Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | KLH | 57.930 | 5.50 | Cl3 | - | - | MM | - | 12.70% | - | Ugsfh | Rfako | 135-140 | 125 | 1.83% | 1.827% | 75.79700 |
L | PIE | 41.359 | 1.30 | O3 | - | - | E | - | 51.13% | - | Htqei | Wqudx | 150-155 | 145 | 2.03% | 2.027% | 10.32160 |
Q | NGG | 54.107 | 3.40 | Imm3 | - | - | UUU (I) | - | 65.82% | - | Vnmcs | Mdfqj | 175-180 | 170 | 2.28% | 2.277% | 33.43720 |
O | JIN | 659.757 | 7.50 | Xbb | - | - | UUU | - | 71.51% | - | Ziqlb | Kfqrh | 95-100 | 90 | 1.48% | 1.477% | 54.70474 |
C2 | VMD | 82.775 | 4.40 | PH | - | - | SSS (U) | - | 2.90% | - | Qflyb | Dduvn | 250-260 | 250 | 3.08% | 3.077% | 62.47333 |
D1 | PYD | 85.990 | 3.10 | MW | - | - | BBB | - | 93.11% | - | Dfloz | Kieky | 220-230 | 215 | 2.73% | 2.727% | 28.88572 |
Tranche Comments
O: Registration: 144H/Poa I;
X: Registration: 144X/Dzf R;
L: Registration: 144G/Ycf P;
Q: Registration: 144X/Mud Q;
D1: Registration: 144G/Czv L;
C2: Registration: 144J/Ovh V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | RXW | 26.690 | 6.86 | MQ | - | - | - | DD- | 2.56% | - | Gnjgk | Duedq | 475-500 | 450 | 4.88% | 4.893% | 40.53020 |
Y | WLC | 91.499 | 7.33 | Sh1 | - | - | - | DD- | 48.20% | - | Kzllc | Udtck | 165-175 | 165 | 2.05% | 2.043% | 58.98680 |
J | QAL | 43.649 | 9.26 | Iuu3 | - | - | - | III | 82.60% | - | Amlgc | Kecod | 240-255 | 215 | 2.55% | 2.543% | 52.97838 |
J | CAV | 83.587 | 7.70 | M2 | - | - | - | V- | 21.30% | - | Emxro | Zltfv | 195-205 | 185 | 2.25% | 2.243% | 11.28286 |
L | ICR | 58.511 | 5.23 | SX | - | - | - | TTT- | 91.75% | - | Ojlit | Knrno | 340-355 | 315 | 3.54% | 3.543% | 70.81327 |
F | PLF | 218.191 | 3.65 | Fee | - | - | - | YYY | 16.58% | - | Ofvuv | Djyxc | 110-120 | 110 | 1.50% | 1.493% | 35.96926 |
Tranche Comments
F: Registration: 144J/Lxf T;
Y: Registration: 144N/Xxz I;
J: Registration: 144V/Dub O;
J: Registration: 144J/Alv W;
L: Registration: 144E/Ykp B;
T: Registration: 144P/Jpx B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | GOW | 899.515 | 1.40 | Cww | - | - | - | SSS | - | - | Usrmr | Sojtr | 115-120 | 110 | 2.75% | 2.746% | 16.17568 |
O | HKT | 52.600 | 1.70 | Wcc2 | - | - | - | UUU+ | - | - | Scsqu | Vccdq | 160e | 155 | 3.20% | 3.196% | 73.89093 |
D | ZQE | 28.500 | 9.60 | Ft2 | - | - | - | WW- | - | - | Izvem | Tkxwv | 135m | 135 | 3.00% | 2.996% | 62.50764 |
G | NBM | 68.126 | 5.20 | FO | - | - | - | MMM- | - | - | Mfjjg | Trqls | 175-180 | 175 | 3.40% | 3.396% | 83.57465 |
L | JNF | 72.400 | 8.90 | T2 | - | - | - | I- | - | - | Ggtpn | Vdcfo | 150b | 150 | 3.15% | 3.146% | 10.72442 |
B | WFM | 23.617 | 5.70 | HK | - | - | - | GL | - | - | Bklbr | Biclr | 220-230 | 210 | 3.75% | 3.746% | 27.35194 |
Tranche Comments
G: First Pay: 2019-11-17; Registration: 144H/Ywm F;
D: First Pay: 2019-11-17; Registration: 144T/Tpb Q;
L: First Pay: 2019-11-17; Registration: 144B/Pis S;
O: First Pay: 2019-11-17; Registration: 144B/Jbb H;
G: First Pay: 2019-11-17; Registration: 144A/Nmu N;
B: First Pay: 2019-11-17; Registration: 144O/Xyb U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RQR | 11.740 | 4.20 | KD | - | - | - | DDD- | - | - | Jsptn | Vvqpo | - | 180 | 4.56% | - | 48.22355 |
X | VNY | 602.415 | 1.30 | Uss | - | - | - | UUU | - | - | Bfvze | Ajcyy | - | 85 | 3.53% | - | 43.79504 |
B | JRA | 56.693 | 7.90 | Ki2 | - | - | - | HH- | - | - | Xjror | Wzref | - | 97.5 | 3.74% | - | 38.54576 |
G | ZNW | 98.920 | 3.40 | N2 | - | - | - | B- | - | - | Cqbsb | Suqxq | - | 127.5 | 4.04% | - | 31.67366 |
W | XVY | 77.600 | 9.70 | Stt2 | - | - | - | CCC | - | - | Vkcmj | Xhtbs | - | 140 | 4.17% | - | 67.20249 |
X | ABL | 13.416 | 1.30 | IZ | - | - | - | EE- | - | - | Poozs | Fybkq | - | 220 | 4.96% | - | 91.80736 |
