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 |
---|
A | KMU | 66.697 | 5.70 | Lj2 | RR- | - | - | - | - | - | Acqnl | Mzwgo | 215-225 | 205 | 4.31% | 4.354% | 87.36717 |
C-2 | WPZ | 937.900 | 9.32 | Nrr | PPP | - | - | - | - | - | Zowvs | VRTJ | 38 | 38 | 2.84% | 2.861% | 84.53437 |
E-3 | TLE | 10.673 | 5.36 | Icc | WWW | - | - | - | - | - | Avtts | Grffc | 52-54 | 52 | 2.83% | 2.856% | 90.31103 |
Y | GIP | 38.964 | 1.40 | Ipp2 | KKK | - | - | - | - | - | Qftqf | Cdwuj | 125s | 120 | 3.47% | 3.504% | 34.29177 |
A-1 | RYK | 24.000 | 4.89 | IW | Y-1+ | - | - | - | - | - | Tzjwy | - | 7-10 | 4 | 2.66% | 2.659% | 552.00000 |
R | PFQ | 61.232 | 6.90 | I1 | K | - | - | - | - | - | Eglzh | Gqanx | 92-95 | 90 | 3.18% | 3.204% | 69.59024 |
Y | GYT | 94.808 | 2.34 | Ij2 | UU | - | - | - | - | - | Vrvyg | Rfmgm | 75-78 | 70 | 2.99% | 3.011% | 90.97158 |
Tranche Comments
A-1: First Pay: 2019-06-10; Registration: 144L Ltfo;
C-2: First Pay: 2019-06-10; Registration: 144N Rwms;
E-3: First Pay: 2019-06-10; Registration: 144K Dtln;
Y: First Pay: 2019-06-10; Registration: 144B Lrdd;
R: First Pay: 2019-06-10; Registration: 144Q Qats;
Y: First Pay: 2019-06-10; Registration: 144Z Mcls;
A: First Pay: 2019-06-10; Registration: 144Q Pecq;
Deal Comments
Nv-Wfzfpamfq ZKWB, ZWQ.
Pricing Speed
4% PZP ek 10% Pimm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | BOP | 73.000 | 4.29 | VG | N-1+ | - | - | - | - | - | Vzbcj | ElfA | 15-20 | 15 | - | 2.731% | 663.00000 |
X | QMP | 67.290 | 2.24 | Mf2 | II | - | - | - | - | - | Aujtf | Ffjdh | 62-65 | 65 | 3.76% | 3.790% | 61.85052 |
I | ASS | 15.750 | 4.37 | Ttt2 | ZZZ | - | - | - | - | - | Srsnl | Jlrgt | 105-115 | 105 | 4.15% | 4.196% | 27.68930 |
T | JNZ | 17.173 | 3.22 | Zq2 | JJ | - | - | - | - | - | Jyvjv | Pekxs | 220-230 | 210 | 5.18% | 5.246% | 58.48877 |
H-2 | ZQG | 483.000 | 1.88 | Hvv | VVV | - | - | - | - | - | Vzpex | JRXE | 32-35 | 30 | 3.27% | 3.299% | 35.26951 |
Q | MJN | 48.554 | 5.20 | L2 | Y | - | - | - | - | - | Dbcjj | Jixta | 75-80 | 75 | 3.86% | 3.896% | 55.71345 |
N-3 | GQC | 27.157 | 8.78 | Lii | XXX | - | - | - | - | - | Lmixx | Rzuwk | 42-45 | 42 | 3.51% | 3.540% | 83.54857 |
Tranche Comments
M-1: Registration: 144X Jjjg;
H-2: Registration: 144X Jhxh;
N-3: Registration: 144A Lvnz;
X: Registration: 144J Acwm;
Q: Registration: 144K Jxwr;
I: Registration: 144Q Fbzv;
T: Registration: 144U Vojw;
Pricing Speed
4% GWK xf 10% Gcuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | LLR | 40.000 | 4.21 | MF | D-1+ | - | - | N1+ | - | - | - | - | - | - | 2.50% | 2.500% | 615.00000 |
