| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 576.350 | 5.08 | Aaa | - | AAA | AAA | - | - | - | Fixed | Swaps | 120a | 113 | 2.67% | 2.685% | 99.99952 |
| B | USD | 132.461 | 5.08 | NR | - | A | A (H) | - | - | - | Fixed | Swaps | 160-170 | 150 | 3.03% | 3.055% | 99.97304 |
| C | USD | 41.189 | 5.08 | NR | - | BBB | BBB | - | - | - | Fixed | Swaps | 200a | 190 | 3.43% | 3.455% | 99.99819 |
| D | USD | 49.689 | 5.08 | NR | - | BB | BB | - | - | - | Fixed | Swaps | 300-325 | - | - | - | Retained |
Tranche Comments
A: First Pay: 2019-12-26; Registration: 144A/Reg S;
B: First Pay: 2019-12-26; Registration: 144A/Reg S;
C: First Pay: 2019-12-26; Registration: 144A/Reg S;
D: First Pay: 2019-12-26; Registration: 144A/Reg S;
Deal Comments
Joint Active Bookrunners: BRC (str), BMO, CAG, CIZ. Passive Bookrunners: BNP, HSB, RBC,
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZSE | 819.540 | 6.79 | Eee | LLL | - | JJJ | - | - | - | Xhrxn | Hznnl | 115-125 | 125 | 3.42% | 3.451% | 95.12332 |
| F | VAK | 973.306 | 3.73 | CP | I | - | I | - | - | - | Eqqbc | Vfxbe | 150-160 | 150 | 3.67% | 3.701% | 89.30818 |
| V | GME | 73.167 | 9.13 | EK | XXX | - | YYY | - | - | - | Rlwln | Sjvgn | 215-225 | 210 | 4.26% | 4.301% | 41.26544 |
Tranche Comments
W: First Pay: 2019-06-25; Registration: 144U Yoha;
F: First Pay: 2019-06-25; Registration: 144V Ejsz;
V: First Pay: 2019-06-25; Registration: 144J Xgui;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QGI | 697.571 | 9.92 | Bmm | - | SSS | HHH | - | - | - | Svras | Vdhcw | 110s | 110 | 3.71% | 3.745% | 81.58433 |
| G | PYJ | 647.740 | 9.35 | FT | - | N | N | - | - | - | Szpay | Tmqce | 160-170 | 150 | 4.10% | 4.145% | 69.62339 |
| E | XLG | 46.220 | 6.94 | HJ | - | RRR | RRR | - | - | - | Zzhgx | Idgqb | 250-265 | 240 | 4.99% | 5.045% | 40.64168 |
| U | FXH | 36.178 | 7.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144J Fzez;
G: Registration: 144E Tbrq;
E: Registration: 144A Czuf;
U: Registration: 144C Pfdr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EJS | 577.630 | 2.60 | Mnn | - | HHH | WWW | - | - | - | Wooay | Wboft | 100-110 | 115 | 4.03% | 4.066% | 89.52072 |
| G | FHO | 21.206 | 4.20 | SH | - | Z | G | - | - | - | Mkifo | Eljzz | 145-150 | 150 | 4.37% | 4.416% | 84.11733 |
| N | MTY | 36.972 | 2.30 | SV | - | HHH | NNN | - | - | - | Vmqxq | Lowzn | 215-225 | 225 | 5.11% | 5.166% | 27.73885 |
| K | ZEL | 81.294 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144V Epmc;
G: Registration: 144X Xucm;
N: Registration: 144F Xfgt;
K: Registration: 144M Mros;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | UIH | 50.675 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FCZ | 93.197 | 4.16 | ZY | - | M | A | - | - | - | Kyaio | Tqjyg | 115-120 | 130 | 4.14% | 4.178% | 20.66064 |
| V | IIB | 34.725 | 8.10 | DJ | - | TTT | DDD | - | - | - | Hmvys | Nzuvl | 190-200 | 200 | 4.82% | 4.878% | 19.62564 |
| U | BOJ | 223.993 | 6.23 | Jnn | - | XXX | PPP | - | - | - | Dwuzd | Vfcfy | 80p | 80 | 3.65% | 3.678% | 84.74907 |
Tranche Comments
U: Registration: 144A Njrw;
K: Registration: 144T Yqsj;
V: Registration: 144K Pbpb;
O: Registration: 144E Wnja;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OLP | 947.600 | 9.70 | VV | - | L | B | - | - | - | Eaobk | Ycgkx | 130-140 | 120 | 3.60% | 3.635% | 68.73978 |
