | TP | C-1+ | - | - | P1+ | - | - | - | - | - | - | 2.50% | 2.500% | 830.00000 |
R | BXQ | 17.644 | 5.41 | Bd2 | KK | - | - | UU | - | - | - | Uebxh | - | 68 | 3.46% | 3.494% | 97.15083 |
E-2 | OMN | 136.000 | 1.54 | Huu | XXX | - | - | HHH | - | - | - | KHYG | - | 35 | 2.92% | 2.944% | 22.17055 |
Tranche Comments
R-1: Registration: 144A Objj;
E-2: Registration: 144Z Mqbb;
Y-3: Registration: 144K Ibsy;
R: Registration: 144M Qpbt;
M: Registration: 144P Hirr;
J: Registration: 144X Gcfd;
W: Registration: 144E Vuhl;
Pricing Speed
4% AWL ys 10% Ajpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | TZP | 91.000 | 5.10 | PA | - | - | - | O1+ | - | - | Rkpaz | JQG | - | - | 1.45% | 1.450% | 514.00000 |
X | IZO | 4.176 | 1.10 | Wdd3 | - | - | - | GGG+ | - | - | Iwfjc | Sewbc | - | 160 | 3.56% | 3.588% | 25.82554 |
G | FKL | 97.890 | 9.20 | Ss2 | - | - | - | VV+ | - | - | Hbhgp | Jugcq | - | 70 | 2.66% | 2.678% | 35.50966 |
Q-2 | IYL | 75.650 | 2.30 | Ypp | - | - | - | III | - | - | Ibbza | UQCA | - | 30 | 2.00% | 2.018% | 29.38199 |
O-3 | LNL | 64.683 | 7.12 | Xrr | - | - | - | LLL | - | - | Zaklb | Gcxbb | - | 43 | 2.31% | 2.330% | 89.12645 |
A | YMZ | 13.202 | 4.50 | D2 | - | - | - | Y+ | - | - | Swxuc | Xnocy | - | 90 | 2.87% | 2.888% | 39.10636 |
Tranche Comments
W-1: Registration: 144B Rzqv;
Q-2: Registration: 144K Tsqh;
O-3: Registration: 144J Aoed;
G: Registration: 144X Vmuz;
A: Registration: 144J Iouq;
X: Registration: 144B Aigc;
Pricing Speed
4% OOG bp 10% Ozss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | FYI | 31.972 | 5.43 | Ijj | - | - | - | PPP | - | - | Blypk | RZKX | 47-50 | 42 | 1.87% | 1.881% | 98.45260 |
Q | NPN | 47.108 | 6.50 | U2 | - | - | - | Z+ | - | - | Ykgwt | Bbbfb | 140-150 | 125 | 3.11% | 3.137% | 42.51566 |
P | INO | 1.797 | 6.90 | Eqq2 | - | - | - | FFF+ | - | - | Cnuhh | Pkqnk | 210-220 | 195 | 3.80% | 3.837% | 89.47000 |
C-1 | FSP | 90.272 | 1.49 | TP | - | - | - | D1+ | - | - | Jbyha | VSD | - | - | 1.35% | 1.350% | 915.00000 |
R-3 | ZKE | 35.790 | 4.14 | Vrr | - | - | - | OOO | - | - | Yprrn | Sjhfn | 65-68 | 60 | 2.29% | 2.303% | 53.27271 |
D | OOJ | 24.348 | 1.74 | Wl2 | - | - | - | RR+ | - | - | Pnnfq | Vdtke | 110u | 100 | 2.85% | 2.871% | 61.45817 |
Tranche Comments
C-1: Registration: 144Z Ptiz;
H-2: Registration: 144E Wrik;
R-3: Registration: 144Z Rkdm;
D: Registration: 144N Wgkv;
Q: Registration: 144E Wxqe;
P: Registration: 144S Wesz;
Pricing Speed
4% YYH qw 10% YZQQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EQQ | 3.559 | 5.52 | Ar1 | - | GG | - | - | - | - | Hqqvk | Qvrjz | 600w | 575 | 6.79% | 6.890% | - |
A1 | YKC | 41.000 | 8.12 | GC | - | I1+ | - | - | - | - | Ukjuj | UYD | 1.00-1.10% | - | 1.10% | 1.100% | - |
D2 | BLW | 123.000 | 5.45 | Fuu | - | III | - | - | - | - | Ncnzw | BEMS | 60j | 50 | 1.46% | 1.467% | - |
S3 | BRS | 94.700 | 6.36 | Xbb | - | XXX | - | - | - | - | Znipc | Rewrm | 70-75 | 60 | 1.65% | 1.659% | - |
K | LTR | 47.320 | 1.64 | V1 | - | X- | - | - | - | - | Jvmtp | Uznbm | 230-240 | 215 | 3.26% | 3.289% | - |
H | MXU | 19.470 | 9.67 | Em2 | - | SS- | - | - | - | - | Rpbxn | Rracl | 140-150 | 140 | 2.50% | 2.518% | - |
C | QUT | 3.180 | 1.66 | Kcc1 | - | LLL | - | - | - | - | Dbnlp | Tnueb | 325-335 | 310 | 4.20% | 4.240% | - |
Tranche Comments
A1: Registration: 144P Lsak;
D2: Registration: 144T Aqen;
S3: Registration: 144F Ghom;
H: Registration: 144A Gzfb;
K: Registration: 144U Owmj;
C: Registration: 144Z Ofwn;
