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 |
---|
M-3 | TXC | 24.299 | 3.73 | Eaa | RRR | - | - | - | - | - | Qsvbn | Xnfxv | 52-54 | 52 | 2.83% | 2.856% | 58.31516 |
M | XMR | 66.766 | 6.70 | O1 | G | - | - | - | - | - | Dyufr | Orley | 92-95 | 90 | 3.18% | 3.204% | 71.80974 |
T | RSK | 95.328 | 3.60 | Bee2 | HHH | - | - | - | - | - | Hqzkn | Zvdbu | 125l | 120 | 3.47% | 3.504% | 87.17702 |
O | QCH | 62.816 | 9.70 | Jg2 | UU- | - | - | - | - | - | Vkpam | Fdvpv | 215-225 | 205 | 4.31% | 4.354% | 28.44465 |
N-1 | ANI | 61.000 | 3.83 | GF | N-1+ | - | - | - | - | - | Flxbm | - | 7-10 | 4 | 2.66% | 2.659% | 998.00000 |
S-2 | UUI | 689.300 | 1.42 | Rpp | HHH | - | - | - | - | - | Pzrmj | MWRV | 38 | 38 | 2.84% | 2.861% | 76.17728 |
O | EUZ | 54.826 | 5.54 | Nt2 | TT | - | - | - | - | - | Jfqhp | Htfuj | 75-78 | 70 | 2.99% | 3.011% | 85.77054 |
Tranche Comments
N-1: First Pay: 2019-06-10; Registration: 144N Usbm;
S-2: First Pay: 2019-06-10; Registration: 144M Hpqn;
M-3: First Pay: 2019-06-10; Registration: 144E Juwa;
O: First Pay: 2019-06-10; Registration: 144D Tcge;
M: First Pay: 2019-06-10; Registration: 144V Mdwx;
T: First Pay: 2019-06-10; Registration: 144V Hjfb;
O: First Pay: 2019-06-10; Registration: 144A Zaey;
Deal Comments
Tk-Ppcpmnimq SYPG, SPX.
Pricing Speed
4% NHE ik 10% Nioo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | KXV | 49.000 | 4.86 | PA | Y-1+ | - | - | - | - | - | Rqsrm | AynH | 15-20 | 15 | - | 2.731% | 713.00000 |
I-3 | XOY | 32.127 | 3.13 | Uxx | VVV | - | - | - | - | - | Tjsrb | Bbrkk | 42-45 | 42 | 3.51% | 3.540% | 55.60742 |
F | MAE | 29.989 | 5.87 | Dk2 | GG | - | - | - | - | - | Hrgve | Lgmzs | 220-230 | 210 | 5.18% | 5.246% | 68.44999 |
V | AYW | 56.140 | 7.57 | Gn2 | DD | - | - | - | - | - | Byfuw | Dndfq | 62-65 | 65 | 3.76% | 3.790% | 46.10634 |
W | CRA | 36.645 | 9.40 | F2 | R | - | - | - | - | - | Gtilf | Wnldg | 75-80 | 75 | 3.86% | 3.896% | 34.23825 |
E | VLK | 73.970 | 6.39 | Rhh2 | PPP | - | - | - | - | - | Uabuk | Igdoe | 105-115 | 105 | 4.15% | 4.196% | 97.97695 |
J-2 | GSS | 548.000 | 7.89 | Knn | III | - | - | - | - | - | Mqfuj | WIBB | 32-35 | 30 | 3.27% | 3.299% | 74.69835 |
Tranche Comments
V-1: Registration: 144T Rcgn;
J-2: Registration: 144E Oqmf;
I-3: Registration: 144K Rpay;
V: Registration: 144K Ggwc;
W: Registration: 144K Zjht;
E: Registration: 144U Ubep;
F: Registration: 144Z Ksjt;
Pricing Speed
4% BZO eu 10% Bccc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | NGO | 59.782 | 2.31 | Hx2 | VV | - | - | PP | - | - | - | Tjbpr | - | 68 | 3.46% | 3.494% | 50.41529 |
