| 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 |
|---|
| S | MQK | 971.420 | 6.73 | Paa | - | - | - | DDD | 15.62% | - | Wsaux | Qvhyp | 110-120 | 110 | 1.50% | 1.493% | 32.89283 |
| G | YAK | 17.644 | 3.56 | Ds1 | - | - | - | BB- | 64.41% | - | Otjro | Mgoxi | 165-175 | 165 | 2.05% | 2.043% | 50.58557 |
| T | XWN | 20.977 | 3.23 | KV | - | - | - | ZZ- | 5.61% | - | Hvagk | Nechw | 475-500 | 450 | 4.88% | 4.893% | 59.54340 |
| W | AWC | 52.649 | 3.81 | Loo3 | - | - | - | GGG | 47.90% | - | Gwujk | Nlwef | 240-255 | 215 | 2.55% | 2.543% | 65.69860 |
| F | XTO | 93.654 | 7.18 | CH | - | - | - | AAA- | 10.60% | - | Hbnrn | Hxvdm | 340-355 | 315 | 3.54% | 3.543% | 98.76076 |
| T | JRA | 28.957 | 9.79 | D2 | - | - | - | D- | 67.70% | - | Orqon | Dnjqk | 195-205 | 185 | 2.25% | 2.243% | 10.87912 |
Tranche Comments
S: Registration: 144V/Afp N;
G: Registration: 144L/Iqz M;
T: Registration: 144U/Ilc K;
W: Registration: 144P/Dec M;
F: Registration: 144K/Ztd F;
T: Registration: 144U/Gdo H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | BGV | 80.268 | 7.80 | PY | - | - | - | QR | - | - | Gzojb | Nqgbo | 220-230 | 210 | 3.75% | 3.746% | 30.14077 |
| Y | HOI | 286.816 | 7.20 | Ymm | - | - | - | ZZZ | - | - | Iytcn | Smfem | 115-120 | 110 | 2.75% | 2.746% | 88.64814 |
| Y | CFV | 84.100 | 7.80 | Qy2 | - | - | - | OO- | - | - | Qwtuk | Ixogu | 135u | 135 | 3.00% | 2.996% | 24.13339 |
| Q | BHF | 90.700 | 9.50 | Tzz2 | - | - | - | BBB+ | - | - | Xvfbi | Ikqhp | 160h | 155 | 3.20% | 3.196% | 88.96215 |
| F | RBS | 53.606 | 8.80 | MC | - | - | - | RRR- | - | - | Ikazk | Snxxs | 175-180 | 175 | 3.40% | 3.396% | 13.24489 |
| A | KEH | 55.100 | 7.10 | G2 | - | - | - | N- | - | - | Ckqsl | Gfvan | 150k | 150 | 3.15% | 3.146% | 13.56988 |
Tranche Comments
Y: First Pay: 2019-11-17; Registration: 144N/Ekp Z;
Y: First Pay: 2019-11-17; Registration: 144H/Czx W;
A: First Pay: 2019-11-17; Registration: 144E/Zof B;
Q: First Pay: 2019-11-17; Registration: 144C/Uxc S;
F: First Pay: 2019-11-17; Registration: 144B/Zvs X;
Z: First Pay: 2019-11-17; Registration: 144G/Ivk C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NKT | 75.171 | 8.90 | Bd2 | - | - | - | UU- | - | - | Fmoff | Fxxrt | - | 97.5 | 3.74% | - | 84.29180 |
| U | MPW | 82.800 | 7.90 | GI | - | - | - | DDD- | - | - | Jkprp | Skcti | - | 180 | 4.56% | - | 79.43802 |
| S | XSN | 87.400 | 3.10 | Maa2 | - | - | - | WWW | - | - | Jlsrq | Rvdqn | - | 140 | 4.17% | - | 11.19634 |
| T | RFO | 76.880 | 8.30 | I2 | - | - | - | D- | - | - | Agzmt | Goaua | - | 127.5 | 4.04% | - | 66.77168 |
| W | WJJ | 88.251 | 7.20 | SD | - | - | - | RR- | - | - | Ztpny | Qkmwe | - | 220 | 4.96% | - | 50.43487 |
| A | QHL | 431.402 | 1.70 | Acc | - | - | - | NNN | - | - | Pguva | Hvtva | - | 85 | 3.53% | - | 55.29142 |
Tranche Comments
A: Registration: 144T Kfdf;
F: Registration: 144F Vkrv;
T: Registration: 144V Qedr;
S: Registration: 144Y Vrot;
U: Registration: 144L Ezah;
W: Registration: 144F Luku;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EUM | 51.294 | 7.20 | Sbb2 | - | - | - | DDD+ | - | - | Ufsom | Xdocl | - | 150 | 3.67% | 3.765% | 34.22565 |
| S | ENO | 167.617 | 9.70 | Oww | - | - | - | JJJ | - | - | Cnjqq | Xyrqt | - | 75 | 2.93% | 3.015% | 82.87130 |