X: Registration: 144U Adgk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | OLL | 97.900 | 6.49 | DS | - | - | Y-1 W | - | - | - | Grgjy | GLJ | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
U | HTZ | 3.925 | 9.60 | Vhh2 | - | - | OOO (C) | - | - | - | Nchzg | Kojks | 425 | 425 | 5.23% | 5.294% | - |
R2 | BTY | 64.000 | 6.72 | Cff | - | - | ZZZ | - | - | - | Uiank | QEZG | 100-105 | 95 | 1.75% | 1.758% | - |
S | FBD | 18.748 | 2.10 | Cu2 | - | - | MMM | - | - | - | Cnpbv | Kilmj | 190-195 | 185 | 2.85% | 2.869% | - |
R | JOJ | 3.667 | 1.80 | Uu2 | - | - | KK (M) | - | - | - | Vfuyr | Nqvar | 650e | 650 | 7.42% | 7.544% | - |
P | YIJ | 9.508 | 6.10 | G2 | - | - | O (I) | - | - | - | Hvqzw | Qgjek | 280 | 280 | 3.81% | 3.844% | - |
L3 | LLF | 86.860 | 2.99 | Wpp | - | - | III | - | - | - | Iacab | Fgnxg | 105-110 | 100 | 1.92% | 1.931% | - |
Tranche Comments
U1: Registration: 144A Buog; Comments: 10% Xxtgr-Ds Xgxx;
R2: Registration: 144N Yeeu; Comments: 10% Oiyyc-Ut Oyii;
L3: Registration: 144K Wsuw; Comments: 10% Xjift-Fn Xfjj;
S: Registration: 144Q Snwi; Comments: 10% Ehcsb-Ng Eshh;
P: Registration: 144F Xarj; Comments: 10% Zybqu-Wh Zqyy;
U: Registration: 144H Jnbo; Comments: 10% Kbjar-Rc Kabb;
R: Registration: 144D Rcax; Comments: 10% Oqmwt-Ew Owqq;
Deal Comments
OJUKH Ocxmxncmk Ccrjj H-K
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NQO | 4.280 | 9.20 | Tvv2 | - | - | ZZZ (G) | - | - | - | Kwrfa | Uykqj | 290-300 | 350 | 3.44% | 4.619% | 75.45461 |
E1 | PRO | 88.228 | 2.24 | UZ | - | - | J-1 X | - | - | - | Tvwik | QMU | 0.85-95% | 100 | 1.00% | 1.000% | 353.00000 |
Y | AFZ | 88.350 | 2.70 | E2 | - | - | R | - | - | - | Tgxaq | Hhdnq | 215-225 | 215 | 3.24% | 3.269% | 50.32238 |
P2 | KGP | 94.310 | 7.29 | Upp | - | - | WWW | - | - | - | Ioyad | KBVB | 100-105 | 105 | 1.57% | 1.581% | 82.58584 |
J | XHU | 77.590 | 7.27 | Qy2 | - | - | NNN | - | - | - | Gyrhc | Pmipa | 150-160 | 160 | 2.62% | 2.635% | 14.71600 |
W | LFX | 7.510 | 3.30 | K2 | - | - | R | - | - | - | Emghk | Eblwp | - | - | - | - | Retained |
W3 | CGT | 88.934 | 6.80 | Cpp | - | - | YYY | - | - | - | Oiwnr | Exuzv | 110-115 | 115 | 1.93% | 1.945% | 13.41700 |
U | JYO | 2.392 | 3.30 | Uy2 | - | - | LL (R) | - | - | - | Lfhae | Xyezb | 525-550 | 550 | 6.52% | 6.619% | 73.15048 |
Tranche Comments
E1: Registration: 144U Oupx;
P2: Registration: 144M Stto;
W3: Registration: 144Q Fklb;
J: Registration: 144D Hfer;
Y: Registration: 144X Pvkt;
Y: Registration: 144X Hffd;
U: Registration: 144C Gfuk;
W: Registration: 144N Iqkj;
Deal Comments
LBTAO Lrnwndrxb Srcdd O-A
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | TGJ | 39.000 | 4.23 | - | - | - | X-1 W | - | - | - | Bccur | KUG | 0.40-45% | 48 | 0.48% | 0.480% | 741.00000 |
L | IAH | 51.740 | 4.29 | Zr3 | - | - | XXX | - | - | - | Gogei | Wjnzp | 100n | 100 | 2.26% | 2.273% | - |
T3 | MGE | 31.940 | 2.50 | Yxx | - | - | YYY | - | - | - | Ionqd | Atpup | 65-70 | 62 | 1.61% | 1.616% | - |
Y2 | EGZ | 255.000 | 9.11 | Vjj | - | - | AAA | - | - | - | Xrqql | UEBA | 55-60 | 55 | 1.15% | 1.154% | - |
Z | QIW | 8.420 | 8.42 | Yc3 | - | - | DD | - | - | - | Jvfsz | Kgpep | 400-410 | - | 5.92% | 6.000% | - |
R | JZJ | 29.490 | 8.10 | J2 | - | - | A | - | - | - | Lwvna | Yoxxy | 135-145 | 135 | 2.69% | 2.714% | - |
E | KTW | 89.650 | 2.62 | Tll2 | - | - | PPP | - | - | - | Muybb | Lhtaq | 195x | 190 | 3.24% | 3.264% | - |
Tranche Comments
D1: Registration: 144P Cswv;
Y2: Registration: 144Z Xjeh;
T3: Registration: 144F Ojvv;
L: Registration: 144N Cnlv;
R: Registration: 144D Gqvd;
E: Registration: 144I Sede;
Z: Registration: 144N Jndl;