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 |
---|
Y-1 | RRF | 94.000 | 2.26 | XC | G-1+ | - | - | - | - | - | Obgse | - | 7-10 | 4 | 2.66% | 2.659% | 981.00000 |
Q-3 | ENK | 78.365 | 4.82 | Saa | III | - | - | - | - | - | Tucns | Vqktn | 52-54 | 52 | 2.83% | 2.856% | 50.33178 |
N | KUE | 48.486 | 9.90 | Oee2 | EEE | - | - | - | - | - | Arxvb | Eyutw | 125j | 120 | 3.47% | 3.504% | 31.74924 |
Y | GVZ | 21.975 | 5.80 | P1 | U | - | - | - | - | - | Qpufx | Sbtjl | 92-95 | 90 | 3.18% | 3.204% | 33.51021 |
K | TBB | 13.201 | 2.90 | Al2 | PP- | - | - | - | - | - | Tyqrj | Zcxgk | 215-225 | 205 | 4.31% | 4.354% | 69.94548 |
Q | IYK | 88.674 | 7.60 | Ey2 | BB | - | - | - | - | - | Ozrwx | Vqkrb | 75-78 | 70 | 2.99% | 3.011% | 91.90331 |
J-2 | HTW | 833.900 | 2.28 | Guu | HHH | - | - | - | - | - | Opcvt | KMMW | 38 | 38 | 2.84% | 2.861% | 35.26405 |
Tranche Comments
Y-1: First Pay: 2019-06-10; Registration: 144J Pzfo;
J-2: First Pay: 2019-06-10; Registration: 144H Iuxe;
Q-3: First Pay: 2019-06-10; Registration: 144T Cgok;
Q: First Pay: 2019-06-10; Registration: 144H Nhvn;
Y: First Pay: 2019-06-10; Registration: 144F Mhbs;
N: First Pay: 2019-06-10; Registration: 144A Inwc;
K: First Pay: 2019-06-10; Registration: 144S Pwnl;
Deal Comments
Zw-Iwwwibbwu ZEIT, ZIC.
Pricing Speed
4% UIH uz 10% Uhff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VVF | 58.124 | 8.30 | C2 | C | - | - | - | - | - | Dljzl | Dbupy | 75-80 | 75 | 3.86% | 3.896% | 73.26904 |
E | VFK | 29.919 | 6.67 | Wc2 | AA | - | - | - | - | - | Liucu | Xevqo | 220-230 | 210 | 5.18% | 5.246% | 64.85630 |
X-2 | YBU | 327.000 | 4.74 | Rll | ZZZ | - | - | - | - | - | Nbbee | JPSN | 32-35 | 30 | 3.27% | 3.299% | 31.45462 |
U-1 | YCD | 83.000 | 1.92 | OG | M-1+ | - | - | - | - | - | Gitrr | KntV | 15-20 | 15 | - | 2.731% | 353.00000 |
S | YBB | 28.480 | 3.29 | Fz2 | EE | - | - | - | - | - | Yfofn | Pxzzy | 62-65 | 65 | 3.76% | 3.790% | 58.69078 |
J | YAS | 18.880 | 9.46 | Tee2 | SSS | - | - | - | - | - | Anyph | Qgkef | 105-115 | 105 | 4.15% | 4.196% | 14.38941 |
J-3 | VKM | 56.390 | 2.37 | Dzz | TTT | - | - | - | - | - | Lmvyn | Kcqan | 42-45 | 42 | 3.51% | 3.540% | 95.45090 |
Tranche Comments
U-1: Registration: 144A Ohqp;
X-2: Registration: 144C Rqzq;
J-3: Registration: 144D Zovl;
S: Registration: 144J Kobm;
E: Registration: 144T Debp;
J: Registration: 144K Pknr;
E: Registration: 144I Psfk;
Pricing Speed
4% QJX jk 10% Qxyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | BUX | 3.810 | 5.76 | Be3 | UU | - | - | DD | - | - | - | Frvcr | - | 260 | 5.36% | 5.427% | 58.51314 |
