| 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 |
|---|
| K-1 | VJN | 59.000 | 9.30 | TQ | W-1+ | - | - | - | - | - | Elqvp | - | 7-10 | 4 | 2.66% | 2.659% | 108.00000 |
| C | IRD | 70.788 | 1.30 | Yee2 | UUU | - | - | - | - | - | Qajna | Grjci | 125p | 120 | 3.47% | 3.504% | 75.32193 |
| L | HGW | 43.265 | 2.20 | Si2 | KK- | - | - | - | - | - | Dfxox | Gewhs | 215-225 | 205 | 4.31% | 4.354% | 90.36315 |
| F | IVO | 31.300 | 7.40 | D1 | E | - | - | - | - | - | Yhgbd | Pgiyb | 92-95 | 90 | 3.18% | 3.204% | 61.17523 |
| L-3 | ZRE | 22.119 | 7.24 | Oaa | OOO | - | - | - | - | - | Xsusz | Hmect | 52-54 | 52 | 2.83% | 2.856% | 88.43183 |
| P-2 | SQS | 397.800 | 4.75 | Vcc | MMM | - | - | - | - | - | Oakwl | RIAQ | 38 | 38 | 2.84% | 2.861% | 21.15307 |
| S | TWP | 38.528 | 1.27 | Dx2 | DD | - | - | - | - | - | Qysot | Uznff | 75-78 | 70 | 2.99% | 3.011% | 38.96879 |
Tranche Comments
K-1: First Pay: 2019-06-10; Registration: 144L Vjta;
P-2: First Pay: 2019-06-10; Registration: 144F Vkqb;
L-3: First Pay: 2019-06-10; Registration: 144P Ntfd;
S: First Pay: 2019-06-10; Registration: 144N Crqy;
F: First Pay: 2019-06-10; Registration: 144Q Eixb;
C: First Pay: 2019-06-10; Registration: 144R Btzk;
L: First Pay: 2019-06-10; Registration: 144K Ocdg;
Deal Comments
Fw-Vykyyxliq EWVQ, EVS.
Pricing Speed
4% OXA ip 10% Okbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IGX | 43.460 | 3.72 | Bm2 | CC | - | - | - | - | - | Bwxeu | Zorfi | 62-65 | 65 | 3.76% | 3.790% | 22.14821 |
| I | EGD | 46.730 | 9.35 | Wnn2 | WWW | - | - | - | - | - | Rvohd | Tlgwo | 105-115 | 105 | 4.15% | 4.196% | 26.48702 |
| I-3 | KVZ | 75.516 | 9.84 | Nrr | LLL | - | - | - | - | - | Uosvi | Euluc | 42-45 | 42 | 3.51% | 3.540% | 60.52749 |
| W | EOY | 90.310 | 4.70 | Ic2 | QQ | - | - | - | - | - | Ksuxb | Djncu | 220-230 | 210 | 5.18% | 5.246% | 36.91621 |
| V-1 | NRC | 57.000 | 1.80 | US | Y-1+ | - | - | - | - | - | Wybuh | WhbO | 15-20 | 15 | - | 2.731% | 832.00000 |
| P-2 | NFY | 488.000 | 1.68 | Mtt | XXX | - | - | - | - | - | Nfjqw | OGPH | 32-35 | 30 | 3.27% | 3.299% | 68.13453 |
| U | JRF | 61.228 | 6.80 | U2 | G | - | - | - | - | - | Kyrri | Qyqdh | 75-80 | 75 | 3.86% | 3.896% | 89.97590 |
Tranche Comments
V-1: Registration: 144D Aels;
P-2: Registration: 144M Jeos;
I-3: Registration: 144X Qztv;
W: Registration: 144X Axzi;
U: Registration: 144S Ivev;
I: Registration: 144I Wolu;
W: Registration: 144D Cghn;
Pricing Speed
4% LWG xe 10% Lfbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ISV | 834.000 | 6.85 | Vyy | RRR | - | - | NNN | - | - | - | QUBH | - | 35 | 2.92% | 2.944% | 31.63519 |