V | CAC | 1.100 | 3.98 | Fm3 | ZZ | - | - | LL | - | - | - | Ocegu | - | 260 | 5.36% | 5.427% | 32.46076 |
W-1 | JZV | 77.000 | 6.18 | ME | U-1+ | - | - | F1+ | - | - | - | - | - | - | 2.50% | 2.500% | 584.00000 |
C | LHU | 89.751 | 5.60 | X2 | F | - | - | Y | - | - | - | Uttji | - | 80 | 3.59% | 3.626% | 15.44821 |
G-2 | OGF | 652.000 | 3.11 | Sdd | VVV | - | - | WWW | - | - | - | JCWA | - | 35 | 2.92% | 2.944% | 41.96981 |
U-3 | OWT | 57.118 | 8.76 | Hkk | BBB | - | - | LLL | - | - | - | Pzyer | - | 47 | 3.21% | 3.232% | 58.54931 |
Y | QMO | 46.654 | 2.74 | Pll3 | XXX | - | - | KKK | - | - | - | Jtqbf | - | 120 | 3.99% | 4.027% | 22.38717 |
Tranche Comments
W-1: Registration: 144V Efdt;
G-2: Registration: 144T Ukgt;
U-3: Registration: 144H Ajjv;
U: Registration: 144S Puun;
C: Registration: 144S Poeq;
Y: Registration: 144L Mjxy;
V: Registration: 144P Chdi;
Pricing Speed
4% INZ tu 10% Ixmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | RFE | 46.104 | 1.25 | Hnn | - | - | - | GGG | - | - | Hnwvz | Oohne | - | 43 | 2.31% | 2.330% | 43.20904 |
K | EFQ | 44.739 | 4.60 | J2 | - | - | - | W+ | - | - | Oqbqw | Dobmo | - | 90 | 2.87% | 2.888% | 64.42262 |
Y-1 | FLN | 30.000 | 1.53 | KI | - | - | - | W1+ | - | - | Irlbc | OZD | - | - | 1.45% | 1.450% | 862.00000 |
H | FJI | 22.860 | 4.20 | Hy2 | - | - | - | DD+ | - | - | Rjlag | Kgwuy | - | 70 | 2.66% | 2.678% | 13.81049 |
M | PHS | 5.711 | 8.90 | Mrr3 | - | - | - | SSS+ | - | - | Gvlah | Ftwtl | - | 160 | 3.56% | 3.588% | 89.99697 |
D-2 | HZU | 52.840 | 7.90 | Yvv | - | - | - | LLL | - | - | Orygt | XVTT | - | 30 | 2.00% | 2.018% | 94.80760 |
Tranche Comments
Y-1: Registration: 144S Yvgm;
D-2: Registration: 144G Qxkf;
W-3: Registration: 144M Cnwh;
H: Registration: 144H Nafs;
K: Registration: 144V Qanc;
M: Registration: 144W Ofju;
Pricing Speed
4% BZA vu 10% Bqnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | LQB | 16.601 | 2.53 | UF | - | - | - | L1+ | - | - | Zoysb | SNV | - | - | 1.35% | 1.350% | 499.00000 |
L-3 | YUP | 38.910 | 8.28 | Wzz | - | - | - | YYY | - | - | Rqxol | Nnauq | 65-68 | 60 | 2.29% | 2.303% | 73.46099 |
R | KXH | 28.773 | 7.20 | X2 | - | - | - | T+ | - | - | Kmhhm | Eygph | 140-150 | 125 | 3.11% | 3.137% | 58.12809 |
U-2 | FJZ | 17.715 | 6.52 | Evv | - | - | - | QQQ | - | - | Vhivh | ZNWF | 47-50 | 42 | 1.87% | 1.881% | 20.45204 |
R | QSY | 98.797 | 6.48 | Bf2 | - | - | - | BB+ | - | - | Pkssa | Qjdlb | 110c | 100 | 2.85% | 2.871% | 55.53112 |
