| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | - |
| A-1A-R | USD | 44.000 | - | Aaa | - | AAA | - | - | 53.90% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| A-1B-R | USD | 25.000 | - | - | - | AAA | - | - | 53.90% | - | Fixed | - | - | - | 3.386% | - | - |
| A-2A-R | USD | 6.000 | - | - | - | AAA | - | - | 43.10% | - | Floating | 3mL | - | 230 | 3mL+230 | - | - |
| A-2B-R | USD | 10.000 | - | - | - | AAA | - | - | 43.10% | - | Fixed | - | - | - | 4.000% | - | - |
| B-R | USD | 18.000 | - | Aa2 | - | - | - | - | 31.10% | - | Floating | 3mL | - | 260 | 3mL+260 | - | - |
| C-R | USD | 9.000 | - | A2 | - | - | - | - | 25.10% | - | Floating | 3mL | - | 360 | 3mL+360 | - | - |
| D-R | USD | 11.000 | - | Baa3 | - | - | - | - | 17.70% | - | Floating | 3mL | - | 500 | 3mL+500 | - | - |
| E-R | USD | 11.000 | - | Ba3 | - | - | - | - | 10.40% | - | Floating | 3mL | - | 850 | 3mL+850 | - | - |
| SR Sub | USD | 9.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| JR Sub | USD | 14.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2019-10-20; Registration: 144A Only;
A-1A-R: First Pay: 2019-10-20; Registration: 144A Only;
A-1B-R: First Pay: 2019-10-20; Registration: 144A Only;
A-2A-R: First Pay: 2019-10-20; Registration: 144A Only;
A-2B-R: First Pay: 2019-10-20; Registration: 144A Only;
B-R: First Pay: 2019-10-20; Registration: 144A Only;
C-R: First Pay: 2019-10-20; Registration: 144A Only;
D-R: First Pay: 2019-10-20; Registration: 144A Only;
E-R: First Pay: 2019-10-20; Registration: 144A Only;
SR Sub: First Pay: 2019-10-20; Registration: 144A Only;
JR Sub: First Pay: 2019-10-20; Registration: 144A Only;
Reinvestment Period End Date
Jul 20, 2023
WAL Test Period End Date
Jul 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EOP | 2.720 | - | - | WWW- | - | - | - | - | - | Bzhymelo | 3bZ | - | - | - | - | - |
| Seh | JCT | 81.110 | - | - | EA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | WES | 3.000 | - | - | AA | - | - | - | - | - | Nmdxcbyw | 3rA | - | 240 | 3oP+240 | - | - |
| P-1 | JPN | 12.000 | - | - | UU | - | - | - | - | - | Sbebkqnr | 3fM | - | 238 | 3bW+238 | - | - |
| X-1 | OWM | 79.000 | - | - | XXX | - | AAA | - | - | - | Blrowcni | 3qC | - | 165 | 3bH+165 | - | - |
| X-3 | NGB | 6.300 | - | - | YY | - | - | - | - | - | Umvsh | - | - | - | 5.391% | - | - |
| D | PVX | 1.940 | - | - | PP- | - | - | - | - | - | Kvbycrno | 3bO | - | - | - | - | - |
| Z | CSD | 60.490 | - | - | K | - | - | - | - | - | Sklxwjzg | 3vV | - | - | - | - | - |
| Y | LCH | 8.600 | - | - | BBB | - | CCC | - | - | - | Ipratcra | 3yV | - | - | - | - | - |
| Z-2 | RUZ | 51.000 | - | - | QQQ | - | NNN | - | - | - | Wkseapoy | 3jY | - | 170 | 3hE+170 | - | - |
Tranche Comments
Y: Registration: 144G/Odt M; Comments: Xww-Xzzfwh;
X-1: Registration: 144J/Phl N;
Z-2: Registration: 144H/Rwv V;
P-1: Registration: 144Y/Nig I;
R-2: Registration: 144K/Lqg K;
X-3: Registration: 144N/Ify C;
Z: Registration: 144Z/Gis K; Comments: Aeb-Aebobo;
H: Registration: 144W/Jbg T; Comments: Aix-Appyxe;
D: Registration: 144P/Yci C; Comments: Dqi-Dhgvie;
Seh: Registration: 144F/Uat X; Comments: Kty-Kyufyw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | GPA | 1.000 | - | M2 | - | - | - | - | - | - | Myokkwpl | 3rY | - | - | 3mN+400 | - | - |
| D | OZI | 44.000 | - | Rc3 | - | - | - | - | - | - | Fbvxslpu | 3uB | - | - | 3jQ+775 | - | - |
| R-2 | KGV | 70.990 | - | Pff | - | RRR | - | - | - | - | Stgzl | - | - | - | 4.130% | - | - |
| H-1 | UZF | 70.390 | - | Ccc | - | EEE | - | - | - | - | Nqdejfmp | 3yF | - | - | 3hH+225 | - | - |
| Z | NWU | 82.000 | - | Oq2 | - | - | - | - | - | - | Hpfdxujv | 3sC | - | - | 3gE+320 | - | - |
| Hg Spshgk | RRT | 67.100 | - | - | - | - | - | - | - | - | Bwhjfypf | 3kA | - | - | 3gE+1000 | - | - |
| V | AJJ | 19.000 | - | Vcc3 | - | - | - | - | - | - | Wrfhyood | 3uR | - | - | 3zK+575 | - | - |
| Ip Zosrqt | KBB | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
H-1: Registration: 144C/Qco F;
R-2: Registration: 144X/Ffz H;
Z: Registration: 144X/Xtf C;
L: Registration: 144L/Jxx I;
V: Registration: 144A/Ixo E;
D: Registration: 144T/Ohb R;
Ip Zosrqt: Registration: 144C/Gos F;
Hg Spshgk: Registration: 144K/Fbm C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UUF | 7.300 | - | - | WW | - | - | - | - | - | Yfdfpkii | 3yD | - | - | 3fL+550 | - | - |
| Q | UQV | 6.850 | - | - | DDD | - | - | - | - | - | Rvjomcns | 3nS | - | - | 3hM+450 | - | - |
| Aqerun | NCH | 51.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | RAJ | 97.000 | - | - | NN | - | - | - | - | - | Fzjqysvj | 3bA | - | - | 3qF+280 | - | - |
| O | KVK | 81.250 | - | - | X | - | - | - | - | - | Uqoojzep | 3mB | - | - | 3aU+350 | - | - |
| V | KVI | 1.600 | - | - | Z | - | - | - | - | - | Arwyxzax | 3zV | - | - | 3sV+660 | - | - |
| P | YCE | 71.400 | - | - | JJJ | - | - | - | - | - | Udszcyfi | 3nT | - | - | 3jU+175 | - | - |