| 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 |
|---|
| P-3 | LXY | 467.000 | 1.62 | Mee | WWW | - | - | - | - | - | Zfznp | Btofk | 50-55 | 60 | 2.34% | 2.358% | 44.58959 |
| S-2 | JJT | 138.000 | 6.66 | Ixx | ZZZ | - | - | - | - | - | Rjkmi | ZHSU | 40 | 40 | 2.27% | 2.287% | 95.25869 |
| J-4 | UYL | 66.581 | 2.40 | Wff | FFF | - | - | - | - | - | Cjzub | Gycye | 60-65 | 67 | 2.39% | 2.403% | 46.89072 |
| R-1 | XPC | 135.000 | 9.40 | B-1 | Q-1+ | - | - | - | - | - | Egkbu | RowY | 5t | 5 | 2.30% | 2.303% | 264.00000 |
Tranche Comments
R-1: First Pay: 2019-08-20; Registration: 144Y Drai;
S-2: First Pay: 2019-08-20; Registration: 144Q Oopv;
P-3: First Pay: 2019-08-20; Registration: 144J Jtjw;
J-4: First Pay: 2019-08-20; Registration: 144Q Sjqn;
Pricing Speed
7% CEG kx 10% Cshh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | LRC | 907.000 | 3.99 | W-1 | W-1+ | - | - | - | - | - | Mqfbn | NggV | 5r | 5 | 2.66% | 2.657% | 160.00000 |
| E-2 | BPT | 514.000 | 6.32 | Hll | OOO | - | - | - | - | - | Xtpod | LIYJ | 26-28 | 26 | 2.79% | 2.815% | 41.66978 |
| K-4 | MOT | 98.910 | 4.43 | Wcc | EEE | - | - | - | - | - | Zzyvu | Qxrhn | 55-58 | 58 | 2.92% | 2.938% | 65.62715 |
| B-3 | JRG | 893.000 | 8.68 | Lff | GGG | - | - | - | - | - | Wmujm | Acbvq | 45-48 | 48 | 2.89% | 2.909% | 99.94266 |
Tranche Comments
V-1: Registration: 144F Zdsm;
E-2: Registration: 144G Ncqs;
B-3: Registration: 144L Sods;
K-4: Registration: 144T Pbwh;
Deal Comments
Iu-Uvzvgmxgh Tvzm uf Uuzqxmvu, Nvgugvzm, vzz Nuerioqio Tiozioxvum.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ULQ | 408.000 | 3.37 | Hjj | TTT | - | - | - | - | - | Hngbr | CUQM | 27-30 | 27 | 3.14% | 3.168% | 66.83109 |
| F | HBK | 28.540 | 9.41 | X2 | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | MAM | 710.000 | 8.80 | J-1 | S-1+ | - | - | - | - | - | Stijv | SweU | 22-25 | 22 | 2.71% | 2.714% | 468.00000 |
| W-3 | QKB | 897.000 | 6.20 | Haa | NNN | - | - | - | - | - | Xhzjl | HACK | 37-40 | 37 | 3.46% | 3.489% | 24.99878 |
| K | KEY | 78.580 | 5.69 | Fg2 | LL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | XID | 96.690 | 6.19 | Qm3 | C | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | JQX | 993.720 | 7.62 | Xll | WWW | - | - | - | - | - | Bkhsg | Dvvhv | 47-50 | 47 | 3.59% | 3.618% | 92.47218 |
Tranche Comments
Z-1: First Pay: 2018-11-20; Registration: 144G/Wyu F;
P-2: First Pay: 2018-11-20; Registration: 144G/Aqj L;
W-3: First Pay: 2018-11-20; Registration: 144L/Iov E;
C-4: First Pay: 2018-11-20; Registration: 144K/Xwc W;
K: First Pay: 2018-11-20; Registration: 144H/Qba X;
U: First Pay: 2018-11-20; Registration: 144P/Vor C;
F: First Pay: 2018-11-20; Registration: 144B/Ajf J;
Pricing Speed
6% FBC, 10% Fvpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | FAI | 118.000 | 6.13 | Nuu | KKK | - | - | - | - | - | Bbwix | PXNT | 23p | 25 | 2.81% | 2.829% | 25.44835 |
| M-3 | AYG | 815.000 | 3.28 | Vhh | NNN | - | - | - | - | - | Snjrp | Szbvx | - | 33 | 3.10% | 3.129% | 67.57566 |
| J-1 | VQT | 832.000 | 1.48 | V-1 | V-1+ | - | - | - | - | - | Luzvr | ZMO | 2.40%d | - | 2.45% | 2.450% | 864.00000 |
| O-4 | YKQ | 462.310 | 1.60 | Xss | UUU | - | - | - | - | - | Vwaol | Srrfg | - | 41 | 3.27% | 3.294% | 74.66213 |
Tranche Comments
J-1: Registration: 144L Radr;
V-2: Registration: 144T Jesp;
M-3: Registration: 144U Drmh;
O-4: Registration: 144U Stba;
Pricing Speed
10% FNZ yn 10% Frff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | IHZ | 408.000 | 9.33 | Ymm | CCC | - | - | - | - | - | Qrswe | ETXI | 20-23 | 18 | 1.89% | 1.907% | 43.64753 |
| J-4 | VXD | 49.500 | 7.22 | All | GGG | - | - | - | - | - | Czpum | Qfmys | 50s | 47 | 2.43% | 2.444% | 25.35842 |
| Z-3 | CGC | 529.000 | 1.26 | Kii | UUU | - | - | - | - | - | Suhzb | Lckko | 30-33 | 28 | 2.14% | 2.153% | 92.80880 |
| Z-1 | AUW | 748.000 | 2.32 | K-1 | F-1+ | - | - | - | - | - | Fvmey | TQS | 1.45-.50% | - | 1.50% | 1.500% | 773.00000 |
Tranche Comments
Z-1: Registration: 144Q Gefd;
E-2: Registration: 144W Ephr;
Z-3: Registration: 144X Nxay;
J-4: Registration: 144N Qdui;
Pricing Speed
10% SOL sq 10% Sxff