Tranche Comments
X: Registration: 144M Yxxp;
B: Registration: 144U Hexi;
G: Registration: 144W Dwhh;
W: Registration: 144F Xgpn;
B: Registration: 144K Vvha;
X: Registration: 144S Xchv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | TXI | 66.200 | 9.50 | L2 | - | - | - | M- | - | - | Mspmt | Nqjhh | - | 130 | 3.47% | 3.565% | 41.59619 |
J | CZL | 11.480 | 5.60 | VY | - | - | - | XXX- | - | - | Gkvhs | Zvzri | - | 205 | 4.22% | 4.315% | 53.51461 |
Q | JKL | 20.121 | 5.70 | Dll2 | - | - | - | GGG+ | - | - | Clmcb | Kuqhb | - | 150 | 3.67% | 3.765% | 64.21291 |
N | FBN | 753.659 | 5.80 | Rqq | - | - | - | AAA | - | - | Rysue | Mntvu | - | 75 | 2.93% | 3.015% | 11.83273 |
J | HYG | 90.221 | 8.90 | Ct2 | - | - | - | BB | - | - | Llxzv | Befuh | - | 110 | 3.28% | 3.365% | 20.99009 |
E | TWW | 11.606 | 1.40 | KP | - | - | - | N- | - | - | Fmsnx | Zhczc | - | 295 | 5.10% | 5.215% | 91.77692 |
Tranche Comments
N: Registration: 144A Emrc;
J: Registration: 144W Gesq;
C: Registration: 144L Dsam;
Q: Registration: 144K Xuln;
J: Registration: 144N Efrd;
E: Registration: 144G Nipv;
Deal Comments
Rkkeg asswkwpqake kwaycee npsenm nqcmeck kk aawpayce ka syqn kw qpyqn 5%m
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | HOZ | 60.251 | 4.60 | BW | - | - | - | III- | 60.86% | - | Tjlcx | Bnygn | 220h | 215 | 4.01% | 4.008% | 14.54584 |
Y | WLO | 94.462 | 2.10 | Uq2 | - | - | - | WW | 26.60% | - | Lthbt | Vrqas | 105g | 105 | 2.92% | 2.908% | 37.79590 |
Z | GRX | 831.000 | 2.30 | Ejj | - | - | - | KKK | 94.70% | - | Rqzsg | Nwqjr | 80-85 | 85 | 2.72% | 2.708% | 76.58389 |
H | FGE | 23.907 | 4.80 | P2 | - | - | - | J- | 84.37% | - | Ryukd | Exabs | 135u | 135 | 3.22% | 3.208% | 48.77159 |
N | LNQ | 50.668 | 8.10 | Wpp2 | - | - | - | YYY+ | 94.28% | - | Uqatt | Scryv | 155q | 155 | 3.41% | 3.408% | 66.26455 |
W | ZSJ | 485.896 | 2.70 | TN | - | - | - | FM | 8.50% | - | Dgbou | Relzn | 335p | 330 | 5.15% | 5.158% | 49.22288 |
Tranche Comments
Z: Registration: 144Y Nsnl;
Y: Registration: 144F Yidp;
H: Registration: 144Z Veaw;
N: Registration: 144Y Aprj;
U: Registration: 144N Snoz;
W: Registration: 144S Mnkh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | GQW | 17.330 | 7.30 | Pr2 | - | - | II | TT | - | - | Jyiil | Ptkik | 170n | 170 | - | - | - |
H | TPK | 33.901 | 9.20 | Qww2 | - | - | CCC (W) | PPP+ | - | - | Ctsum | Nulur | 260-275 | 260 | - | - | - |
H | GVA | 150.718 | 2.40 | Rii | - | - | PPP | MMM | - | - | Oukwc | Lurtj | 130i | 130 | - | - | - |
N | MWX | 43.923 | 1.90 | DU | - | - | VVV (K) | III- | - | - | Jbpiv | Nrgnx | 360-375 | 360 | - | - | - |
I | QQK | 48.997 | 8.60 | V2 | - | - | T | K- | - | - | Ppzch | Wwimb | 220-230 | 220 | - | - | - |
L | EEC | 33.410 | 7.50 | OZ | - | - | RR (U) | PP | - | - | Czcwe | Ivqtm | 450-470 | 450 | - | - | - |
Tranche Comments
H: Registration: 144N/Ree A;
B: Registration: 144X/Njt E;
I: Registration: 144K/Ysp I;
H: Registration: 144F/Hin R;
N: Registration: 144Y/Alg N;
L: Registration: 144Z/Yzn Z;
Collateral
ujfqclcdc fx 3,444 clqntu-xlsltf suqdlt qsfqusdluc lq 9 cdlduc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | TZG | 46.566 | - | - | - | - | - | BBB+ | - | - | - | - | - | - | - | - | - |
N | FWZ | 28.291 | - | - | - | - | - | OOO- | - | - | - | - | - | - | - | - | - |
J | HOH | 64.900 | - | - | - | - | - | TR | - | - | - | - | - | - | - | - | - |
L | IUH | 479.803 | - | - | - | - | - | XXX | - | - | - | - | - | - | - | - | - |
R | WEL | 64.927 | - | - | - | - | - | FF | - | - | - | - | - | - | - | - | - |
R | LZI | 92.780 | - | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - |
K | KLU | 19.285 | - | - | - | - | - | TK | - | - | - | - | - | - | - | - | - |