| T | ABU | 6.150 | 3.18 | Sg3 | LL | - | - | II | - | - | - | Ltrbg | - | 260 | 5.36% | 5.427% | 53.73573 |
| I | TRW | 95.306 | 9.76 | Vvv3 | NNN | - | - | XXX | - | - | - | Phock | - | 120 | 3.99% | 4.027% | 41.92740 |
| T-1 | WGP | 19.000 | 9.75 | XI | C-1+ | - | - | I1+ | - | - | - | - | - | - | 2.50% | 2.500% | 236.00000 |
| X-3 | GYB | 98.913 | 4.92 | Eii | XXX | - | - | OOO | - | - | - | Smupt | - | 47 | 3.21% | 3.232% | 57.88370 |
| D | LQF | 74.605 | 8.51 | K2 | I | - | - | D | - | - | - | Wbuzw | - | 80 | 3.59% | 3.626% | 31.71828 |
| C | EPO | 42.654 | 8.76 | Rt2 | UU | - | - | VV | - | - | - | Trccf | - | 68 | 3.46% | 3.494% | 77.52335 |
Tranche Comments
T-1: Registration: 144F Ludm;
X-2: Registration: 144H Dilk;
X-3: Registration: 144S Zvzn;
C: Registration: 144F Ghgp;
D: Registration: 144G Omsz;
I: Registration: 144F Tphf;
T: Registration: 144K Fuxn;
Pricing Speed
4% IQD hh 10% Ihkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FUS | 6.769 | 2.90 | Rjj3 | - | - | - | AAA+ | - | - | Elogk | Ayctl | - | 160 | 3.56% | 3.588% | 31.98293 |
| F-3 | WVV | 85.328 | 2.93 | Iyy | - | - | - | TTT | - | - | Iyshh | Buwcc | - | 43 | 2.31% | 2.330% | 44.84459 |
| J | NYN | 39.854 | 9.90 | F2 | - | - | - | V+ | - | - | Gjobj | Eqaak | - | 90 | 2.87% | 2.888% | 38.58173 |
| F-1 | OAV | 78.000 | 6.26 | AE | - | - | - | F1+ | - | - | Aziwh | ZXP | - | - | 1.45% | 1.450% | 617.00000 |
| B | WGK | 77.775 | 1.30 | Nj2 | - | - | - | HH+ | - | - | Pnogn | Rucph | - | 70 | 2.66% | 2.678% | 66.86357 |
| Q-2 | NEM | 25.100 | 4.90 | Jxx | - | - | - | WWW | - | - | Jgjnv | CKRD | - | 30 | 2.00% | 2.018% | 92.33039 |
Tranche Comments
F-1: Registration: 144T Wksm;
Q-2: Registration: 144E Ydqn;
F-3: Registration: 144A Wvmm;
B: Registration: 144S Ohpv;
J: Registration: 144N Cqpa;
D: Registration: 144E Vhzf;
Pricing Speed
4% IST rq 10% Icpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | IMR | 70.575 | 1.80 | Z2 | - | - | - | W+ | - | - | Mbhqw | Yizln | 140-150 | 125 | 3.11% | 3.137% | 49.29753 |
| H-3 | PNP | 46.170 | 2.72 | Pbb | - | - | - | KKK | - | - | Rjzsd | Oqjtt | 65-68 | 60 | 2.29% | 2.303% | 11.57751 |
| I-2 | EMB | 76.227 | 7.31 | Wgg | - | - | - | YYY | - | - | Fokun | ODMU | 47-50 | 42 | 1.87% | 1.881% | 94.63559 |
| U | WMU | 43.641 | 8.51 | St2 | - | - | - | CC+ | - | - | Fnmzp | Hueun | 110s | 100 | 2.85% | 2.871% | 20.36937 |
| H-1 | CTK | 94.419 | 5.36 | VS | - | - | - | G1+ | - | - | Enmky | CSZ | - | - | 1.35% | 1.350% | 165.00000 |
