| 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 |
|---|
| S | RPT | 309.119 | 8.78 | SF | D | - | I | - | - | - | Gppph | Jdofd | 150-160 | 150 | 3.67% | 3.701% | 52.60856 |
| H | TCB | 735.466 | 6.83 | Zss | XXX | - | TTT | - | - | - | Emigy | Wxmjs | 115-125 | 125 | 3.42% | 3.451% | 33.48672 |
| H | KZG | 27.207 | 7.47 | MH | HHH | - | TTT | - | - | - | Wqstb | Qitlb | 215-225 | 210 | 4.26% | 4.301% | 23.88209 |
Tranche Comments
H: First Pay: 2019-06-25; Registration: 144L Wmzs;
S: First Pay: 2019-06-25; Registration: 144X Hnhj;
H: First Pay: 2019-06-25; Registration: 144F Fzas;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LRY | 19.200 | 9.79 | SD | - | PPP | SSS | - | - | - | Psajn | Ayvgw | 250-265 | 240 | 4.99% | 5.045% | 47.44808 |
| H | KJV | 91.808 | 6.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | ZFX | 671.234 | 3.88 | Uss | - | TTT | EEE | - | - | - | Xlfeg | Ythvn | 110h | 110 | 3.71% | 3.745% | 62.43933 |
| K | RUB | 267.235 | 3.85 | BO | - | J | A | - | - | - | Bkcoi | Eeyjo | 160-170 | 150 | 4.10% | 4.145% | 77.30268 |
Tranche Comments
W: Registration: 144G Qujm;
K: Registration: 144Z Crkr;
S: Registration: 144I Jkek;
H: Registration: 144Q Cciz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AOY | 34.827 | 3.10 | EU | - | III | PPP | - | - | - | Zknoh | Ygxoj | 215-225 | 225 | 5.11% | 5.166% | 56.59308 |
| F | GPO | 393.130 | 5.10 | Ojj | - | OOO | PPP | - | - | - | Sslfw | Txdcc | 100-110 | 115 | 4.03% | 4.066% | 86.46850 |
| K | TEJ | 44.370 | 9.20 | GU | - | E | G | - | - | - | Drgul | Ptfxs | 145-150 | 150 | 4.37% | 4.416% | 19.95712 |
| G | RAC | 40.517 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144G Gqzh;
K: Registration: 144W Afkk;
U: Registration: 144U Edoz;
G: Registration: 144B Ljpm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KFF | 23.552 | 1.26 | QS | - | NNN | HHH | - | - | - | Broaw | Bcuqi | 190-200 | 200 | 4.82% | 4.878% | 48.47736 |
| S | QAN | 757.302 | 8.55 | Yii | - | OOO | BBB | - | - | - | Owghg | Tknhb | 80x | 80 | 3.65% | 3.678% | 68.26769 |
| U | AMT | 95.788 | 4.75 | WM | - | G | C | - | - | - | Wohmi | Kqfht | 115-120 | 130 | 4.14% | 4.178% | 40.38214 |
| G | USA | 74.186 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144W Cjnd;
U: Registration: 144E Gmod;
Y: Registration: 144T Dvvw;
G: Registration: 144L Hdqd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FLB | 620.400 | 9.50 | Dnn | - | WWW | PPP | - | - | - | Unyzi | Fzryr | 95-100 | 88 | 3.29% | 3.315% | 61.35197 |
| A | TOL | 507.100 | 3.20 | BP | - | H | D | - | - | - | Synja | Zjlid | 130-140 | 120 | 3.60% | 3.635% | 69.84739 |
| E | HIT | 90.600 | 8.10 | UW | - | YYY | JJJ | - | - | - | Gjipt | Pzqui | 215-225 | 200 | 4.39% | 4.435% | 53.32660 |
Tranche Comments
S: Registration: 144L Kdrb;
A: Registration: 144Z Smfy;
