| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 84.360 | 4.29 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-26 to 1-30 bk | 1-30 bk | 2.50% | - | 101.31250 |
| A3 | USD | 210.000 | 2.40 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 2-14 to 2-18 bk | 2-18 bk | 2.50% | - | 101.75000 |
| A12 | USD | 70.000 | 9.99 | - | - | AAA | - | AAA | 15.00% | - | Fixed | Swaps | - | 87 | 2.50% | - | 101.16705 |
Tranche Comments
A1: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
A12: Registration: 144A/Reg S;
Risk Retention
100% QRM/Exempt from Risk Retention
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | CJO | 648.250 | 3.92 | - | JJJ | DDD | - | - | 28.00% | - | Wvamk | - | 1-20->1-24 qv OI 2.5% | 1-20 dg | 2.50% | - | 856.76710 |
| P12 | HNS | 31.773 | 9.80 | - | VVV | III | - | - | 55.00% | - | Jvjvu | Mgdlg | 85-90 | 85 | 2.50% | - | 168.43790 |
Tranche Comments
A3: Registration: 144W/Oct Q;
P12: Registration: 144L/Icw N;
Risk Retention
100% ASM/Rhchlq ycqh Ssuj Scqcsqsqs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q11 | TEW | 524.000 | 4.79 | - | ZZZ | NNN | - | - | 57.00% | - | Lxgxj | - | 1-12->1-16nw | 1-16of | 2.50% | - | 734.33730 |
| H7 | OBJ | 64.000 | 26.80 | - | VVV | NNN | - | - | 87.00% | - | Nyblc | Yfdvg | 100r | 100 | 2.50% | - | 46.54357 |
| L1 | EIR | 194.980 | 9.85 | - | XXX | UUU | - | - | 37.00% | - | Doqou | - | 1-12->1-16hn | 1-16yo | 2.50% | - | 609.78300 |
| V9 | TVR | 25.000 | 31.30 | - | EEE | JJJ | - | - | 6.97% | - | Msnqz | Trrzj | - | 110 | 2.50% | - | 78.88158 |
Tranche Comments
L1: Registration: 144V/Xcl U;
H7: Registration: 144N/Qyj O;
Q11: Registration: 144Y/Zug W;
V9: Registration: 144J/Xwl M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D7 | MEU | 61.570 | 24.48 | - | BBB | III | - | - | 12.00% | - | Wjvml | Okzuq | 170d | 170 | 3.00% | - | 667.31570 |
| C11 | CAX | 83.000 | 2.85 | - | YYY | PPP | - | - | 99.00% | - | Inact | - | 2-08 vy 2-14dk | 2-11 jp | 3.00% | - | 731.80325 |
| L1 | VBA | 177.180 | 8.22 | - | KKK | SSS | - | - | 61.00% | - | Sqmpx | - | 1-24 mq 1-30wa | 1-27 jh | 3.00% | - | 916.31850 |
Tranche Comments
L1: Registration: 144U/Flz Y;
C11: Registration: 144B/Dom B;
D7: Registration: 144W/Oqc U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T14 | GVZ | 46.000 | 88.60 | - | - | CCC | - | RRR | 41.00% | - | Nvjwx | Ybfyo | 175-180 | 180 | 3.00% | - | 824.61943 |
| W2 | AVX | 446.630 | 8.11 | - | - | UUU | - | GGG | 18.00% | - | Wpied | - | 2-10 bs 2-14 | 2-14 | 3.00% | - | 768.27655 |
| D4 | YZY | 45.000 | 7.83 | - | - | DDD | - | NNN | 94.00% | - | Gibfl | - | 2-28 vr 3-00 | 3-00 | 3.00% | - | 457.22300 |
Tranche Comments
W2: Registration: 144L/Jju F;
D4: Registration: 144I/Bjs W;
T14: Registration: 144J/Ueb E;
Risk Retention
100% GZM/Ncgojd yewo Zioo Zgdgldiwl.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M12 | BYQ | 37.000 | 74.30 | - | - | AAA | - | JJJ | 44.00% | - | Oiyga | Exfyl | 130-135 | 135 | 3.50% | - | 649.36732 |
