| 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 |
|---|
| R-2 | XZB | 2.000 | - | - | YY | - | - | - | - | - | Acqcevyi | 3wP | - | 240 | 3vS+240 | - | - |
| P-3 | IRA | 2.200 | - | - | BB | - | - | - | - | - | Riane | - | - | - | 5.391% | - | - |
| O | UOF | 4.100 | - | - | VVV | - | JJJ | - | - | - | Sfxblcyw | 3mY | - | - | - | - | - |
| S-1 | VTT | 82.000 | - | - | RR | - | - | - | - | - | Omemorlx | 3qH | - | 238 | 3tW+238 | - | - |
| I | YGQ | 9.570 | - | - | ZZZ- | - | - | - | - | - | Qzuacxby | 3xI | - | - | - | - | - |
| Zxv | ALL | 64.660 | - | - | BN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | ZZK | 39.000 | - | - | MMM | - | LLL | - | - | - | Qkvjmsaf | 3oB | - | 165 | 3dF+165 | - | - |
| Y | TPP | 72.410 | - | - | C | - | - | - | - | - | Xmdpfant | 3kS | - | - | - | - | - |
| Q | JUO | 8.800 | - | - | XX- | - | - | - | - | - | Pbesmwbi | 3mQ | - | - | - | - | - |
| D-2 | KGI | 11.000 | - | - | UUU | - | NNN | - | - | - | Csqsjrvy | 3pE | - | 170 | 3lM+170 | - | - |
Tranche Comments
O: Registration: 144I/Zxn S; Comments: Bxv-Bxtivf;
R-1: Registration: 144M/Zkq W;
D-2: Registration: 144U/Ost M;
S-1: Registration: 144Q/Xjs C;
R-2: Registration: 144V/Prs A;
P-3: Registration: 144N/Pfa O;
Y: Registration: 144M/Fke G; Comments: Hhk-Humjke;
I: Registration: 144V/Mud N; Comments: Hgj-Hifpjb;
Q: Registration: 144I/Jrt U; Comments: Pug-Phjrgb;
Zxv: Registration: 144J/Aum L; Comments: Lgk-Lvxqkl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | OCS | 36.500 | - | Lhh | - | HHH | - | - | - | - | Cfkth | - | - | - | 4.130% | - | - |
| M | YKZ | 84.000 | - | Wy2 | - | - | - | - | - | - | Kpcssafc | 3dV | - | - | 3vB+320 | - | - |
| A | CPY | 4.000 | - | W2 | - | - | - | - | - | - | Sdmvmqov | 3tV | - | - | 3xH+400 | - | - |
| Be Zojuul | MKG | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Sa Fewbdq | KKN | 90.600 | - | - | - | - | - | - | - | - | Swycoxkg | 3zA | - | - | 3oH+1000 | - | - |
| L | HHE | 40.000 | - | Kq3 | - | - | - | - | - | - | Nckuqazk | 3kP | - | - | 3sZ+775 | - | - |
| D-1 | HZF | 70.930 | - | Fxx | - | RRR | - | - | - | - | Ovcbqywq | 3mV | - | - | 3gS+225 | - | - |
| U | TEC | 94.000 | - | Njj3 | - | - | - | - | - | - | Mhjoxvct | 3aT | - | - | 3dR+575 | - | - |
Tranche Comments
D-1: Registration: 144B/Rud I;
G-2: Registration: 144F/Drw L;
M: Registration: 144F/Mtl N;
A: Registration: 144P/Lcw T;
U: Registration: 144W/Xup X;
L: Registration: 144M/Zpj M;
Be Zojuul: Registration: 144B/Bmk U;
Sa Fewbdq: Registration: 144L/Hat K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KLH | 2.620 | - | - | NNN | - | - | - | - | - | Dzjlczso | 3zS | - | - | 3sV+450 | - | - |
| Y | YWA | 64.790 | - | - | K | - | - | - | - | - | Tpluohex | 3wU | - | - | 3iI+350 | - | - |
| Uzavxu | PZX | 46.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | ZXA | 25.330 | - | - | QQQ | - | - | - | - | - | Lxlhbsoq | 3qI | - | - | 3aE+175 | - | - |
| H | MBN | 8.900 | - | - | NN | - | - | - | - | - | Zmsrslbk | 3hD | - | - | 3qL+550 | - | - |
| C | KEY | 30.000 | - | - | NN | - | - | - | - | - | Iqbkxdvx | 3bU | - | - | 3cE+280 | - | - |
| P | QYY | 1.900 | - | - | W | - | - | - | - | - | Vcfjhaqi | 3lL | - | - | 3cW+660 | - | - |