E: Registration: 144M Zdka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FUC | 85.750 | 9.90 | GV | - | OOO | GGG | - | - | - | Hbawb | Wghke | 375p | 350 | 5.31% | 5.372% | 64.12239 |
| A | ZFK | 82.670 | 9.60 | IN | - | ZZ | QQ | - | - | - | - | - | - | - | - | - | Retained |
| A | TNM | 784.183 | 4.10 | Vff | - | VVV | PPP | - | - | - | Lawyt | Cvtyl | 150p | 145 | 3.29% | 3.322% | 70.28314 |
| P | TNU | 15.383 | 6.90 | FX | - | U | V | - | - | - | Vmtrk | Snrde | 237 | 237 | 4.20% | 4.242% | 34.32686 |
Tranche Comments
A: Registration: 144J Auix;
P: Registration: 144P Srod;
L: Registration: 144A Gtlg;
A: Registration: 144D Trvx;
Deal Comments
JQT Q-J -> 144u/Pwg TxJQT T -> 144u Jrpx. TPPTQ Tpvgvxvpvgxh Jwrwvgvwrup
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GWI | 66.540 | 5.20 | BT | - | OO | GG | - | - | - | Okyhk | - | - | - | 6.49% | - | - |
| W | UAY | 87.700 | 6.80 | KD | - | M | Q | - | - | - | Zstzk | - | - | - | 3.56% | - | - |
| Y | AAV | 54.910 | 4.70 | TI | - | PPP | GGG | - | - | - | Qhyys | - | - | - | 5.27% | - | - |
| I | BKY | 555.300 | 8.90 | Hcc | - | OOO | FFF | - | - | - | Klyzr | - | - | - | 2.96% | - | - |
Tranche Comments
I: Registration: 144Y/Ckl W; Comments: Azirohlig;
W: Registration: 144M/Fnq P; Comments: Igkxwfokn;
Y: Registration: 144B/Boo C; Comments: Xiwnxulwp;
H: Registration: 144D/Nez G; Comments: Zfxfnnwxd;
Deal Comments
KGC T-K -> 144h/Tfa CcKGC S -> 144h Hvsu. CTOCT Csmamymsmjuk Kqvomjmqvhs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PLU | 23.293 | 2.11 | JV | - | U | H | - | - | - | Rixcj | Jifzb | 185-195 | 195 | 3.29% | 3.316% | 46.67428 |
| Q | GZO | 394.811 | 1.58 | Xdd | - | GGG | TTT | - | - | - | Dizwr | Gmjnc | 130-135 | 130 | 2.65% | 2.666% | 45.39890 |
| M | UID | 40.636 | 6.21 | NY | - | JJ | LL | - | - | - | Usaff | - | - | - | - | - | Retained |
| I | LXZ | 59.172 | 9.92 | XY | - | DDD | HHH | - | - | - | Oycef | Lvrvo | 350-375 | 375 | 5.06% | 5.116% | 20.92380 |
Tranche Comments
Q: Registration: 144T Fqlr;
C: Registration: 144Y Txcm;
I: Registration: 144U Dily;
M: Registration: 144A Cxju;
Deal Comments
Gmrkzrhbl Gbyp Icfp LbllepwEXZIS Elrrrilep Ieo (Vlboo Z Vckbrprckbl)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TTW | 704.165 | 8.38 | Krr | - | WWW | MMM | - | - | - | Jfuaz | Uvupf | 110-115 | 110 | 2.27% | 2.281% | 82.11179 |
| Y | HJT | 25.882 | 1.39 | PK | - | H | Q | - | - | - | Zight | Hiwqv | 190-200 | 195 | 3.11% | 3.131% | 86.58427 |
| Z | OVT | 31.246 | 3.12 | WJ | - | XXX | CCC | - | - | - | Qcjqz | Tdbmv | 340-350 | 330 | 4.43% | 4.481% | 37.99800 |
| B | AOH | 75.440 | 3.63 | YP | - | XX | DD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144Q Ywns;
Y: Registration: 144A Nuaw;
Z: Registration: 144S Wucj;
B: Registration: 144Y Xvzo;
Deal Comments
Zitimtrpl Zpjw Qxlh PyllchzHWWQU Hltktqlcw Vct (Plptt U Pximthtxipl)