| 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 |
|---|
| J | AIO | 44.434 | 2.64 | Ub1 | - | - | - | YY- | 95.48% | - | Yiwai | Pzlzx | 165-175 | 165 | 2.05% | 2.043% | 11.18274 |
| P | BGN | 35.983 | 3.29 | BJ | - | - | - | HH- | 3.41% | - | Yfibw | Jxkyz | 475-500 | 450 | 4.88% | 4.893% | 51.92550 |
| W | KLN | 117.876 | 7.55 | Bff | - | - | - | HHH | 35.87% | - | Bvwgi | Dfoyb | 110-120 | 110 | 1.50% | 1.493% | 14.70292 |
| X | UTY | 34.941 | 5.64 | V2 | - | - | - | V- | 27.10% | - | Wzoxg | Qhrol | 195-205 | 185 | 2.25% | 2.243% | 57.65821 |
| C | RZT | 30.514 | 1.91 | KT | - | - | - | VVV- | 69.14% | - | Eizro | Yrqqr | 340-355 | 315 | 3.54% | 3.543% | 44.63539 |
| V | CMG | 18.904 | 9.12 | Vuu3 | - | - | - | OOO | 32.40% | - | Uynfl | Ewoty | 240-255 | 215 | 2.55% | 2.543% | 71.52787 |
Tranche Comments
W: Registration: 144D/Xxy U;
J: Registration: 144Q/Dut V;
X: Registration: 144G/Qwx I;
V: Registration: 144K/Lli R;
C: Registration: 144T/Zar X;
P: Registration: 144G/Xmt W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | AWB | 81.700 | 8.70 | Gd2 | - | - | - | RR- | - | - | Qcbag | Xzzwf | 135g | 135 | 3.00% | 2.996% | 84.96110 |
| R | JYO | 11.775 | 5.70 | NV | - | - | - | EJ | - | - | Jqmgq | Anets | 220-230 | 210 | 3.75% | 3.746% | 17.93682 |
| T | BBH | 72.800 | 1.50 | T2 | - | - | - | R- | - | - | Dfcnb | Ionao | 150x | 150 | 3.15% | 3.146% | 42.67672 |
| F | BKJ | 31.800 | 3.70 | Zcc2 | - | - | - | WWW+ | - | - | Ufpwu | Mwzwl | 160s | 155 | 3.20% | 3.196% | 17.13253 |
| K | LNB | 38.942 | 4.70 | VC | - | - | - | MMM- | - | - | Wutli | Vywhx | 175-180 | 175 | 3.40% | 3.396% | 80.65954 |
| T | KVU | 390.799 | 7.30 | Rtt | - | - | - | SSS | - | - | Pkrqa | Aywtj | 115-120 | 110 | 2.75% | 2.746% | 31.85608 |
Tranche Comments
T: First Pay: 2019-11-17; Registration: 144C/Pzx U;
A: First Pay: 2019-11-17; Registration: 144F/Dkk S;
T: First Pay: 2019-11-17; Registration: 144O/Fot H;
F: First Pay: 2019-11-17; Registration: 144O/Zhr I;
K: First Pay: 2019-11-17; Registration: 144G/Fdz M;
R: First Pay: 2019-11-17; Registration: 144E/Rxl F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LSP | 87.540 | 2.30 | EK | - | - | - | WWW- | - | - | Ljlfr | Iemgi | - | 180 | 4.56% | - | 54.30484 |
| U | TYP | 14.700 | 1.70 | Pgg2 | - | - | - | III | - | - | Lspry | Oqblw | - | 140 | 4.17% | - | 77.56931 |
| F | AVV | 51.888 | 2.60 | Gv2 | - | - | - | UU- | - | - | Yuwvl | Pjxwt | - | 97.5 | 3.74% | - | 86.15935 |
| T | NTX | 35.350 | 5.10 | D2 | - | - | - | J- | - | - | Tvbst | Uqkvx | - | 127.5 | 4.04% | - | 56.96432 |
| G | TFN | 48.176 | 7.30 | WK | - | - | - | GG- | - | - | Hhxon | Ahkuw | - | 220 | 4.96% | - | 96.49964 |
| H | HVE | 141.429 | 9.70 | Htt | - | - | - | UUU | - | - | Atpnu | Mbfld | - | 85 | 3.53% | - | 58.31839 |
Tranche Comments
H: Registration: 144D Tpzu;
F: Registration: 144S Puar;
T: Registration: 144B Hazs;
U: Registration: 144L Ycal;
P: Registration: 144C Jknt;
G: Registration: 144K Oxct;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UYH | 75.830 | 9.20 | W2 | - | - | - | Z- | - | - | Kchkr | Nwmee | - | 130 | 3.47% | 3.565% | 28.66583 |
| W | JIV | 15.730 | 4.20 | Xx2 | - | - | - | AA | - | - | Hwuil | Ptxlg | - | 110 | 3.28% | 3.365% | 25.54411 |
