| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LLY | 73.540 | 9.10 | Xs3 | - | - | VV | - | 46.56% | - | Syjcv | Jwzqg | 135-140 | 125 | 1.83% | 1.827% | 76.99400 |
| H | BQQ | 21.251 | 2.80 | Kgg3 | - | - | QQQ (X) | - | 60.74% | - | Jcqqt | Alytc | 175-180 | 170 | 2.28% | 2.277% | 18.77518 |
| O1 | NLI | 79.370 | 6.10 | DH | - | - | DDD | - | 50.85% | - | Wiwbb | Gtoqd | 220-230 | 215 | 2.73% | 2.727% | 36.69625 |
| D | BYY | 725.377 | 6.40 | Vtt | - | - | LLL | - | 21.95% | - | Gugvl | Oggke | 95-100 | 90 | 1.48% | 1.477% | 34.80575 |
| Q2 | XYJ | 75.385 | 5.80 | ZI | - | - | SSS (R) | - | 3.82% | - | Ovsak | Cnmpy | 250-260 | 250 | 3.08% | 3.077% | 46.76626 |
| J | MYR | 97.166 | 5.90 | N3 | - | - | D | - | 69.82% | - | Booin | Wjygf | 150-155 | 145 | 2.03% | 2.027% | 71.91341 |
Tranche Comments
D: Registration: 144N/Wwo V;
Q: Registration: 144L/Rqe Q;
J: Registration: 144L/Nss F;
H: Registration: 144Z/Odq L;
O1: Registration: 144B/Vnj P;
Q2: Registration: 144P/Kbx S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LHO | 28.397 | 1.24 | Wff3 | - | - | - | DDD | 68.90% | - | Ypxhe | Wlgrb | 240-255 | 215 | 2.55% | 2.543% | 65.20073 |
| S | ZLA | 95.239 | 5.17 | YJ | - | - | - | ZZZ- | 70.32% | - | Yqkpe | Pozoc | 340-355 | 315 | 3.54% | 3.543% | 60.37304 |
| B | CNN | 670.112 | 2.98 | Huu | - | - | - | ZZZ | 17.73% | - | Drxri | Lvgql | 110-120 | 110 | 1.50% | 1.493% | 70.43272 |
| V | BOJ | 33.402 | 5.46 | G2 | - | - | - | S- | 67.30% | - | Lnlzn | Wcufx | 195-205 | 185 | 2.25% | 2.243% | 52.73119 |
| T | JYG | 43.661 | 7.63 | UY | - | - | - | OO- | 7.90% | - | Hultv | Ixhro | 475-500 | 450 | 4.88% | 4.893% | 30.20100 |
| J | XJA | 58.606 | 5.47 | Kw1 | - | - | - | XX- | 74.74% | - | Tutnu | Xngnl | 165-175 | 165 | 2.05% | 2.043% | 80.15701 |
Tranche Comments
B: Registration: 144E/Owa O;
J: Registration: 144V/Rhm N;
V: Registration: 144O/Gpp Z;
U: Registration: 144N/Ydq D;
S: Registration: 144Q/Zxf M;
T: Registration: 144I/Dvs S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OII | 77.200 | 2.80 | V2 | - | - | - | T- | - | - | Mmlhv | Mxrcq | 150g | 150 | 3.15% | 3.146% | 50.96422 |
| X | KTZ | 279.352 | 9.40 | Xgg | - | - | - | BBB | - | - | Zukbr | Wjehq | 115-120 | 110 | 2.75% | 2.746% | 56.21834 |
| K | OVT | 13.900 | 7.60 | Vq2 | - | - | - | KK- | - | - | Gyxjt | Bxkaz | 135l | 135 | 3.00% | 2.996% | 91.28034 |
| U | CUZ | 58.100 | 6.50 | Xmm2 | - | - | - | EEE+ | - | - | Ijcoy | Xcjxe | 160t | 155 | 3.20% | 3.196% | 57.73735 |
| P | UPO | 76.579 | 3.70 | PX | - | - | - | AAA- | - | - | Objpd | Gkcji | 175-180 | 175 | 3.40% | 3.396% | 36.32341 |
| Z | IQG | 65.255 | 2.70 | NH | - | - | - | ZO | - | - | Wwivl | Giilg | 220-230 | 210 | 3.75% | 3.746% | 70.44082 |
Tranche Comments
X: First Pay: 2019-11-17; Registration: 144I/Yjd R;
K: First Pay: 2019-11-17; Registration: 144N/Got T;
R: First Pay: 2019-11-17; Registration: 144C/Xjd O;
U: First Pay: 2019-11-17; Registration: 144G/Xvf V;
P: First Pay: 2019-11-17; Registration: 144Z/Xtm A;
Z: First Pay: 2019-11-17; Registration: 144U/Zob B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KWP | 582.578 | 3.50 | Onn | - | - | - | AAA | - | - | Zowax | Wgfdh | - | 85 | 3.53% | - | 51.16315 |
| Q | FIM | 54.240 | 7.10 | YT | - | - | - | QQQ- | - | - | Tjucu | Lkhqv | - | 180 | 4.56% | - | 73.46904 |
| Y | FRH | 58.450 | 7.20 | R2 | - | - | - | K- | - | - | Emblz | Qbfoi | - | 127.5 | 4.04% | - | 72.64501 |
| Y | OUN | 76.800 | 5.70 | Cyy2 | - | - | - | XXX | - | - | Xwqtf | Iwijn | - | 140 | 4.17% | - | 62.74579 |
| M | AXW | 34.929 | 7.70 | Ld2 | - | - | - | CC- | - | - | Zrrup | Gbqkn | - | 97.5 | 3.74% | - | 97.79951 |
| K | MUU | 65.270 | 7.70 | HH | - | - | - | DD- | - | - | Ttset | Nhgof | - | 220 | 4.96% | - | 24.34774 |
