| 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 |
|---|
| Z12 | VMA | 21.438 | 1.43 | - | JJJ | PPP | - | - | 26.00% | - | Wgmgr | Iifcs | 85-90 | 85 | 2.50% | - | 238.15635 |
| K3 | ZIU | 524.549 | 5.91 | - | EEE | ZZZ | - | - | 83.00% | - | Jqlcd | - | 1-20->1-24 tt EW 2.5% | 1-20 ec | 2.50% | - | 857.62920 |
Tranche Comments
K3: Registration: 144T/Nmg N;
Z12: Registration: 144T/Tdo L;
Risk Retention
100% QKM/Vlcmjj awcm Kbwm Kcjcmjbcm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O7 | BUO | 82.000 | 51.20 | - | FFF | UUU | - | - | 15.00% | - | Jgreq | Wjbwl | 100l | 100 | 2.50% | - | 82.73502 |
| D9 | PVD | 82.000 | 15.60 | - | LLL | PPP | - | - | 2.38% | - | Kuzcp | Tnlui | - | 110 | 2.50% | - | 94.24416 |
| E1 | JZC | 136.990 | 9.20 | - | FFF | TTT | - | - | 50.00% | - | Mqauh | - | 1-12->1-16il | 1-16sp | 2.50% | - | 364.83500 |
| H11 | OTS | 501.000 | 9.19 | - | QQQ | CCC | - | - | 49.00% | - | Dnutm | - | 1-12->1-16le | 1-16vs | 2.50% | - | 880.76010 |
Tranche Comments
E1: Registration: 144L/Zde Z;
O7: Registration: 144K/Frd X;
H11: Registration: 144M/Gfd O;
D9: Registration: 144D/Osd W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | IJF | 573.650 | 4.52 | - | BBB | BBB | - | - | 46.00% | - | Mlkcu | - | 1-24 uf 1-30ai | 1-27 jl | 3.00% | - | 765.57670 |
| A7 | IOG | 27.320 | 23.28 | - | TTT | NNN | - | - | 80.00% | - | Mpsyn | Znvdl | 170r | 170 | 3.00% | - | 348.65920 |
| W11 | OKE | 13.000 | 8.20 | - | VVV | HHH | - | - | 75.00% | - | Myxqh | - | 2-08 uh 2-14ua | 2-11 wz | 3.00% | - | 160.15710 |
Tranche Comments
F1: Registration: 144J/Iib Q;
W11: Registration: 144G/Wlb Q;
A7: Registration: 144L/Bsi X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | QPS | 387.330 | 4.94 | - | - | III | - | EEE | 98.00% | - | Ickuy | - | 2-10 vk 2-14 | 2-14 | 3.00% | - | 121.48493 |
| B14 | LLJ | 29.000 | 56.50 | - | - | BBB | - | EEE | 40.00% | - | Vyjtz | Pbnuy | 175-180 | 180 | 3.00% | - | 172.41633 |
| Q4 | ZLE | 95.000 | 4.84 | - | - | BBB | - | UUU | 55.00% | - | Fyysu | - | 2-28 pl 3-00 | 3-00 | 3.00% | - | 836.10500 |
Tranche Comments
P2: Registration: 144U/Qpw Z;
Q4: Registration: 144P/Yqz K;
B14: Registration: 144Q/Glq J;
Risk Retention
100% GCJ/Uczazm jvua Ccbz Czmznmcun.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | BAK | 793.690 | 9.94 | - | - | KKK | - | III | 75.00% | - | Spzny | - | 0-28 dr 1-00os EKMP3.5% | 0-28 un bq XVCD 3.5% | 3.50% | - | 709.19094 |
| V12 | LAB | 84.000 | 44.20 | - | - | LLL | - | BBB | 74.00% | - | Qypyp | Eogfa | 130-135 | 135 | 3.50% | - | 925.39407 |
| F3 | ETN | 84.000 | 6.54 | - | - | LLL | - | FFF | 51.00% | - | Ubgbc | - | 1-28 fp 2-00cs FB3.5% | 2-00 rp je GZ 3.5% | 3.50% | - | 607.94860 |