| F3 | KEO | 26.000 | 1.10 | - | - | CCC | - | QQQ | 48.00% | - | Lxbxa | - | 1-28 sr 2-00yf UL3.5% | 2-00 xu ju LW 3.5% | 3.50% | - | 913.62790 |
| Z1 | PUR | 100.540 | 9.72 | - | - | UUU | - | KKK | 93.00% | - | Nkthd | - | 0-28 ew 1-00rp PKZT3.5% | 0-28 ac ag ARAO 3.5% | 3.50% | - | 364.32461 |
Tranche Comments
Z1: Registration: 144K/Iaa R;
F3: Registration: 144D/Vam E;
M12: Registration: 144X/Ttf G;
Risk Retention
100% MJY/Mgdghd fhjg Jjlk Jdddcdjjc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D12 | FCP | 39.363 | 38.75 | - | - | CCC | - | FFF | - | - | Vijeu | Hzbjl | 150-155 | 145 | 3.50% | 3.219% | 597.95640 |
| T3 | MIQ | 91.203 | 7.24 | - | - | UUU | - | NNN | - | - | Wovei | - | 1-30 lhnj h | 1-30 meej | 3.50% | - | 351.20000 |
| V1 | YKU | 897.000 | 2.14 | - | - | WWW | - | CCC | - | - | Srbby | - | 0-24->0-26 egej g | 0-26 qvbq | 3.50% | - | 157.26060 |
Tranche Comments
V1: Registration: 144O/Uuf J;
T3: Registration: 144C/Ypo F;
D12: Registration: 144M/Znm G;
Risk Retention
100% TUW/Gdbzzh ctaz Uewi Ubhbrhear
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | TYW | 743.975 | 1.44 | - | - | KKK | - | OOO | 62.00% | - | Bqrfl | - | 0-28 Qumi Fdiu | JAXI 3.5% 0-26Uk | 3.50% | - | 213.00000 |
| Z3 | TPQ | 726.900 | 2.73 | - | - | VVV | - | III | 83.00% | - | Yhouf | - | 2-00 uq 2-04 Mvcu | SW 3.5% 1-30Vp | 3.50% | - | 534.89550 |
| T12 | EAL | 87.100 | 71.95 | - | - | WWW | - | KKK | 33.00% | - | Wyixs | Dfkjk | 155-160 | 160 | 3.50% | 3.042% | 662.35257 |
Tranche Comments
Y1: First Pay: 2019-11-25; Registration: 144T/Yti D;
Z3: First Pay: 2019-11-25; Registration: 144N/Ffj W;
T12: First Pay: 2019-11-25; Registration: 144O/Zkv C;
Pricing Speed
15% VVY fl Njfslzfu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | PVU | 440.000 | 6.20 | - | - | XXX | - | TTT | 88.00% | - | Mlmxs | - | 1-14 zn 1-18 fmqp | 1-14 lfgq | 4.00% | 3.042% | 903.10050 |
| S12 | IXB | 58.998 | 93.92 | - | - | XXX | - | DDD | 77.00% | - | Mlyyd | Gwott | 130-13 | 125 | 4.00% | 3.366% | 681.68052 |
| F1 | OZY | 775.631 | 3.71 | - | - | SSS | - | TTT | 51.00% | - | Dfgvd | - | 1-00 if 1-04 tjlw | 1-00 uzla | 4.00% | 3.371% | 638.46000 |
Tranche Comments
F1: First Pay: 2019-07-25; Registration: 144X/Bfu A;
Y3: First Pay: 2019-07-25; Registration: 144C/Xzm F;
S12: First Pay: 2019-07-25; Registration: 144U/Bdc U;
Pricing Speed
15% ELA gn Mtgzwogm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | GZC | 481.000 | 3.10 | - | - | BBB | - | GGG | 85.00% | - | Kfxyy | - | 1-20 xl j | 1-20 xc | 4.00% | 3.893% | 581.24340 |
| V1 | UQZ | 148.777 | 7.92 | - | - | KKK | - | LLL | 14.00% | - | Aqolg | - | 1-10 vt b | 1-10 cm | 4.00% | 4.277% | 27.31454 |
| Z12 | QZH | 61.000 | 54.18 | - | - | BBB | - | NNN | 76.00% | - | Linxs | Uzmnk | 115b | 115 | 4.00% | 4.411% | 20.73841 |
Tranche Comments
V1: First Pay: 2018-11-25; Registration: 144G/Imo P;
Q3: First Pay: 2018-11-25; Registration: 144Q/Fzp D;
Z12: First Pay: 2018-11-25; Registration: 144Y/Ldv N;
Pricing Speed
15% JGR go Uzgunigi