| E | ZLU | 4.636 | 2.70 | Tuu2 | - | - | - | QQQ+ | - | - | Bcugu | Bmmql | 210-220 | 195 | 3.80% | 3.837% | 28.24774 |
Tranche Comments
H-1: Registration: 144K Rpzs;
I-2: Registration: 144S Razu;
H-3: Registration: 144P Coam;
U: Registration: 144Y Lenj;
H: Registration: 144I Orak;
E: Registration: 144D Yiwz;
Pricing Speed
4% VNO aa 10% VHYY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | WQX | 730.000 | 4.63 | Pzz | - | UUU | - | - | - | - | Mhfpm | PZRV | 60r | 50 | 1.46% | 1.467% | - |
| N1 | QOE | 45.000 | 3.54 | IA | - | X1+ | - | - | - | - | Hqgai | TWR | 1.00-1.10% | - | 1.10% | 1.100% | - |
| B | OPM | 4.450 | 7.31 | Gbb1 | - | UUU | - | - | - | - | Ffakf | Emfng | 325-335 | 310 | 4.20% | 4.240% | - |
| M3 | MFB | 72.100 | 5.47 | Ucc | - | QQQ | - | - | - | - | Uyalt | Tvojx | 70-75 | 60 | 1.65% | 1.659% | - |
| B | BTG | 4.428 | 7.88 | Ku1 | - | DD | - | - | - | - | Frkye | Qhjpg | 600e | 575 | 6.79% | 6.890% | - |
| A | BZX | 93.550 | 3.22 | Qb2 | - | MM- | - | - | - | - | Ubbtm | Lyltr | 140-150 | 140 | 2.50% | 2.518% | - |
| A | GVF | 52.320 | 4.43 | Z1 | - | Z- | - | - | - | - | Jvkgs | Ryrrw | 230-240 | 215 | 3.26% | 3.289% | - |
Tranche Comments
N1: Registration: 144V Vtnx;
T2: Registration: 144D Fzdm;
M3: Registration: 144F Zein;
A: Registration: 144Q Hthj;
A: Registration: 144F Gjvg;
B: Registration: 144I Qevg;
B: Registration: 144T Bitv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KJM | 4.469 | 1.70 | Oz2 | - | - | SS (W) | - | - | - | Jyixr | Dxyuv | 650n | 650 | 7.42% | 7.544% | - |
| I | VUE | 8.323 | 6.60 | Err2 | - | - | DDD (H) | - | - | - | Bqgwr | Vfbdt | 425 | 425 | 5.23% | 5.294% | - |
| S | ZKB | 3.590 | 5.80 | G2 | - | - | V (G) | - | - | - | Gyija | Fnhpi | 280 | 280 | 3.81% | 3.844% | - |
| Q1 | CGN | 17.500 | 9.47 | EO | - | - | M-1 Z | - | - | - | Ksgby | JHD | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
| E2 | LKI | 19.000 | 8.70 | Vnn | - | - | BBB | - | - | - | Craab | NMWY | 100-105 | 95 | 1.75% | 1.758% | - |
| J3 | FLZ | 69.219 | 5.98 | Puu | - | - | WWW | - | - | - | Thiyy | Aebvl | 105-110 | 100 | 1.92% | 1.931% | - |
| E | OHD | 40.827 | 5.96 | Qn2 | - | - | III | - | - | - | Qpuae | Qedik | 190-195 | 185 | 2.85% | 2.869% | - |
Tranche Comments
Q1: Registration: 144P Jzba; Comments: 10% Qfhom-Gs Qoff;
E2: Registration: 144K Vvcc; Comments: 10% Kmqtl-Cw Ktmm;
J3: Registration: 144U Srpi; Comments: 10% Kwmdw-Mg Kdww;
E: Registration: 144N Gksp; Comments: 10% Xwbim-Ny Xiww;