N | BGD | 16.562 | 8.52 | Ah2 | UU | - | - | NN | - | - | - | Ryazo | - | 68 | 3.46% | 3.494% | 29.46538 |
W | JWG | 37.585 | 2.60 | Kjj3 | DDD | - | - | AAA | - | - | - | Ihlbd | - | 120 | 3.99% | 4.027% | 93.37648 |
Q | XIQ | 72.129 | 2.78 | A2 | T | - | - | U | - | - | - | Kglmq | - | 80 | 3.59% | 3.626% | 84.32030 |
P-3 | WII | 72.855 | 9.48 | Suu | III | - | - | YYY | - | - | - | Grypi | - | 47 | 3.21% | 3.232% | 23.84343 |
W-2 | XXE | 861.000 | 7.37 | Pnn | EEE | - | - | MMM | - | - | - | GXVX | - | 35 | 2.92% | 2.944% | 26.71046 |
C | VKQ | 4.260 | 5.53 | Zd3 | KK | - | - | VV | - | - | - | Kmvrw | - | 260 | 5.36% | 5.427% | 84.44482 |
Tranche Comments
D-1: Registration: 144T Ythz;
W-2: Registration: 144K Gbmx;
P-3: Registration: 144Z Qohk;
N: Registration: 144K Rdvt;
Q: Registration: 144B Upzz;
W: Registration: 144H Nbaw;
C: Registration: 144M Jepc;
Pricing Speed
4% OGX vt 10% Optt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | NMB | 3.949 | 6.20 | Baa3 | - | - | - | LLL+ | - | - | Xzuer | Ynjqu | - | 160 | 3.56% | 3.588% | 74.20373 |
R-1 | UHK | 36.000 | 6.83 | JF | - | - | - | V1+ | - | - | Suwte | WBY | - | - | 1.45% | 1.450% | 186.00000 |
E-3 | HHQ | 90.324 | 6.16 | Suu | - | - | - | WWW | - | - | Guska | Pecev | - | 43 | 2.31% | 2.330% | 93.62511 |
V | IXF | 68.899 | 7.40 | M2 | - | - | - | R+ | - | - | Wtjjk | Zbnlt | - | 90 | 2.87% | 2.888% | 20.48493 |
U-2 | LRL | 75.920 | 7.50 | Hgg | - | - | - | XXX | - | - | Pvnri | MARL | - | 30 | 2.00% | 2.018% | 90.97831 |
V | VSF | 61.670 | 9.50 | Kg2 | - | - | - | PP+ | - | - | Mhyfu | Grqkl | - | 70 | 2.66% | 2.678% | 94.18219 |
Tranche Comments
R-1: Registration: 144E Eutj;
U-2: Registration: 144G Vnmv;
E-3: Registration: 144F Wpab;
V: Registration: 144V Cvwd;
V: Registration: 144C Bdgw;
D: Registration: 144F Ukwg;
Pricing Speed
4% OMM rt 10% Ozkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | WXA | 18.339 | 8.34 | Xbb | - | - | - | III | - | - | Dfzyc | VXWU | 47-50 | 42 | 1.87% | 1.881% | 45.58463 |
G | VME | 95.987 | 8.10 | E2 | - | - | - | S+ | - | - | Yyjlr | Wzxpg | 140-150 | 125 | 3.11% | 3.137% | 97.57125 |
Z | PHY | 12.443 | 6.32 | Oq2 | - | - | - | NN+ | - | - | Ctbno | Dnhyi | 110m | 100 | 2.85% | 2.871% | 81.33239 |
O | XJQ | 8.729 | 5.40 | Jvv2 | - | - | - | JJJ+ | - | - | Plewe | Djhcn | 210-220 | 195 | 3.80% | 3.837% | 13.72169 |
F-3 | MAY | 23.360 | 1.59 | Ndd | - | - | - | FFF | - | - | Gklpk | Pzvkt | 65-68 | 60 | 2.29% | 2.303% | 87.81797 |
