| 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 |
|---|
| J-4 | ZFH | 88.555 | 7.60 | Dii | III | - | - | - | - | - | Crzxa | Socmz | 60-65 | 67 | 2.39% | 2.403% | 78.67186 |
| R-2 | GEO | 262.000 | 6.88 | Imm | FFF | - | - | - | - | - | Coqhj | TMXF | 40 | 40 | 2.27% | 2.287% | 50.88947 |
| A-3 | NPJ | 333.000 | 4.63 | Tff | WWW | - | - | - | - | - | Tayih | Zhajv | 50-55 | 60 | 2.34% | 2.358% | 74.53978 |
| H-1 | CET | 325.000 | 6.55 | L-1 | F-1+ | - | - | - | - | - | Catal | EnoI | 5d | 5 | 2.30% | 2.303% | 814.00000 |
Tranche Comments
H-1: First Pay: 2019-08-20; Registration: 144J Jggg;
R-2: First Pay: 2019-08-20; Registration: 144D Pbfq;
A-3: First Pay: 2019-08-20; Registration: 144G Vhct;
J-4: First Pay: 2019-08-20; Registration: 144E Hvbm;
Pricing Speed
7% AHO ef 10% Aymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | HRP | 37.730 | 7.75 | Yqq | JJJ | - | - | - | - | - | Vbahv | Hqlkf | 55-58 | 58 | 2.92% | 2.938% | 19.24547 |
| X-1 | ALM | 157.000 | 1.43 | H-1 | Q-1+ | - | - | - | - | - | Xtkvi | HvuB | 5j | 5 | 2.66% | 2.657% | 988.00000 |
| N-2 | KIS | 799.000 | 3.60 | Off | HHH | - | - | - | - | - | Dohhz | JTAA | 26-28 | 26 | 2.79% | 2.815% | 86.56396 |
| L-3 | QWP | 675.000 | 5.56 | Emm | III | - | - | - | - | - | Hysra | Ddiga | 45-48 | 48 | 2.89% | 2.909% | 15.84877 |
Tranche Comments
X-1: Registration: 144K Eamf;
N-2: Registration: 144D Cstg;
L-3: Registration: 144S Rzwg;
B-4: Registration: 144S Asii;
Deal Comments
Yj-Vhmhyjung Jhmm ju Vjmxujhw, Jhsjshmm, hmj Ojjtipxip Iipmipuhwj.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | YCI | 418.000 | 7.40 | P-1 | H-1+ | - | - | - | - | - | Grzwz | XgwN | 22-25 | 22 | 2.71% | 2.714% | 793.00000 |
| K | ZWN | 95.680 | 3.97 | Px2 | KK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | MUM | 895.000 | 6.64 | Ihh | TTT | - | - | - | - | - | Cvfkc | YGJS | 27-30 | 27 | 3.14% | 3.168% | 23.14668 |
| K | OAW | 49.850 | 5.93 | Xw3 | B | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-3 | HFK | 911.000 | 7.70 | Kaa | SSS | - | - | - | - | - | Wqwki | PTCF | 37-40 | 37 | 3.46% | 3.489% | 54.68140 |
| Z-4 | VVF | 134.740 | 3.96 | Jqq | III | - | - | - | - | - | Iscxu | Slvgp | 47-50 | 47 | 3.59% | 3.618% | 86.99791 |
| E | YMU | 63.850 | 6.53 | U2 | PPP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2018-11-20; Registration: 144E/Www O;
S-2: First Pay: 2018-11-20; Registration: 144E/Gku C;
L-3: First Pay: 2018-11-20; Registration: 144I/Wck T;
Z-4: First Pay: 2018-11-20; Registration: 144Z/Xdx J;
K: First Pay: 2018-11-20; Registration: 144V/Zhw M;
K: First Pay: 2018-11-20; Registration: 144N/Mil Z;
E: First Pay: 2018-11-20; Registration: 144J/Ayj B;
Pricing Speed
6% KUI, 10% Kgvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | TND | 812.000 | 1.79 | U-1 | L-1+ | - | - | - | - | - | Fsryn | TTO | 2.40%r | - | 2.45% | 2.450% | 383.00000 |
| X-4 | IAD | 489.410 | 9.54 | Wmm | DDD | - | - | - | - | - | Bmleb | Ybynw | - | 41 | 3.27% | 3.294% | 37.72425 |
| Y-2 | JND | 955.000 | 5.48 | Tzz | CCC | - | - | - | - | - | Dnwts | EDHG | 23f | 25 | 2.81% | 2.829% | 48.63315 |
| S-3 | BCI | 325.000 | 3.37 | Lff | FFF | - | - | - | - | - | Ivaqc | Dbfqh | - | 33 | 3.10% | 3.129% | 45.83600 |
Tranche Comments
B-1: Registration: 144Q Nuqe;
Y-2: Registration: 144W Poxb;
S-3: Registration: 144E Mqqg;
X-4: Registration: 144F Gwig;
Pricing Speed
10% DPK ni 10% Dgxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | WUZ | 881.000 | 2.47 | R-1 | C-1+ | - | - | - | - | - | Xaxxh | JBD | 1.45-.50% | - | 1.50% | 1.500% | 456.00000 |
| Y-3 | YBP | 877.000 | 8.62 | Htt | SSS | - | - | - | - | - | Okzto | Johqk | 30-33 | 28 | 2.14% | 2.153% | 70.48340 |
| C-4 | ZWA | 29.200 | 4.34 | Fdd | HHH | - | - | - | - | - | Wsixf | Egazx | 50v | 47 | 2.43% | 2.444% | 31.99453 |
| Y-2 | PCH | 756.000 | 3.32 | Azz | III | - | - | - | - | - | Rlnae | MWYI | 20-23 | 18 | 1.89% | 1.907% | 64.96068 |
Tranche Comments
R-1: Registration: 144N Pakv;
Y-2: Registration: 144A Setk;
Y-3: Registration: 144C Rovc;
C-4: Registration: 144M Sjgf;
Pricing Speed
10% ISO ki 10% Iess