S: Registration: 144T Kbir; Comments: 10% Bbric-Ao Bibb;
I: Registration: 144Y Hskg; Comments: 10% Atgde-Yj Adtt;
X: Registration: 144E Xjnr; Comments: 10% Bosgu-Hb Bgoo;
Deal Comments
YHTIL Ypwiwbpgq Ppzqq L-S
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FSQ | 2.814 | 9.80 | Yh2 | - | - | II (A) | - | - | - | Dpiow | Vgkzi | 525-550 | 550 | 6.52% | 6.619% | 15.60698 |
| M | BEO | 20.170 | 1.30 | K2 | - | - | N | - | - | - | Osigf | Dlnri | 215-225 | 215 | 3.24% | 3.269% | 12.41725 |
| H | RME | 4.550 | 5.10 | A2 | - | - | M | - | - | - | Rlboy | Jjvpa | - | - | - | - | Retained |
| C1 | ISX | 18.578 | 7.32 | MV | - | - | J-1 S | - | - | - | Hzxkb | VSG | 0.85-95% | 100 | 1.00% | 1.000% | 919.00000 |
| V | XOO | 61.530 | 6.87 | Av2 | - | - | RRR | - | - | - | Izfes | Cvydf | 150-160 | 160 | 2.62% | 2.635% | 89.27600 |
| V | JZB | 4.144 | 6.60 | Juu2 | - | - | OOO (V) | - | - | - | Gfcvy | Yjghs | 290-300 | 350 | 3.44% | 4.619% | 38.99002 |
| I2 | NBI | 64.782 | 9.69 | Nbb | - | - | BBB | - | - | - | Qrokr | EMOK | 100-105 | 105 | 1.57% | 1.581% | 28.52890 |
| C3 | QQX | 86.338 | 4.55 | Jmm | - | - | III | - | - | - | Gkfhq | Nlecm | 110-115 | 115 | 1.93% | 1.945% | 13.45860 |
Tranche Comments
C1: Registration: 144D Edou;
I2: Registration: 144B Hnog;
C3: Registration: 144M Kwww;
V: Registration: 144U Fxph;
M: Registration: 144D Gtxz;
V: Registration: 144V Cqqn;
W: Registration: 144K Oudz;
H: Registration: 144D Jizr;
Deal Comments
UELLA Uuikijuqn Juvhh A-L
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | QBT | 130.000 | 4.80 | Bdd | - | - | AAA | - | - | - | Ywhmn | RABQ | 55-60 | 55 | 1.15% | 1.154% | - |
| R | EVC | 67.660 | 9.26 | Tyy2 | - | - | QQQ | - | - | - | Ebyii | Yympe | 195a | 190 | 3.24% | 3.264% | - |
| W | PGU | 8.120 | 7.50 | Ls3 | - | - | EE | - | - | - | Frpjo | Clnbm | 400-410 | - | 5.92% | 6.000% | - |
| N1 | HCE | 65.000 | 4.66 | - | - | - | F-1 N | - | - | - | Lbsah | TES | 0.40-45% | 48 | 0.48% | 0.480% | 564.00000 |
| S3 | WBM | 41.240 | 1.70 | Jvv | - | - | TTT | - | - | - | Vuksi | Bjeuw | 65-70 | 62 | 1.61% | 1.616% | - |
| C | CMY | 54.640 | 9.11 | X2 | - | - | K | - | - | - | Slywr | Eyica | 135-145 | 135 | 2.69% | 2.714% | - |
| T | LZL | 98.270 | 6.80 | Gs3 | - | - | JJJ | - | - | - | Crpzx | Mcucx | 100d | 100 | 2.26% | 2.273% | - |
Tranche Comments
N1: Registration: 144W Tjhv;
K2: Registration: 144F Xjkp;
S3: Registration: 144U Pmjg;
T: Registration: 144Y Qing;
C: Registration: 144H Pqww;
R: Registration: 144F Mtdy;
W: Registration: 144Q Emdw;