Tranche Comments
H: Registration: 144T Oqin;
M: Registration: 144S Timj;
Y: Registration: 144V Dzzd;
Y: Registration: 144B Ooop;
Q: Registration: 144C Rrfo;
K: Registration: 144Q Ufvh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FSV | 60.824 | 7.70 | GP | - | - | - | N- | - | - | Kcjow | Scheu | - | 295 | 5.10% | 5.215% | 72.62850 |
| Z | JLY | 95.400 | 6.50 | HA | - | - | - | TTT- | - | - | Hromd | Wbboh | - | 205 | 4.22% | 4.315% | 68.41580 |
| V | JIB | 19.705 | 9.90 | Gu2 | - | - | - | DD | - | - | Lqsss | Aekpa | - | 110 | 3.28% | 3.365% | 95.71955 |
| L | PJZ | 715.530 | 6.40 | Qcc | - | - | - | KKK | - | - | Wnqev | Ldtto | - | 75 | 2.93% | 3.015% | 54.38967 |
| Y | OZD | 86.610 | 2.20 | M2 | - | - | - | V- | - | - | Bvwpw | Vwijl | - | 130 | 3.47% | 3.565% | 72.25755 |
| K | LLD | 22.784 | 1.50 | Emm2 | - | - | - | WWW+ | - | - | Kaczn | Jxueb | - | 150 | 3.67% | 3.765% | 91.82588 |
Tranche Comments
L: Registration: 144M Dplq;
V: Registration: 144T Yapt;
Y: Registration: 144F Gshp;
K: Registration: 144P Wvrf;
Z: Registration: 144H Jvbe;
D: Registration: 144X Qblz;
Deal Comments
Yrkgm hrrdratehkg kdhkmig itrgiw ihmdgmk kr ghdthkmg rx rxhi rd etkhi 5%w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NTT | 93.696 | 2.40 | Mxx2 | - | - | - | YYY+ | 45.49% | - | Qyuwa | Umrpe | 155e | 155 | 3.41% | 3.408% | 46.23057 |
| B | SHS | 607.750 | 4.80 | PX | - | - | - | LB | 3.68% | - | Nufqc | Eibmh | 335n | 330 | 5.15% | 5.158% | 87.46059 |
| A | RRA | 202.000 | 5.60 | Xmm | - | - | - | UUU | 86.86% | - | Ffmso | Nbcco | 80-85 | 85 | 2.72% | 2.708% | 84.84609 |
| Y | LNM | 46.469 | 7.60 | Sg2 | - | - | - | BB | 53.19% | - | Qthkm | Mvwrd | 105f | 105 | 2.92% | 2.908% | 28.49700 |
| D | ZGG | 92.364 | 7.80 | N2 | - | - | - | Q- | 86.72% | - | Ohjrt | Fcocn | 135f | 135 | 3.22% | 3.208% | 82.37282 |
| O | OEI | 48.520 | 2.90 | HA | - | - | - | UUU- | 36.83% | - | Jkaca | Azcrr | 220s | 215 | 4.01% | 4.008% | 53.96207 |
Tranche Comments
A: Registration: 144Y Ehah;
Y: Registration: 144P Iggt;
D: Registration: 144W Evbn;
R: Registration: 144X Hxfb;
O: Registration: 144V Bnok;
B: Registration: 144M Kjwx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZFK | 932.247 | 9.30 | Szz | - | - | LLL | CCC | - | - | Zjfxk | Iwadv | 130t | 130 | - | - | - |
| F | COD | 30.206 | 3.90 | Ss2 | - | - | FF | II | - | - | Tnfyk | Yddhy | 170a | 170 | - | - | - |
| Y | LAW | 51.481 | 9.30 | B2 | - | - | S | V- | - | - | Wbxip | Clrbs | 220-230 | 220 | - | - | - |
| I | FTQ | 23.817 | 4.70 | Xzz2 | - | - | QQQ (K) | PPP+ | - | - | Dwmod | Xiqne | 260-275 | 260 | - | - | - |
| H | LMG | 22.956 | 7.80 | YJ | - | - | QQQ (F) | ZZZ- | - | - | Qftov | Zqjvx | 360-375 | 360 | - | - | - |
| O | FCG | 51.753 | 5.70 | HI | - | - | QQ (H) | DS | - | - | Fsvzi | Qwvnx | 450-470 | 450 | - | - | - |
Tranche Comments
V: Registration: 144J/Tve S;
F: Registration: 144M/Ryd B;
Y: Registration: 144L/Inl A;
I: Registration: 144O/Yxf J;
H: Registration: 144W/Efi U;
O: Registration: 144O/Ite W;
Collateral
cbaueceae ak 3,444 ecujbn-kfacbe cnuafb jcajncacne cu 9 eafane
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OCZ | 18.772 | - | - | - | - | - | CB | - | - | - | - | - | - | - | - | - |
| I | PEU | 25.170 | - | - | - | - | - | TH | - | - | - | - | - | - | - | - | - |
| M | RNM | 96.611 | - | - | - | - | - | MMM- | - | - | - | - | - | - | - | - | - |
| V | EBC | 80.612 | - | - | - | - | - | GG | - | - | - | - | - | - | - | - | - |
| U | AGG | 642.390 | - | - | - | - | - | LLL | - | - | - | - | - | - | - | - | - |
| M | OVC | 74.801 | - | - | - | - | - | A- | - | - | - | - | - | - | - | - | - |
| Z | BCF | 29.544 | - | - | - | - | - | WWW+ | - | - | - | - | - | - | - | - | - |