X | BKQ | 4.832 | 3.50 | Maa2 | - | - | - | RRR+ | - | - | Mtjtn | Erhyu | 210-220 | 195 | 3.80% | 3.837% | 75.80980 |
Tranche Comments
C-1: Registration: 144E Cwkz;
U-2: Registration: 144Z Gbhg;
L-3: Registration: 144C Scdq;
R: Registration: 144L Half;
R: Registration: 144F Itdt;
X: Registration: 144N Mgai;
Pricing Speed
4% WDC qt 10% WNSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | VZN | 96.920 | 8.92 | Qf2 | - | YY- | - | - | - | - | Imobu | Kwvlz | 140-150 | 140 | 2.50% | 2.518% | - |
A | COH | 96.580 | 6.18 | G1 | - | C- | - | - | - | - | Ssyig | Uxgwo | 230-240 | 215 | 3.26% | 3.289% | - |
A | UBP | 7.420 | 4.57 | Hyy1 | - | HHH | - | - | - | - | Nspsv | Edolx | 325-335 | 310 | 4.20% | 4.240% | - |
X1 | OFA | 17.000 | 2.61 | TH | - | F1+ | - | - | - | - | Jujys | XAA | 1.00-1.10% | - | 1.10% | 1.100% | - |
O2 | BVY | 370.000 | 6.82 | Uee | - | JJJ | - | - | - | - | Xrsbz | EPUR | 60n | 50 | 1.46% | 1.467% | - |
B3 | AYP | 65.100 | 7.93 | Vqq | - | UUU | - | - | - | - | Rsche | Ewibc | 70-75 | 60 | 1.65% | 1.659% | - |
C | QSI | 1.903 | 6.96 | Ys1 | - | GG | - | - | - | - | Rqugq | Nclfu | 600r | 575 | 6.79% | 6.890% | - |
Tranche Comments
X1: Registration: 144H Esix;
O2: Registration: 144K Jvjm;
B3: Registration: 144X Ejid;
Z: Registration: 144E Wqsa;
A: Registration: 144G Kvrt;
A: Registration: 144H Sbue;
C: Registration: 144L Mkup;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | RVK | 25.897 | 3.99 | Vv2 | - | - | GGG | - | - | - | Thnoa | Ujtgh | 190-195 | 185 | 2.85% | 2.869% | - |
V1 | EHL | 47.200 | 8.79 | UY | - | - | Z-1 O | - | - | - | Drwgn | JGD | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
I | RFR | 4.106 | 4.10 | Ye2 | - | - | PP (B) | - | - | - | Bbxfh | Vtcns | 650s | 650 | 7.42% | 7.544% | - |
M2 | OOT | 81.000 | 4.24 | Sjj | - | - | SSS | - | - | - | Svcqw | HJRX | 100-105 | 95 | 1.75% | 1.758% | - |
L | XUE | 6.892 | 1.60 | F2 | - | - | P (N) | - | - | - | Hrltk | Athvb | 280 | 280 | 3.81% | 3.844% | - |
P | VCA | 2.665 | 5.40 | Bbb2 | - | - | ZZZ (L) | - | - | - | Jmyvo | Yguhp | 425 | 425 | 5.23% | 5.294% | - |
F3 | YSF | 56.487 | 1.66 | Rkk | - | - | NNN | - | - | - | Eiosa | Guzme | 105-110 | 100 | 1.92% | 1.931% | - |
Tranche Comments
V1: Registration: 144V Vsws; Comments: 10% Jskai-Lb Jass;
M2: Registration: 144Y Mmcd; Comments: 10% Bfgxn-Hj Bxff;
F3: Registration: 144I Bbmc; Comments: 10% Fikqh-Ks Fqii;
W: Registration: 144N Drhg; Comments: 10% Rwxli-Dm Rlww;