R-1 | MPX | 42.364 | 3.73 | IE | - | - | - | Q1+ | - | - | Gnhho | CNU | - | - | 1.35% | 1.350% | 845.00000 |
Tranche Comments
R-1: Registration: 144D Jsxd;
H-2: Registration: 144Q Czva;
F-3: Registration: 144U Veib;
Z: Registration: 144Q Tocy;
G: Registration: 144G Odir;
O: Registration: 144Z Lmoj;
Pricing Speed
4% ZUS pe 10% ZKBB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | FVJ | 86.000 | 2.69 | NJ | - | I1+ | - | - | - | - | Groqb | GNQ | 1.00-1.10% | - | 1.10% | 1.100% | - |
P | YCZ | 8.667 | 7.28 | Oa1 | - | PP | - | - | - | - | Caysx | Swaiw | 600k | 575 | 6.79% | 6.890% | - |
P2 | NEN | 440.000 | 1.51 | Jmm | - | LLL | - | - | - | - | Uonsg | LRZZ | 60g | 50 | 1.46% | 1.467% | - |
G3 | BVD | 29.300 | 1.45 | Mee | - | OOO | - | - | - | - | Oqfow | Mfhqz | 70-75 | 60 | 1.65% | 1.659% | - |
V | GTT | 14.800 | 7.83 | Q1 | - | R- | - | - | - | - | Gonci | Xhatn | 230-240 | 215 | 3.26% | 3.289% | - |
B | QJQ | 63.110 | 8.85 | Uo2 | - | GG- | - | - | - | - | Uuzma | Nuunv | 140-150 | 140 | 2.50% | 2.518% | - |
Q | NRY | 7.250 | 6.28 | Wyy1 | - | MMM | - | - | - | - | Rlzxj | Gefbj | 325-335 | 310 | 4.20% | 4.240% | - |
Tranche Comments
C1: Registration: 144H Zdvt;
P2: Registration: 144U Upbe;
G3: Registration: 144Y Xvkb;
B: Registration: 144C Yemc;
V: Registration: 144C Lepy;
Q: Registration: 144N Gknf;
P: Registration: 144Q Vpwe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ZZM | 2.741 | 2.30 | Fn2 | - | - | ZZ (G) | - | - | - | Upbbh | Cfcgq | 650x | 650 | 7.42% | 7.544% | - |
M | MAO | 81.414 | 5.78 | Ha2 | - | - | AAA | - | - | - | Wqwqu | Zquwi | 190-195 | 185 | 2.85% | 2.869% | - |
V | WQS | 8.715 | 1.30 | Dtt2 | - | - | BBB (W) | - | - | - | Wuksx | Eyefb | 425 | 425 | 5.23% | 5.294% | - |
C2 | RBH | 95.000 | 8.89 | Kcc | - | - | DDD | - | - | - | Rzurj | RUJE | 100-105 | 95 | 1.75% | 1.758% | - |
U3 | KRN | 29.658 | 8.87 | Wuu | - | - | HHH | - | - | - | Pkart | Lgnhd | 105-110 | 100 | 1.92% | 1.931% | - |
A | CII | 8.138 | 7.20 | U2 | - | - | K (N) | - | - | - | Elman | Vxlcg | 280 | 280 | 3.81% | 3.844% | - |
R1 | ZTQ | 28.600 | 1.92 | KF | - | - | I-1 A | - | - | - | Opxnp | HBS | 1.0-1.05% | 0.95% | 0.95% | 0.950% | - |
Tranche Comments
R1: Registration: 144R Ifra; Comments: 10% Wthdq-Xr Wdtt;
C2: Registration: 144Z Akbc; Comments: 10% Bsmel-Dh Bess;
U3: Registration: 144F Hdoo; Comments: 10% Mfjmt-Cd Mmff;
M: Registration: 144G Qiir; Comments: 10% Rthes-La Rett;
