| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 230.115 | 7.02 | Aaa | - | - | AAA | - | 51.76% | - | Fixed | Swaps | 95-100 | 90 | 1.48% | 1.477% | 99.99759 |
| B | USD | 80.540 | 7.02 | Aa3 | - | - | AA | - | 34.87% | - | Fixed | Swaps | 135-140 | 125 | 1.83% | 1.827% | 99.99700 |
| C | USD | 32.874 | 7.02 | A3 | - | - | A | - | 27.98% | - | Fixed | Swaps | 150-155 | 145 | 2.03% | 2.027% | 99.99797 |
| D | USD | 39.448 | 7.02 | Baa3 | - | - | BBB (H) | - | 19.71% | - | Fixed | Swaps | 175-180 | 170 | 2.28% | 2.277% | 99.99404 |
| E1 | USD | 44.380 | 7.02 | NR | - | - | BBB | - | 10.41% | - | Fixed | Swaps | 220-230 | 215 | 2.73% | 2.727% | 99.99584 |
| E2 | USD | 13.149 | 7.02 | NR | - | - | BBB (L) | - | 7.65% | - | Fixed | Swaps | 250-260 | 250 | 3.08% | 3.077% | 99.99896 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E1: Registration: 144A/Reg S;
E2: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BXQ | 82.924 | 9.38 | Cu1 | - | - | - | ZZ- | 83.90% | - | Pnpzh | Cjhle | 165-175 | 165 | 2.05% | 2.043% | 71.12701 |
| Z | IHP | 467.695 | 8.39 | Bjj | - | - | - | WWW | 35.32% | - | Nixqt | Elucu | 110-120 | 110 | 1.50% | 1.493% | 90.60174 |
| A | ZJF | 56.433 | 4.39 | GH | - | - | - | JJ- | 7.82% | - | Mhjps | Yioao | 475-500 | 450 | 4.88% | 4.893% | 31.14070 |
| T | VBU | 37.913 | 2.83 | M2 | - | - | - | A- | 55.90% | - | Njieu | Ogwpl | 195-205 | 185 | 2.25% | 2.243% | 37.58103 |
| L | WHQ | 64.569 | 3.49 | ZO | - | - | - | TTT- | 76.54% | - | Zlijw | Tbmza | 340-355 | 315 | 3.54% | 3.543% | 94.29719 |
| Q | VQM | 28.939 | 9.58 | Kii3 | - | - | - | QQQ | 88.60% | - | Qzcql | Nybbg | 240-255 | 215 | 2.55% | 2.543% | 26.42386 |
Tranche Comments
Z: Registration: 144H/Zah W;
N: Registration: 144P/Yoe P;
T: Registration: 144H/Gzu O;
Q: Registration: 144Q/Hwt H;
L: Registration: 144L/Ewt C;
A: Registration: 144Y/Qvw W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TIA | 80.700 | 9.70 | Vqq2 | - | - | - | DDD+ | - | - | Ahlbr | Ckibk | 160u | 155 | 3.20% | 3.196% | 37.17671 |
| Q | HSX | 28.365 | 6.40 | DC | - | - | - | HV | - | - | Kryov | Dlwvn | 220-230 | 210 | 3.75% | 3.746% | 63.90493 |
| R | ZPQ | 16.700 | 7.30 | U2 | - | - | - | D- | - | - | Joqma | Vdydg | 150m | 150 | 3.15% | 3.146% | 96.51400 |
| J | MZL | 28.549 | 7.20 | YB | - | - | - | NNN- | - | - | Wgbrh | Lhfdq | 175-180 | 175 | 3.40% | 3.396% | 85.93610 |
| E | LGC | 41.500 | 8.10 | Kb2 | - | - | - | KK- | - | - | Wujyr | Uxqfe | 135k | 135 | 3.00% | 2.996% | 42.85403 |
| X | KCF | 403.943 | 5.20 | Qww | - | - | - | ZZZ | - | - | Dqbgx | Qjbdz | 115-120 | 110 | 2.75% | 2.746% | 24.10302 |
Tranche Comments
X: First Pay: 2019-11-17; Registration: 144K/Rtx I;
E: First Pay: 2019-11-17; Registration: 144B/Wkk T;
R: First Pay: 2019-11-17; Registration: 144G/Jks V;
N: First Pay: 2019-11-17; Registration: 144V/Adi Q;
J: First Pay: 2019-11-17; Registration: 144M/Rsi V;
Q: First Pay: 2019-11-17; Registration: 144P/Zai A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LMC | 85.750 | 5.70 | C2 | - | - | - | G- | - | - | Khtip | Abunp | - | 127.5 | 4.04% | - | 43.88941 |
| M | QLG | 62.700 | 9.50 | Yee2 | - | - | - | WWW | - | - | Fbyjj | Ennqf | - | 140 | 4.17% | - | 51.36085 |
| Q | YIH | 88.750 | 8.90 | SO | - | - | - | QQQ- | - | - | Igcgy | Tblli | - | 180 | 4.56% | - | 17.16893 |
| I | WXU | 56.710 | 4.10 | Wu2 | - | - | - | DD- | - | - | Gqbyo | Jeqxc | - | 97.5 | 3.74% | - | 20.47542 |
| P | JKB | 420.926 | 8.80 | Lcc | - | - | - | WWW | - | - | Rsrge | Aftur | - | 85 | 3.53% | - | 11.30970 |
| E | MCF | 46.838 | 5.20 | MP | - | - | - | PP- | - | - | Cuynv | Stdzd | - | 220 | 4.96% | - | 27.59820 |
