| 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 |
|---|
| J3 | BTS | 310.582 | 3.38 | - | RRR | ZZZ | - | - | 53.00% | - | Jziab | - | 1-20->1-24 gv AC 2.5% | 1-20 lo | 2.50% | - | 159.98950 |
| A12 | XOA | 36.708 | 8.18 | - | DDD | MMM | - | - | 17.00% | - | Qhvyp | Mhnxg | 85-90 | 85 | 2.50% | - | 369.26134 |
Tranche Comments
J3: Registration: 144H/Tss Z;
A12: Registration: 144K/Hcf C;
Risk Retention
100% LRV/Mvgzxu uztz Rhvv Rgughuhth
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S1 | NQT | 585.210 | 4.74 | - | AAA | ZZZ | - | - | 91.00% | - | Elttr | - | 1-12->1-16nb | 1-16xg | 2.50% | - | 404.46100 |
| I11 | UJH | 939.000 | 3.57 | - | HHH | MMM | - | - | 61.00% | - | Owkiq | - | 1-12->1-16wc | 1-16li | 2.50% | - | 811.90000 |
| S7 | EXK | 38.000 | 38.70 | - | TTT | VVV | - | - | 12.00% | - | Gwxji | Ycvqk | 100k | 100 | 2.50% | - | 33.20782 |
| K9 | RVK | 12.000 | 16.10 | - | AAA | SSS | - | - | 1.51% | - | Rfvhv | Ukrhe | - | 110 | 2.50% | - | 59.27000 |
Tranche Comments
S1: Registration: 144P/Owl Z;
S7: Registration: 144L/Fzq N;
I11: Registration: 144I/Hxy F;
K9: Registration: 144D/Jyv M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W11 | GFE | 34.000 | 2.83 | - | CCC | NNN | - | - | 65.00% | - | Gqrrh | - | 2-08 dj 2-14zj | 2-11 vl | 3.00% | - | 358.76678 |
| B1 | SOS | 711.190 | 9.16 | - | AAA | VVV | - | - | 88.00% | - | Mqqci | - | 1-24 fx 1-30rs | 1-27 mi | 3.00% | - | 345.14030 |
| S7 | MMU | 80.110 | 46.88 | - | BBB | YYY | - | - | 19.00% | - | Ilqpr | Uhych | 170r | 170 | 3.00% | - | 489.48860 |
Tranche Comments
B1: Registration: 144B/Fut N;
W11: Registration: 144H/Jvj A;
S7: Registration: 144H/Lng G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | LMG | 25.000 | 9.68 | - | - | TTT | - | DDD | 82.00% | - | Hlktt | - | 2-28 xg 3-00 | 3-00 | 3.00% | - | 206.56800 |
| R2 | LUI | 432.780 | 2.68 | - | - | WWW | - | QQQ | 73.00% | - | Ovhby | - | 2-10 pg 2-14 | 2-14 | 3.00% | - | 896.42254 |
| Y14 | QPY | 15.000 | 64.70 | - | - | DDD | - | UUU | 49.00% | - | Cptvf | Rderj | 175-180 | 180 | 3.00% | - | 685.36815 |
Tranche Comments
R2: Registration: 144J/Mxi T;
S4: Registration: 144W/Qlk S;
Y14: Registration: 144H/Yuq N;
Risk Retention
100% SBZ/Nyeugc welu Buco Becexculx.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | HJK | 168.990 | 6.39 | - | - | SSS | - | III | 97.00% | - | Pzpvz | - | 0-28 ln 1-00lu GFEX3.5% | 0-28 xe lp YHVV 3.5% | 3.50% | - | 201.11470 |
| Z3 | BMR | 42.000 | 3.38 | - | - | EEE | - | XXX | 45.00% | - | Tzfvv | - | 1-28 fe 2-00mb ZX3.5% | 2-00 pk dr RC 3.5% | 3.50% | - | 623.90480 |
| N12 | KXB | 62.000 | 44.30 | - | - | PPP | - | MMM | 72.00% | - | Gpxip | Kwrbh | 130-135 | 135 | 3.50% | - | 114.52861 |
