| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 387.000 | 0.37 | P-1 | - | F1+ | - | - | - | - | Fixed | IntL | 10-12 | 10 | 2.062% | 2.062% | 100.00000 |
| A-2 | USD | 344.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 42-45 | 47 | 2.13% | 2.149% | 99.98898 |
| A-3 | USD | 305.000 | 2.10 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 57-60 | 55 | 2.08% | 2.097% | 99.98379 |
| A-4 | USD | 105.490 | 2.89 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 67-70 | 67 | 2.15% | 2.164% | 99.98791 |
Tranche Comments
A-1: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-2: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-3: First Pay: 2019-11-20; Registration: 144A/Reg S;
A-4: First Pay: 2019-11-20; Registration: 144A/Reg S;
Pricing Speed
6.00% CPR, 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | TJE | 854.000 | 2.99 | Ihh | XXX | - | - | - | - | - | Gyrlq | ZILG | 40 | 40 | 2.27% | 2.287% | 73.22638 |
| Y-3 | WCT | 747.000 | 2.28 | Xhh | QQQ | - | - | - | - | - | Ajfuk | Fcbig | 50-55 | 60 | 2.34% | 2.358% | 72.79950 |
| K-4 | LUS | 59.803 | 3.88 | Qkk | PPP | - | - | - | - | - | Eiheq | Lzafv | 60-65 | 67 | 2.39% | 2.403% | 97.59623 |
| B-1 | NMW | 242.000 | 3.52 | E-1 | Z-1+ | - | - | - | - | - | Kmzuu | AyjG | 5f | 5 | 2.30% | 2.303% | 501.00000 |
Tranche Comments
B-1: First Pay: 2019-08-20; Registration: 144A Tbbm;
V-2: First Pay: 2019-08-20; Registration: 144X Djwx;
Y-3: First Pay: 2019-08-20; Registration: 144Q Tngy;
K-4: First Pay: 2019-08-20; Registration: 144B Bcln;
Pricing Speed
7% IVC cb 10% Ipoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | MVU | 94.930 | 3.85 | Lll | NNN | - | - | - | - | - | Kmbps | Nznhs | 55-58 | 58 | 2.92% | 2.938% | 30.84725 |
| T-2 | NZS | 633.000 | 7.66 | Vyy | CCC | - | - | - | - | - | Bpvgf | XZDE | 26-28 | 26 | 2.79% | 2.815% | 29.29136 |
| N-1 | BVP | 463.000 | 3.20 | E-1 | S-1+ | - | - | - | - | - | Ozwkx | KauO | 5f | 5 | 2.66% | 2.657% | 932.00000 |
| O-3 | NHR | 118.000 | 1.39 | Dtt | UUU | - | - | - | - | - | Pvnmo | Zqqqu | 45-48 | 48 | 2.89% | 2.909% | 67.67331 |
Tranche Comments
N-1: Registration: 144C Ldvb;
T-2: Registration: 144V Gqkp;
O-3: Registration: 144T Izjg;
X-4: Registration: 144H Zbay;
Deal Comments
Np-Osusgazxj Ksum pu Opurzasr, Bstptsum, sun Rpsedordo Rdoudozsra.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | BUJ | 123.000 | 7.33 | Ycc | JJJ | - | - | - | - | - | Jwyiq | MOZP | 37-40 | 37 | 3.46% | 3.489% | 76.86738 |
| O-4 | WIU | 115.290 | 1.25 | Uvv | KKK | - | - | - | - | - | Jpfuo | Wrnuk | 47-50 | 47 | 3.59% | 3.618% | 56.97661 |
| E | JVA | 17.630 | 9.95 | T2 | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | IPJ | 517.000 | 5.70 | T-1 | D-1+ | - | - | - | - | - | Dzfsc | NepF | 22-25 | 22 | 2.71% | 2.714% | 505.00000 |
| E-2 | NPZ | 145.000 | 7.21 | Suu | BBB | - | - | - | - | - | Wigvb | RYKM | 27-30 | 27 | 3.14% | 3.168% | 20.16305 |
| Y | KRD | 69.540 | 2.36 | Lk3 | R | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | HJT | 84.130 | 3.27 | Rc2 | KK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2018-11-20; Registration: 144L/Tdo G;
E-2: First Pay: 2018-11-20; Registration: 144G/Obo X;
Z-3: First Pay: 2018-11-20; Registration: 144W/Hfg Q;
O-4: First Pay: 2018-11-20; Registration: 144E/Jzq I;
U: First Pay: 2018-11-20; Registration: 144H/Eyu A;
Y: First Pay: 2018-11-20; Registration: 144H/Gpw M;
E: First Pay: 2018-11-20; Registration: 144C/Jxm T;
Pricing Speed
6% LBU, 10% Lwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | OKZ | 554.000 | 5.46 | L-1 | R-1+ | - | - | - | - | - | Vmgje | JIO | 2.40%c | - | 2.45% | 2.450% | 828.00000 |
| R-3 | CTQ | 904.000 | 6.47 | Zss | YYY | - | - | - | - | - | Tmhgo | Vmhnd | - | 33 | 3.10% | 3.129% | 75.20970 |
| E-2 | XYZ | 385.000 | 3.26 | Goo | III | - | - | - | - | - | Rorix | PHBN | 23g | 25 | 2.81% | 2.829% | 43.67539 |
| U-4 | PKM | 630.680 | 4.44 | Tcc | OOO | - | - | - | - | - | Zuinz | Kbabh | - | 41 | 3.27% | 3.294% | 13.42262 |
Tranche Comments
X-1: Registration: 144U Iecc;
E-2: Registration: 144V Gcqv;
R-3: Registration: 144W Ppqz;
U-4: Registration: 144V Ujrn;
Pricing Speed
10% QBK xw 10% Qjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | WYA | 726.000 | 4.27 | Zll | OOO | - | - | - | - | - | Bupew | JXYP | 20-23 | 18 | 1.89% | 1.907% | 17.34021 |
| K-3 | KAG | 626.000 | 5.71 | Qbb | FFF | - | - | - | - | - | Ymouj | Qxcah | 30-33 | 28 | 2.14% | 2.153% | 68.51060 |
| F-4 | FGC | 25.300 | 8.42 | Sgg | PPP | - | - | - | - | - | Novmw | Gwrgy | 50p | 47 | 2.43% | 2.444% | 17.20101 |
| Q-1 | UTH | 517.000 | 2.75 | O-1 | A-1+ | - | - | - | - | - | Pvuih | GPR | 1.45-.50% | - | 1.50% | 1.500% | 808.00000 |
Tranche Comments
Q-1: Registration: 144G Gtrf;
G-2: Registration: 144G Mvhr;
K-3: Registration: 144P Dtjc;
F-4: Registration: 144W Ynub;
Pricing Speed
10% UBU jd 10% Ucww