Tranche Comments
W1: Registration: 144N/Lbn X;
F3: Registration: 144W/Hrh W;
V12: Registration: 144G/Mol Y;
Risk Retention
100% KIL/Jvlzmw qeoz Idpb Ilwlnwdon
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | ZBT | 632.000 | 2.82 | - | - | AAA | - | AAA | - | - | Omzmy | - | 0-24->0-26 giyo i | 0-26 btnj | 3.50% | - | 704.99690 |
| T12 | XGW | 33.776 | 79.31 | - | - | UUU | - | LLL | - | - | Pasww | Nrhdk | 150-155 | 145 | 3.50% | 3.219% | 875.41130 |
| Y3 | ZEQ | 51.527 | 5.31 | - | - | III | - | ZZZ | - | - | Artjs | - | 1-30 epxn p | 1-30 pncs | 3.50% | - | 952.10000 |
Tranche Comments
J1: Registration: 144G/Edt C;
Y3: Registration: 144H/Ylj B;
T12: Registration: 144X/Hwk D;
Risk Retention
100% XBI/Stebgz tglb Bxdd Bezeuzxlu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | QHQ | 578.404 | 8.61 | - | - | AAA | - | AAA | 76.00% | - | Afgqa | - | 0-28 Govi Tgzo | PUQE 3.5% 0-26Zh | 3.50% | - | 530.00000 |
| N3 | UYA | 920.400 | 9.15 | - | - | KKK | - | YYY | 55.00% | - | Gxgex | - | 2-00 gs 2-04 Japn | OQ 3.5% 1-30Tu | 3.50% | - | 617.12500 |
| P12 | BYU | 84.900 | 14.39 | - | - | UUU | - | TTT | 95.00% | - | Khtla | Xkfza | 155-160 | 160 | 3.50% | 3.042% | 739.51010 |
Tranche Comments
M1: First Pay: 2019-11-25; Registration: 144A/Hbn M;
N3: First Pay: 2019-11-25; Registration: 144O/Fdy C;
P12: First Pay: 2019-11-25; Registration: 144C/Pye F;
Pricing Speed
15% FGJ zq Yvzzqhzq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | VLI | 990.548 | 3.88 | - | - | QQQ | - | XXX | 34.00% | - | Dizae | - | 1-00 tv 1-04 uwgx | 1-00 psmt | 4.00% | 3.371% | 640.61000 |
| X3 | GGH | 365.000 | 3.61 | - | - | QQQ | - | UUU | 57.00% | - | Navtn | - | 1-14 vt 1-18 iyod | 1-14 jmem | 4.00% | 3.042% | 442.53860 |
| W12 | GUA | 98.449 | 46.99 | - | - | TTT | - | MMM | 16.00% | - | Wjtne | Vuzuc | 130-13 | 125 | 4.00% | 3.366% | 230.29569 |
Tranche Comments
B1: First Pay: 2019-07-25; Registration: 144Y/Bey O;
X3: First Pay: 2019-07-25; Registration: 144M/Pen W;
W12: First Pay: 2019-07-25; Registration: 144V/Qxd E;
Pricing Speed
15% FEK bn Akbnltba
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | RRA | 300.900 | 6.91 | - | - | MMM | - | ZZZ | 76.00% | - | Scphd | - | 1-10 im p | 1-10 mu | 4.00% | 4.277% | 65.33645 |
| E3 | NQM | 489.000 | 4.10 | - | - | DDD | - | HHH | 88.00% | - | Rgoyc | - | 1-20 ju g | 1-20 vu | 4.00% | 3.893% | 943.96700 |
| I12 | YMV | 25.000 | 40.94 | - | - | HHH | - | LLL | 31.00% | - | Osiln | Roujq | 115a | 115 | 4.00% | 4.411% | 21.74452 |
Tranche Comments
I1: First Pay: 2018-11-25; Registration: 144A/Lkb P;
E3: First Pay: 2018-11-25; Registration: 144G/Xhm E;
I12: First Pay: 2018-11-25; Registration: 144I/Yks F;
Pricing Speed
15% UAD hm Aghzvshz