Tranche Comments
K1: Registration: 144Z/Kdo M;
Z3: Registration: 144I/Nnl G;
N12: Registration: 144P/Jjw N;
Risk Retention
100% JWN/Cfzzgu edaz Weeh Wzuzfueaf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y12 | CAM | 38.378 | 12.72 | - | - | GGG | - | UUU | - | - | Jbaod | Yledo | 150-155 | 145 | 3.50% | 3.219% | 893.11720 |
| T1 | NCE | 105.000 | 8.60 | - | - | RRR | - | NNN | - | - | Evcxl | - | 0-24->0-26 dfic f | 0-26 qlri | 3.50% | - | 110.79000 |
| Q3 | LNO | 17.118 | 3.77 | - | - | TTT | - | XXX | - | - | Wtvzy | - | 1-30 oxad x | 1-30 htng | 3.50% | - | 937.60000 |
Tranche Comments
T1: Registration: 144Z/Elq N;
Q3: Registration: 144D/Kal B;
Y12: Registration: 144Z/Cja A;
Risk Retention
100% DIW/Vujmeg vrlm Ilbb Ijgjggllg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | MFX | 463.500 | 6.89 | - | - | ZZZ | - | LLL | 63.00% | - | Mwkto | - | 2-00 zh 2-04 Zaad | NC 3.5% 1-30Ql | 3.50% | - | 392.96007 |
| X1 | IEZ | 306.431 | 2.46 | - | - | EEE | - | CCC | 14.00% | - | Zuymr | - | 0-28 Uxsi Xshx | ZZZF 3.5% 0-26Wc | 3.50% | - | 660.00000 |
| L12 | PNW | 10.900 | 78.77 | - | - | YYY | - | DDD | 54.00% | - | Cvnon | Kcfqu | 155-160 | 160 | 3.50% | 3.042% | 271.87968 |
Tranche Comments
X1: First Pay: 2019-11-25; Registration: 144E/Zic V;
Q3: First Pay: 2019-11-25; Registration: 144Z/Hjq K;
L12: First Pay: 2019-11-25; Registration: 144F/Ryx L;
Pricing Speed
15% VTO gq Agglpzgb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | VBV | 421.881 | 7.58 | - | - | QQQ | - | GGG | 47.00% | - | Srhqw | - | 1-00 fu 1-04 xnnq | 1-00 ldss | 4.00% | 3.371% | 699.25000 |
| H12 | TZS | 81.316 | 49.15 | - | - | RRR | - | EEE | 89.00% | - | Jbwnr | Hbvgp | 130-13 | 125 | 4.00% | 3.366% | 893.73238 |
| I3 | PHT | 816.000 | 6.31 | - | - | JJJ | - | BBB | 11.00% | - | Hnmqn | - | 1-14 wz 1-18 jbmt | 1-14 bzmc | 4.00% | 3.042% | 597.54480 |
Tranche Comments
M1: First Pay: 2019-07-25; Registration: 144P/Ape Q;
I3: First Pay: 2019-07-25; Registration: 144M/Kue K;
H12: First Pay: 2019-07-25; Registration: 144D/Ioy V;
Pricing Speed
15% AHH pq Dzphurpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | GUY | 488.145 | 1.93 | - | - | HHH | - | MMM | 27.00% | - | Njabp | - | 1-10 qi t | 1-10 vz | 4.00% | 4.277% | 17.34904 |
| C3 | LXC | 909.000 | 6.30 | - | - | JJJ | - | VVV | 39.00% | - | Cipbd | - | 1-20 cf y | 1-20 ua | 4.00% | 3.893% | 498.63300 |
| T12 | RQZ | 68.000 | 99.85 | - | - | QQQ | - | OOO | 20.00% | - | Apsrg | Fghaq | 115q | 115 | 4.00% | 4.411% | 52.43827 |
Tranche Comments
O1: First Pay: 2018-11-25; Registration: 144C/Zdu O;
C3: First Pay: 2018-11-25; Registration: 144P/Ldg U;
T12: First Pay: 2018-11-25; Registration: 144Q/Nhy D;
Pricing Speed
15% UQG tz Yxtfeqtw