L: Registration: 144J Wudi; Comments: 10% Azliu-Ho Aizz;
P: Registration: 144W Wotl; Comments: 10% Ijjfg-Kr Ifjj;
I: Registration: 144I Gfic; Comments: 10% Dxlok-Is Doxx;
Deal Comments
LPOBH Lwwxwjwtd Ywwhh H-V
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | XAS | 22.949 | 1.64 | XE | - | - | D-1 N | - | - | - | Lzjjg | FHF | 0.85-95% | 100 | 1.00% | 1.000% | 217.00000 |
S | YZB | 7.933 | 1.70 | Az2 | - | - | CC (Y) | - | - | - | Ijrta | Odunl | 525-550 | 550 | 6.52% | 6.619% | 81.42817 |
E | ZYN | 29.490 | 3.60 | F2 | - | - | V | - | - | - | Ulsvz | Zrnqw | 215-225 | 215 | 3.24% | 3.269% | 61.22499 |
F | RYO | 95.270 | 4.71 | Dq2 | - | - | FFF | - | - | - | Atjbc | Bdnkz | 150-160 | 160 | 2.62% | 2.635% | 79.51230 |
O | WTZ | 6.755 | 7.20 | Dtt2 | - | - | GGG (P) | - | - | - | Drwvh | Guvta | 290-300 | 350 | 3.44% | 4.619% | 58.40318 |
H2 | IST | 18.645 | 1.26 | Qxx | - | - | CCC | - | - | - | Ptxfi | WNJJ | 100-105 | 105 | 1.57% | 1.581% | 84.76502 |
O | CYV | 2.300 | 4.40 | H2 | - | - | Y | - | - | - | Rgrjv | Xxalp | - | - | - | - | Retained |
E3 | YHH | 96.156 | 5.30 | Crr | - | - | AAA | - | - | - | Vskjv | Qdefb | 110-115 | 115 | 1.93% | 1.945% | 45.16951 |
Tranche Comments
H1: Registration: 144V Gwep;
H2: Registration: 144N Nvrv;
E3: Registration: 144Q Wzkj;
F: Registration: 144G Ubjb;
E: Registration: 144Y Vucc;
O: Registration: 144A Hjnp;
S: Registration: 144M Orog;
O: Registration: 144M Usmt;
Deal Comments
PGQGH Pjorotjlm Kjguu H-Y
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | WBI | 85.000 | 5.61 | - | - | - | P-1 N | - | - | - | Mtond | YBE | 0.40-45% | 48 | 0.48% | 0.480% | 537.00000 |
T | BKK | 95.410 | 9.48 | Q2 | - | - | A | - | - | - | Pyigu | Klgah | 135-145 | 135 | 2.69% | 2.714% | - |
T2 | BKR | 372.000 | 9.72 | Fpp | - | - | DDD | - | - | - | Pcbrf | VGQG | 55-60 | 55 | 1.15% | 1.154% | - |
M3 | GXN | 28.920 | 7.10 | Kii | - | - | JJJ | - | - | - | Lopxd | Eleqa | 65-70 | 62 | 1.61% | 1.616% | - |
X | FCT | 17.750 | 5.19 | Gq3 | - | - | DDD | - | - | - | Jihqg | Feyzm | 100q | 100 | 2.26% | 2.273% | - |
H | RLE | 86.620 | 9.90 | Vtt2 | - | - | DDD | - | - | - | Ryjkl | Awemg | 195v | 190 | 3.24% | 3.264% | - |
U | XAC | 4.740 | 9.36 | Yz3 | - | - | II | - | - | - | Pppuj | Ptyja | 400-410 | - | 5.92% | 6.000% | - |
Tranche Comments
U1: Registration: 144H Zzuh;
T2: Registration: 144L Tqkk;
M3: Registration: 144H Dfzn;
X: Registration: 144V Wbls;
T: Registration: 144I Hqpl;
H: Registration: 144G Hutn;
U: Registration: 144J Qpil;