| 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 |
|---|
| L-2 | OIR | 952.000 | 4.51 | Jkk | III | - | - | - | - | - | Mmujr | ZDGZ | 40 | 40 | 2.27% | 2.287% | 91.33746 |
| I-1 | CER | 344.000 | 1.91 | A-1 | D-1+ | - | - | - | - | - | Hqtad | GsuU | 5u | 5 | 2.30% | 2.303% | 319.00000 |
| W-3 | AVF | 395.000 | 6.87 | Paa | GGG | - | - | - | - | - | Diima | Drgjq | 50-55 | 60 | 2.34% | 2.358% | 91.21871 |
| X-4 | WNG | 28.168 | 2.64 | Bee | EEE | - | - | - | - | - | Mrfvy | Lvouj | 60-65 | 67 | 2.39% | 2.403% | 81.53399 |
Tranche Comments
I-1: First Pay: 2019-08-20; Registration: 144D Qdtj;
L-2: First Pay: 2019-08-20; Registration: 144A Idfh;
W-3: First Pay: 2019-08-20; Registration: 144K Niie;
X-4: First Pay: 2019-08-20; Registration: 144C Mpmk;
Pricing Speed
7% EMB yb 10% Enpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | FBF | 110.000 | 3.41 | Cii | RRR | - | - | - | - | - | Kkuwp | ADJA | 26-28 | 26 | 2.79% | 2.815% | 57.46977 |
| M-3 | KRF | 422.000 | 7.21 | Mmm | TTT | - | - | - | - | - | Utiai | Onmoo | 45-48 | 48 | 2.89% | 2.909% | 89.38563 |
| Q-4 | ARH | 73.170 | 7.55 | Oee | XXX | - | - | - | - | - | Elxlb | Ttnor | 55-58 | 58 | 2.92% | 2.938% | 81.86015 |
| M-1 | VLZ | 800.000 | 5.76 | V-1 | C-1+ | - | - | - | - | - | Twtaz | RoaC | 5v | 5 | 2.66% | 2.657% | 976.00000 |
Tranche Comments
M-1: Registration: 144L Bhll;
C-2: Registration: 144U Iohz;
M-3: Registration: 144B Ntlx;
Q-4: Registration: 144M Dhlu;
Deal Comments
Cf-Yupuagxsn Fupr fh Yfpexguf, Aubfbupr, upp Dfcsyveyv Fyvpyvxufg.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GLO | 17.670 | 9.70 | I2 | AAA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | VSX | 774.000 | 5.36 | Kkk | CCC | - | - | - | - | - | Pycuo | QUOV | 27-30 | 27 | 3.14% | 3.168% | 83.81535 |
| E-1 | GUQ | 635.000 | 6.80 | D-1 | A-1+ | - | - | - | - | - | Fanga | AjtY | 22-25 | 22 | 2.71% | 2.714% | 698.00000 |
| H-3 | YWV | 724.000 | 4.52 | Hcc | FFF | - | - | - | - | - | Xckkc | NANW | 37-40 | 37 | 3.46% | 3.489% | 76.15465 |
| G-4 | GZK | 462.380 | 9.47 | Ncc | EEE | - | - | - | - | - | Xkmzn | Plvoo | 47-50 | 47 | 3.59% | 3.618% | 18.26630 |
| M | KOP | 60.750 | 9.26 | Nc2 | LL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | OPN | 96.250 | 8.18 | Zv3 | M | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2018-11-20; Registration: 144H/Hjp K;
S-2: First Pay: 2018-11-20; Registration: 144D/Ymp C;
H-3: First Pay: 2018-11-20; Registration: 144K/Pwh L;
G-4: First Pay: 2018-11-20; Registration: 144E/Con B;
M: First Pay: 2018-11-20; Registration: 144C/Uld Y;
L: First Pay: 2018-11-20; Registration: 144J/Zvy H;
B: First Pay: 2018-11-20; Registration: 144D/Tck R;
Pricing Speed
6% GJJ, 10% Gxtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | PWM | 365.000 | 6.86 | Ntt | UUU | - | - | - | - | - | Whzek | Cvlyi | - | 33 | 3.10% | 3.129% | 53.31623 |
| U-2 | FKL | 564.000 | 7.75 | Bhh | III | - | - | - | - | - | Ywlad | ZWOK | 23i | 25 | 2.81% | 2.829% | 38.98216 |
| P-4 | PHN | 203.360 | 6.99 | Jvv | JJJ | - | - | - | - | - | Pfwfz | Vnzbj | - | 41 | 3.27% | 3.294% | 52.90642 |
| R-1 | CFL | 157.000 | 4.70 | A-1 | K-1+ | - | - | - | - | - | Tkqgj | FFA | 2.40%q | - | 2.45% | 2.450% | 634.00000 |
Tranche Comments
R-1: Registration: 144G Ggrz;
U-2: Registration: 144S Nmvv;
X-3: Registration: 144F Rbaf;
P-4: Registration: 144B Uxba;
Pricing Speed
10% NKD pe 10% Nfbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | AMX | 295.000 | 2.85 | Gll | UUU | - | - | - | - | - | Mjlzt | Xfomo | 30-33 | 28 | 2.14% | 2.153% | 47.71690 |
| D-4 | GAH | 72.400 | 5.74 | Xcc | DDD | - | - | - | - | - | Rtzpk | Poyxg | 50l | 47 | 2.43% | 2.444% | 34.37367 |
| L-1 | BTQ | 800.000 | 4.31 | V-1 | H-1+ | - | - | - | - | - | Zhujg | EZP | 1.45-.50% | - | 1.50% | 1.500% | 145.00000 |
| N-2 | KKW | 471.000 | 6.83 | Jll | CCC | - | - | - | - | - | Qtyrg | TGSK | 20-23 | 18 | 1.89% | 1.907% | 36.78246 |
Tranche Comments
L-1: Registration: 144W Vmgs;
N-2: Registration: 144J Zwly;
Q-3: Registration: 144C Ndxz;
D-4: Registration: 144Y Jzrf;
Pricing Speed
10% CPR zk 10% Cxww