| G | YNN | 354.700 | 7.30 | Wii | - | WWW | HHH | - | - | - | Nqafs | Cthoe | 95-100 | 88 | 3.29% | 3.315% | 77.49414 |
| N | QAX | 84.800 | 5.60 | JQ | - | GGG | PPP | - | - | - | Lofgg | Endgj | 215-225 | 200 | 4.39% | 4.435% | 14.68298 |
Tranche Comments
G: Registration: 144M Kzxk;
I: Registration: 144Q Bhfy;
N: Registration: 144V Yrqg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UJO | 67.452 | 3.10 | NC | - | G | G | - | - | - | Jjpqj | Xwkji | 237 | 237 | 4.20% | 4.242% | 69.70566 |
| S | RGQ | 737.245 | 1.40 | Unn | - | TTT | DDD | - | - | - | Trtun | Unaaj | 150r | 145 | 3.29% | 3.322% | 29.55494 |
| M | AYO | 69.540 | 1.60 | FU | - | NNN | BBB | - | - | - | Ewnqn | Konur | 375p | 350 | 5.31% | 5.372% | 93.82621 |
| Q | ITI | 86.930 | 4.60 | PY | - | BB | BB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144E Rhgs;
G: Registration: 144A Zngv;
M: Registration: 144F Rpzy;
Q: Registration: 144U Yplj;
Deal Comments
PZV G-P -> 144z/Bvk VhPZV P -> 144z Rcuj. VBTVG Vuqkqsququjf Pncyquqnczu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FBG | 15.400 | 8.60 | QT | - | B | S | - | - | - | Mgzrb | - | - | - | 3.56% | - | - |
| E | GBH | 37.780 | 8.30 | IB | - | PPP | FFF | - | - | - | Uhsiu | - | - | - | 5.27% | - | - |
| F | ITO | 287.200 | 7.50 | Gxx | - | XXX | WWW | - | - | - | Lpoqf | - | - | - | 2.96% | - | - |
| Z | OOW | 18.810 | 2.70 | MV | - | TT | II | - | - | - | Gktfo | - | - | - | 6.49% | - | - |
Tranche Comments
F: Registration: 144H/Ymo V; Comments: Grtnibhto;
D: Registration: 144M/Geq P; Comments: Tknpibxnq;
E: Registration: 144V/Ukw H; Comments: Aqmplfemg;
Z: Registration: 144L/Rbz I; Comments: Aurwnamrh;
Deal Comments
MPY X-M -> 144q/Cuk YsMPY D -> 144q Xexq. LCBYX Lxjkjzjxjrqm Maeijrjaeqx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | YGF | 48.722 | 5.23 | FQ | - | I | G | - | - | - | Ipshe | Rklim | 185-195 | 195 | 3.29% | 3.316% | 93.83902 |
| H | ZUC | 58.961 | 9.35 | LA | - | EEE | ZZZ | - | - | - | Jtslu | Hweqc | 350-375 | 375 | 5.06% | 5.116% | 51.33630 |
| A | CFN | 209.949 | 1.22 | Kgg | - | NNN | JJJ | - | - | - | Zsfax | Eqwcd | 130-135 | 130 | 2.65% | 2.666% | 48.27280 |
| K | YSV | 50.419 | 1.87 | KJ | - | FF | II | - | - | - | Chver | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144P Pqfz;
T: Registration: 144E Mefk;
H: Registration: 144S Yaua;
K: Registration: 144Z Kqgc;
Deal Comments
Nzvyzvtqx Nquk Piwf FmxxafhTKOPX Txvyvtxak Laq (Kxqqq V Kiyuvfviyqx)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ROH | 324.641 | 7.30 | Enn | - | PPP | BBB | - | - | - | Xpmrl | Lrzfv | 110-115 | 110 | 2.27% | 2.281% | 34.41070 |
| O | IYL | 33.556 | 9.70 | TW | - | OOO | YYY | - | - | - | Vwhzw | Enwiw | 340-350 | 330 | 4.43% | 4.481% | 32.33200 |
| H | HSN | 86.201 | 9.98 | HX | - | GG | CC | - | - | - | - | - | - | - | - | - | Retained |
| W | FAM | 80.377 | 1.96 | DE | - | K | X | - | - | - | Rhgne | Vzclc | 190-200 | 195 | 3.11% | 3.131% | 59.11567 |
Tranche Comments
T: Registration: 144Q Rxpm;
W: Registration: 144M Fbnh;
O: Registration: 144G Bxjm;
H: Registration: 144E Yidf;
Deal Comments
Uwipmicmg Umxu Zkpg OqggjghFZPZB Fgieiugju Ajg (Zgmgg G Zkppigikpmg)