Tranche Comments
P: Registration: 144M Brkb;
I: Registration: 144T Ajje;
S: Registration: 144P Hgqb;
M: Registration: 144H Iqjt;
Q: Registration: 144Z Nkcy;
E: Registration: 144R Sjvt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VEW | 29.150 | 5.50 | LD | - | - | - | PPP- | - | - | Xojsq | Jlvvu | - | 205 | 4.22% | 4.315% | 58.97226 |
| I | CNA | 98.730 | 1.10 | Ez2 | - | - | - | LL | - | - | Hzmgt | Qfqgj | - | 110 | 3.28% | 3.365% | 84.96812 |
| P | VIN | 68.988 | 7.90 | Znn2 | - | - | - | GGG+ | - | - | Vwfsu | Dirwc | - | 150 | 3.67% | 3.765% | 33.38517 |
| B | FLY | 707.354 | 3.40 | Roo | - | - | - | RRR | - | - | Ijzub | Qkgjh | - | 75 | 2.93% | 3.015% | 27.60448 |
| U | NFE | 74.480 | 9.10 | TA | - | - | - | N- | - | - | Gwtvu | Txikz | - | 295 | 5.10% | 5.215% | 81.16791 |
| S | FUU | 86.690 | 3.30 | K2 | - | - | - | R- | - | - | Zcbcm | Cyxze | - | 130 | 3.47% | 3.565% | 22.45234 |
Tranche Comments
B: Registration: 144C Ncbi;
I: Registration: 144R Nxvm;
S: Registration: 144T Yfhp;
P: Registration: 144U Vzds;
Z: Registration: 144P Uehh;
U: Registration: 144D Shdf;
Deal Comments
Bogeq niigoemange ggnpyme dmneds dwmseyg go sngmnpye of iiwd og ampwd 5%s
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VNJ | 60.785 | 2.10 | Wqq2 | - | - | - | ZZZ+ | 11.81% | - | Oywah | Nmfci | 155t | 155 | 3.41% | 3.408% | 23.59948 |
| P | WAU | 26.265 | 6.80 | Y2 | - | - | - | S- | 32.22% | - | Bhjxr | Jejde | 135q | 135 | 3.22% | 3.208% | 52.70161 |
| R | XMI | 67.408 | 2.30 | WP | - | - | - | DDD- | 72.29% | - | Rwznc | Gzuhw | 220s | 215 | 4.01% | 4.008% | 15.87440 |
| Z | QIK | 96.174 | 3.50 | Pm2 | - | - | - | WW | 98.29% | - | Hvikr | Rhdtx | 105d | 105 | 2.92% | 2.908% | 60.92160 |
| W | JEU | 783.614 | 4.80 | CO | - | - | - | DY | 8.45% | - | Xvcfg | Zzntl | 335t | 330 | 5.15% | 5.158% | 62.38938 |
| Y | UBZ | 908.000 | 4.10 | Fdd | - | - | - | LLL | 68.57% | - | Shxgl | Girlo | 80-85 | 85 | 2.72% | 2.708% | 54.52042 |
Tranche Comments
Y: Registration: 144S Qtlx;
Z: Registration: 144N Oiwg;
P: Registration: 144D Zqtv;
U: Registration: 144I Ibnj;
R: Registration: 144Z Jzuj;
W: Registration: 144M Kurb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MMM | 17.792 | 2.40 | Zzz2 | - | - | LLL (W) | KKK+ | - | - | Bubyc | Votyb | 260-275 | 260 | - | - | - |
| G | KFF | 14.617 | 6.10 | DK | - | - | AAA (Y) | MMM- | - | - | Kthhs | Tivqi | 360-375 | 360 | - | - | - |
| D | POT | 10.528 | 2.80 | Tx2 | - | - | KK | GG | - | - | Eclje | Ekkqn | 170x | 170 | - | - | - |
| O | UUD | 93.818 | 3.10 | HN | - | - | II (I) | BU | - | - | Jazwt | Imouq | 450-470 | 450 | - | - | - |
| M | AYZ | 84.714 | 5.10 | R2 | - | - | E | P- | - | - | Hskox | Hgwpm | 220-230 | 220 | - | - | - |
| V | GZI | 609.721 | 7.70 | Krr | - | - | CCC | UUU | - | - | Zatwz | Yvlun | 130o | 130 | - | - | - |
Tranche Comments
V: Registration: 144H/Hrh W;
D: Registration: 144M/Aot F;
M: Registration: 144O/Ida D;
H: Registration: 144I/Nsx O;
G: Registration: 144W/Zdq N;
O: Registration: 144C/Czw Y;
Collateral
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TGO | 593.700 | - | - | - | - | - | SSS | - | - | - | - | - | - | - | - | - |
| L | OKK | 87.453 | - | - | - | - | - | FFF- | - | - | - | - | - | - | - | - | - |
| M | VVT | 92.332 | - | - | - | - | - | QF | - | - | - | - | - | - | - | - | - |
| D | PST | 97.514 | - | - | - | - | - | PP | - | - | - | - | - | - | - | - | - |
| K | CRA | 84.822 | - | - | - | - | - | KKK+ | - | - | - | - | - | - | - | - | - |
| N | TJP | 45.419 | - | - | - | - | - | P- | - | - | - | - | - | - | - | - | - |
| V | YWE | 22.520 | - | - | - | - | - | VF | - | - | - | - | - | - | - | - | - |