G-2 | ESB | 733.000 | 6.38 | Fkk | VVV | - | - | EEE | - | - | - | JQLI | - | 35 | 2.92% | 2.944% | 78.92859 |
R | ESX | 85.355 | 1.84 | Eii3 | UUU | - | - | UUU | - | - | - | Lhlms | - | 120 | 3.99% | 4.027% | 68.50247 |
P-3 | JFJ | 16.641 | 9.75 | Rkk | WWW | - | - | AAA | - | - | - | Mhkvm | - | 47 | 3.21% | 3.232% | 43.51646 |
P | AHX | 60.801 | 6.75 | R2 | O | - | - | D | - | - | - | Lqvet | - | 80 | 3.59% | 3.626% | 26.48334 |
A-1 | ZCF | 37.000 | 4.68 | BW | O-1+ | - | - | M1+ | - | - | - | - | - | - | 2.50% | 2.500% | 248.00000 |
N | KIG | 97.366 | 6.27 | At2 | SS | - | - | XX | - | - | - | Xqtvu | - | 68 | 3.46% | 3.494% | 37.24836 |
Tranche Comments
A-1: Registration: 144X Morx;
G-2: Registration: 144P Hbbb;
P-3: Registration: 144G Kbub;
N: Registration: 144H Qoru;
P: Registration: 144N Ptcv;
R: Registration: 144X Mcdq;
D: Registration: 144N Ouwc;
Pricing Speed
4% EPI pb 10% Esaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | TCG | 11.920 | 7.20 | Ppp | - | - | - | AAA | - | - | Efyvh | VRMF | - | 30 | 2.00% | 2.018% | 69.15297 |
K | OCO | 11.607 | 4.30 | P2 | - | - | - | U+ | - | - | Ytkaj | Mmwqw | - | 90 | 2.87% | 2.888% | 44.43928 |
I | ZPO | 4.186 | 7.90 | Mhh3 | - | - | - | TTT+ | - | - | Coyqu | Pbgnu | - | 160 | 3.56% | 3.588% | 55.78508 |
G-1 | KQA | 59.000 | 2.30 | DH | - | - | - | I1+ | - | - | Wohqk | AIC | - | - | 1.45% | 1.450% | 143.00000 |
L-3 | BMW | 98.502 | 6.72 | Unn | - | - | - | EEE | - | - | Akpgj | Lqenn | - | 43 | 2.31% | 2.330% | 49.76234 |
K | FWP | 50.289 | 8.50 | Ew2 | - | - | - | FF+ | - | - | Sjrai | Xkfpt | - | 70 | 2.66% | 2.678% | 57.58960 |
Tranche Comments
G-1: Registration: 144Q Aerg;
P-2: Registration: 144C Fcrp;
L-3: Registration: 144M Tsdu;
K: Registration: 144J Folz;
K: Registration: 144W Iguh;
I: Registration: 144Y Bqig;
Pricing Speed
4% NUL ny 10% Nnyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | YXZ | 29.207 | 6.48 | Im2 | - | - | - | AA+ | - | - | Yatgn | Ahtws | 110j | 100 | 2.85% | 2.871% | 83.21459 |
V | AMB | 5.619 | 3.60 | Oaa2 | - | - | - | BBB+ | - | - | Rhpef | Iijky | 210-220 | 195 | 3.80% | 3.837% | 78.55674 |
J-2 | YEO | 82.512 | 4.61 | Loo | - | - | - | JJJ | - | - | Ryozf | HIJW | 47-50 | 42 | 1.87% | 1.881% | 78.28100 |
M-3 | FUS | 22.570 | 7.70 | Rxx | - | - | - | XXX | - | - | Msvue | Pdzkh | 65-68 | 60 | 2.29% | 2.303% | 70.45709 |
N-1 | WZN | 11.422 | 2.90 | NB | - | - | - | J1+ | - | - | Rkkqp | FQK | - | - | 1.35% | 1.350% | 889.00000 |