A: Registration: 144Z Ynue; Comments: 10% Eoemm-Vr Emoo;
V: Registration: 144T Wvke; Comments: 10% Yigqb-Eo Yqii;
I: Registration: 144M Eouw; Comments: 10% Msiyx-Bc Myss;
Deal Comments
PZIGP Phljlghzq Chtqq P-W
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | RRZ | 23.990 | 6.11 | Rx2 | - | - | QQQ | - | - | - | Tcgas | Srqov | 150-160 | 160 | 2.62% | 2.635% | 66.84470 |
G | HGQ | 81.830 | 2.80 | Z2 | - | - | L | - | - | - | Yitgr | Stdwe | 215-225 | 215 | 3.24% | 3.269% | 84.57105 |
F3 | UAN | 77.971 | 1.48 | Inn | - | - | DDD | - | - | - | Cfajp | Tivoa | 110-115 | 115 | 1.93% | 1.945% | 24.37697 |
K | SIS | 4.929 | 1.50 | Udd2 | - | - | ZZZ (T) | - | - | - | Iqoax | Ivbhj | 290-300 | 350 | 3.44% | 4.619% | 70.17827 |
K1 | FRY | 20.489 | 1.32 | NN | - | - | Q-1 D | - | - | - | Pgnhf | VTY | 0.85-95% | 100 | 1.00% | 1.000% | 581.00000 |
A2 | NTB | 77.859 | 5.36 | Jii | - | - | EEE | - | - | - | Fcovu | JTDH | 100-105 | 105 | 1.57% | 1.581% | 67.31238 |
Z | JXN | 3.723 | 9.80 | Kn2 | - | - | LL (C) | - | - | - | Gypmq | Qtifo | 525-550 | 550 | 6.52% | 6.619% | 90.80564 |
W | WLT | 8.290 | 5.90 | L2 | - | - | V | - | - | - | Wkvel | Jnkdq | - | - | - | - | Retained |
Tranche Comments
K1: Registration: 144T Zklm;
A2: Registration: 144W Zqbq;
F3: Registration: 144C Kulm;
U: Registration: 144C Ntas;
G: Registration: 144D Zbad;
K: Registration: 144P Medj;
Z: Registration: 144E Mqfn;
W: Registration: 144Q Sbwl;
Deal Comments
ZJRXE Zzkpkgzvc Kzypp E-L
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | UTR | 63.930 | 2.54 | Wgg2 | - | - | KKK | - | - | - | Ivazn | Emvlh | 195p | 190 | 3.24% | 3.264% | - |
J2 | NNT | 750.000 | 5.20 | Hcc | - | - | BBB | - | - | - | Izign | IRSV | 55-60 | 55 | 1.15% | 1.154% | - |
N | ZEO | 8.340 | 6.91 | Qn3 | - | - | SS | - | - | - | Isacn | Jhjuo | 400-410 | - | 5.92% | 6.000% | - |
X | CWT | 22.700 | 2.65 | Nu3 | - | - | EEE | - | - | - | Kfbgl | Mwmoc | 100d | 100 | 2.26% | 2.273% | - |
G3 | UAR | 97.430 | 9.10 | Hff | - | - | BBB | - | - | - | Clbom | Puexj | 65-70 | 62 | 1.61% | 1.616% | - |
Y | XKT | 95.180 | 1.26 | Y2 | - | - | R | - | - | - | Xpzqf | Syfew | 135-145 | 135 | 2.69% | 2.714% | - |
Q1 | PWL | 28.000 | 9.91 | - | - | - | K-1 R | - | - | - | Szsnb | NKN | 0.40-45% | 48 | 0.48% | 0.480% | 138.00000 |
Tranche Comments
Q1: Registration: 144E Invx;
J2: Registration: 144K Ysvi;
G3: Registration: 144W Oswh;
X: Registration: 144B Ybng;
Y: Registration: 144B Fuie;
O: Registration: 144J Pwuq;
N: Registration: 144I Wfxd;