| Y | CGS | 56.710 | 5.60 | UQ | - | - | - | AAA- | - | - | Lryim | Kfrib | - | 205 | 4.22% | 4.315% | 13.30737 |
| N | UGQ | 30.608 | 9.70 | UF | - | - | - | C- | - | - | Qsolt | Llwqf | - | 295 | 5.10% | 5.215% | 33.21559 |
| P | FUW | 27.236 | 8.70 | Eu2 | - | - | - | II | - | - | Mmwat | Btyuh | - | 110 | 3.28% | 3.365% | 11.32764 |
| O | JTC | 53.390 | 6.80 | S2 | - | - | - | T- | - | - | Kshyq | Eltno | - | 130 | 3.47% | 3.565% | 58.96154 |
Tranche Comments
S: Registration: 144P Zopw;
P: Registration: 144X Qfdy;
O: Registration: 144H Tkln;
R: Registration: 144G Mojj;
Y: Registration: 144S Yoxc;
N: Registration: 144E Goem;
Deal Comments
Tdndk opprdyxgond nroaxrd qxydqi qnagdxn nd qorxoaxd dy panq dr gxanq 5%i
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BOF | 24.453 | 4.80 | B2 | - | - | - | F- | 76.26% | - | Spyyy | Sxdap | 135d | 135 | 3.22% | 3.208% | 17.82739 |
| J | XHS | 262.269 | 9.30 | CV | - | - | - | TP | 9.30% | - | Fwzvq | Uvlvs | 335a | 330 | 5.15% | 5.158% | 55.40883 |
| W | FMH | 55.245 | 7.70 | Kw2 | - | - | - | GG | 71.61% | - | Cyqpu | Okrrt | 105e | 105 | 2.92% | 2.908% | 69.19130 |
| J | EAY | 500.000 | 1.70 | Tyy | - | - | - | JJJ | 49.34% | - | Blipj | Eloty | 80-85 | 85 | 2.72% | 2.708% | 75.12665 |
| T | LEZ | 25.613 | 6.90 | Stt2 | - | - | - | YYY+ | 70.42% | - | Tgfgx | Ukzpr | 155x | 155 | 3.41% | 3.408% | 29.21654 |
| M | MST | 85.509 | 3.40 | TZ | - | - | - | WWW- | 56.82% | - | Fycgu | Xqydh | 220p | 215 | 4.01% | 4.008% | 40.38773 |
Tranche Comments
J: Registration: 144I Sfpm;
W: Registration: 144N Kair;
K: Registration: 144I Uzol;
T: Registration: 144A Epjb;
M: Registration: 144C Bauh;
J: Registration: 144M Gfit;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FXF | 39.561 | 1.20 | R2 | - | - | C | S- | - | - | Jifsd | Rqhbw | 220-230 | 220 | - | - | - |
| K | JOL | 77.349 | 4.90 | Cjj2 | - | - | XXX (P) | NNN+ | - | - | Enzfh | Zjzvj | 260-275 | 260 | - | - | - |
| V | JMZ | 264.487 | 7.80 | Kdd | - | - | FFF | GGG | - | - | Dzwha | Uqxgz | 130i | 130 | - | - | - |
| O | BZG | 83.271 | 6.90 | Kw2 | - | - | PP | LL | - | - | Vopkk | Ofwbt | 170v | 170 | - | - | - |
| S | IES | 85.516 | 8.10 | OP | - | - | RRR (X) | GGG- | - | - | Vkgua | Qigce | 360-375 | 360 | - | - | - |
| A | FIU | 28.776 | 6.50 | NH | - | - | YY (H) | TC | - | - | Kllkl | Ibfil | 450-470 | 450 | - | - | - |
Tranche Comments
V: Registration: 144D/Djv G;
O: Registration: 144Z/Esy H;
A: Registration: 144L/Eos S;
K: Registration: 144O/Coj C;
S: Registration: 144A/Aov E;
A: Registration: 144W/Kmd P;
Collateral
wzcbnkndn ck 3,444 nkbuze-kehkzw gebdez ngcnegdken kb 9 ndeden
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HRP | 406.935 | - | - | - | - | - | ZZZ | - | - | - | - | - | - | - | - | - |
| S | ZMZ | 67.997 | - | - | - | - | - | NNN- | - | - | - | - | - | - | - | - | - |
| Y | BQG | 11.824 | - | - | - | - | - | BB | - | - | - | - | - | - | - | - | - |
| Y | URE | 31.473 | - | - | - | - | - | R- | - | - | - | - | - | - | - | - | - |
| J | ROL | 25.187 | - | - | - | - | - | AT | - | - | - | - | - | - | - | - | - |
| X | WXS | 83.118 | - | - | - | - | - | XXX+ | - | - | - | - | - | - | - | - | - |
| I | IRG | 14.540 | - | - | - | - | - | OB | - | - | - | - | - | - | - | - | - |