F | TFE | 21.299 | 2.20 | F2 | - | - | - | B+ | - | - | Cwzlv | Qydqc | 140-150 | 125 | 3.11% | 3.137% | 52.63217 |
Tranche Comments
N-1: Registration: 144B Vwis;
J-2: Registration: 144G Ewip;
M-3: Registration: 144C Arbz;
F: Registration: 144K Qtai;
F: Registration: 144T Dogm;
V: Registration: 144X Mebf;
Pricing Speed
4% YHE sd 10% YMQQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C3 | ITU | 75.400 | 2.64 | Qdd | - | WWW | - | - | - | - | Qvwun | Auoqd | 70-75 | 60 | 1.65% | 1.659% | - |
W | OJP | 96.350 | 9.23 | T1 | - | X- | - | - | - | - | Vsfix | Gnxpl | 230-240 | 215 | 3.26% | 3.289% | - |
A1 | KZS | 72.000 | 8.94 | OF | - | S1+ | - | - | - | - | Rqghu | EKR | 1.00-1.10% | - | 1.10% | 1.100% | - |
U | ULR | 6.991 | 4.94 | Cm1 | - | LL | - | - | - | - | Yqinz | Rnmjg | 600c | 575 | 6.79% | 6.890% | - |
H2 | KYQ | 865.000 | 6.90 | Hqq | - | OOO | - | - | - | - | Ovfvw | BGYF | 60p | 50 | 1.46% | 1.467% | - |
U | UGS | 50.870 | 3.69 | Ms2 | - | RR- | - | - | - | - | Twqug | Enczx | 140-150 | 140 | 2.50% | 2.518% | - |
I | OWX | 4.400 | 6.59 | Woo1 | - | TTT | - | - | - | - | Gvfej | Mjydg | 325-335 | 310 | 4.20% | 4.240% | - |
Tranche Comments
A1: Registration: 144Z Sxlg;
H2: Registration: 144D Tcla;
C3: Registration: 144E Bmld;
U: Registration: 144K Uvhk;
W: Registration: 144A Jxly;
I: Registration: 144L Ybhw;
U: Registration: 144J Jajp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | VHD | 72.285 | 2.99 | Er2 | - | - | YYY | - | - | - | Npsfk | Bqlak | 190-195 | 185 | 2.85% | 2.869% | - |
K | PXO | 3.194 | 3.50 | Sww2 | - | - | YYY (H) | - | - | - | Dwlpb | Eflon | 425 | 425 | 5.23% | 5.294% | - |
J | WUT | 6.997 | 1.60 | W2 | - | - | Q (Q) | - | - | - | Wsjrb | Ucfne | 280 | 280 | 3.81% | 3.844% | - |
M1 | MTC | 68.100 | 8.78 | SO | - | - | P-1 O | - | - | - | Epmli | KVX | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
F3 | IXM | 94.366 | 4.78 | Rkk | - | - | NNN | - | - | - | Wowqm | Knkkl | 105-110 | 100 | 1.92% | 1.931% | - |
Z2 | EOA | 17.000 | 4.27 | Akk | - | - | EEE | - | - | - | Efxwo | WSDS | 100-105 | 95 | 1.75% | 1.758% | - |
R | CGX | 8.731 | 3.70 | Sv2 | - | - | MM (Z) | - | - | - | Gkhzd | Ijmtq | 650l | 650 | 7.42% | 7.544% | - |
Tranche Comments
M1: Registration: 144T Ldmf; Comments: 10% Ezmwd-Mz Ewzz;
Z2: Registration: 144Z Sdim; Comments: 10% Gckzy-Zu Gzcc;
F3: Registration: 144W Yvpk; Comments: 10% Ctiow-Ek Cott;
R: Registration: 144B Herr; Comments: 10% Iijoo-Qr Ioii;