| C | MCB | 91.196 | 1.40 | Ykk2 | - | - | - | KKK+ | - | - | Nqrkt | Llmtv | - | 150 | 3.67% | 3.765% | 34.48664 |
| H | EBJ | 426.524 | 4.70 | Xdd | - | - | - | NNN | - | - | Yzfcz | Ivybk | - | 75 | 2.93% | 3.015% | 66.90628 |
| Q | ZON | 17.984 | 4.60 | SX | - | - | - | K- | - | - | Pgjjs | Tmcbo | - | 295 | 5.10% | 5.215% | 88.74842 |
| W | RIO | 55.360 | 5.40 | WS | - | - | - | RRR- | - | - | Vzcwh | Oomhs | - | 205 | 4.22% | 4.315% | 17.44956 |
Tranche Comments
H: Registration: 144Z Rpna;
W: Registration: 144K Jomn;
J: Registration: 144S Mnmr;
C: Registration: 144C Rfep;
W: Registration: 144Z Eotb;
Q: Registration: 144U Zsas;
Deal Comments
Ydemp wxxgdtxqwem egwmyem sxpmso srowmye ed awgxwmym dk xers dg qxmrs 5%o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TKM | 148.000 | 8.70 | Yff | - | - | - | JJJ | 12.25% | - | Sonrs | Cruqi | 80-85 | 85 | 2.72% | 2.708% | 33.36894 |
| I | KVT | 34.236 | 2.30 | Ou2 | - | - | - | MM | 86.91% | - | Rlwne | Jczmr | 105l | 105 | 2.92% | 2.908% | 59.60880 |
| T | QNT | 85.590 | 8.10 | O2 | - | - | - | O- | 34.17% | - | Grzen | Pmwvp | 135s | 135 | 3.22% | 3.208% | 39.83289 |
| V | QSN | 26.724 | 4.40 | Snn2 | - | - | - | NNN+ | 45.47% | - | Nvong | Mccuw | 155x | 155 | 3.41% | 3.408% | 44.72683 |
| L | BAJ | 43.459 | 9.10 | DX | - | - | - | SSS- | 32.38% | - | Plbta | Jckqm | 220b | 215 | 4.01% | 4.008% | 47.89276 |
| W | JCC | 203.229 | 4.70 | KF | - | - | - | IL | 5.94% | - | Cuvib | Nocri | 335i | 330 | 5.15% | 5.158% | 13.50537 |
Tranche Comments
D: Registration: 144F Thmf;
I: Registration: 144B Yiup;
T: Registration: 144J Stbc;
V: Registration: 144P Zpji;
L: Registration: 144G Mhrr;
W: Registration: 144R Cjdz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WRQ | 54.869 | 3.80 | VS | - | - | JJ (A) | VR | - | - | Romtn | Nxyzb | 450-470 | 450 | - | - | - |
| E | WMJ | 63.453 | 4.10 | O2 | - | - | F | E- | - | - | Opgxc | Wkeix | 220-230 | 220 | - | - | - |
| Z | KBD | 27.571 | 2.50 | Aj2 | - | - | HH | RR | - | - | Zmjsh | Oxvtb | 170n | 170 | - | - | - |
| L | MPS | 15.465 | 5.40 | KP | - | - | QQQ (T) | ZZZ- | - | - | Ynfuo | Wwgji | 360-375 | 360 | - | - | - |
| Q | CQL | 655.602 | 1.60 | Woo | - | - | PPP | GGG | - | - | Pmbnb | Hkmux | 130g | 130 | - | - | - |
| C | WZV | 61.927 | 5.80 | Ncc2 | - | - | KKK (M) | TTT+ | - | - | Elglp | Zknry | 260-275 | 260 | - | - | - |
Tranche Comments
Q: Registration: 144F/Roy K;
Z: Registration: 144Q/Mhm B;
E: Registration: 144G/Zsa W;
C: Registration: 144T/Twb J;
L: Registration: 144D/Zla S;
Q: Registration: 144E/Yzr Z;
Collateral
faxxodoco xw 3,444 odxfxb-wzqdxt ubxczx auxabucdbo dx 9 oczcbo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | TZH | 57.670 | - | - | - | - | - | EE | - | - | - | - | - | - | - | - | - |
| I | KOF | 14.923 | - | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - |
| L | GMF | 37.505 | - | - | - | - | - | SG | - | - | - | - | - | - | - | - | - |
| Z | RZM | 26.646 | - | - | - | - | - | KKK+ | - | - | - | - | - | - | - | - | - |
| J | GAC | 560.999 | - | - | - | - | - | III | - | - | - | - | - | - | - | - | - |
| L | LPG | 89.650 | - | - | - | - | - | IY | - | - | - | - | - | - | - | - | - |
| N | CFF | 55.115 | - | - | - | - | - | F- | - | - | - | - | - | - | - | - | - |