J: Registration: 144D Zkgz; Comments: 10% Mkygw-Lp Mgkk;
K: Registration: 144F Ggqu; Comments: 10% Cjkfv-Vq Cfjj;
R: Registration: 144C Ihft; Comments: 10% Phusj-Mn Pshh;
Deal Comments
EFOZG Erltltrwv Frlzz G-Z
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | IEX | 58.222 | 5.90 | ZM | - | - | O-1 Y | - | - | - | Zzqsk | YEF | 0.85-95% | 100 | 1.00% | 1.000% | 654.00000 |
Q2 | HGT | 45.358 | 3.85 | Mzz | - | - | ZZZ | - | - | - | Ngmfu | IQZV | 100-105 | 105 | 1.57% | 1.581% | 55.72102 |
W | MOY | 91.250 | 2.20 | D2 | - | - | B | - | - | - | Hzpvp | Djxjb | 215-225 | 215 | 3.24% | 3.269% | 63.58950 |
U | BWN | 8.526 | 5.60 | Ev2 | - | - | LL (F) | - | - | - | Wjpmm | Feqdm | 525-550 | 550 | 6.52% | 6.619% | 93.97151 |
K | IGU | 8.104 | 7.10 | Udd2 | - | - | WWW (T) | - | - | - | Fanhl | Zqmni | 290-300 | 350 | 3.44% | 4.619% | 60.90342 |
J3 | ZGI | 84.766 | 4.21 | Wee | - | - | PPP | - | - | - | Wfkbh | Xohar | 110-115 | 115 | 1.93% | 1.945% | 38.37315 |
H | UAN | 9.380 | 9.30 | B2 | - | - | O | - | - | - | Fjixd | Qbtex | - | - | - | - | Retained |
E | FNZ | 14.140 | 3.16 | Tk2 | - | - | ZZZ | - | - | - | Xqvhh | Chvil | 150-160 | 160 | 2.62% | 2.635% | 19.28100 |
Tranche Comments
R1: Registration: 144B Vrlu;
Q2: Registration: 144G Lwhw;
J3: Registration: 144T Eumy;
E: Registration: 144Z Kept;
W: Registration: 144Y Ipto;
K: Registration: 144E Ewuk;
U: Registration: 144D Wwke;
H: Registration: 144N Faxc;
Deal Comments
QOXKW Qtrrrztoq Btjqq W-A
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | FKP | 92.970 | 1.22 | J2 | - | - | M | - | - | - | Sqnva | Rfgwb | 135-145 | 135 | 2.69% | 2.714% | - |
R3 | QRQ | 70.280 | 2.40 | Gmm | - | - | LLL | - | - | - | Yybhl | Ttawk | 65-70 | 62 | 1.61% | 1.616% | - |
C | PCQ | 29.860 | 9.52 | Aee2 | - | - | MMM | - | - | - | Wonfu | Tbipq | 195k | 190 | 3.24% | 3.264% | - |
S | ESU | 8.370 | 5.16 | Cu3 | - | - | DD | - | - | - | Lurwv | Mbmfs | 400-410 | - | 5.92% | 6.000% | - |
K1 | POH | 56.000 | 8.29 | - | - | - | P-1 K | - | - | - | Pyffl | IOU | 0.40-45% | 48 | 0.48% | 0.480% | 386.00000 |
N2 | QJW | 614.000 | 8.84 | Rcc | - | - | UUU | - | - | - | Tikha | ZNON | 55-60 | 55 | 1.15% | 1.154% | - |
I | UID | 13.490 | 8.65 | Fl3 | - | - | TTT | - | - | - | Wjuaj | Wunac | 100f | 100 | 2.26% | 2.273% | - |
Tranche Comments
K1: Registration: 144U Yanr;
N2: Registration: 144E Porc;
R3: Registration: 144V Ksaa;
I: Registration: 144F Sddw;
D: Registration: 144K Dxvy;
C: Registration: 144J Sfds;
S: Registration: 144D Ejin;