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 |
---|
E | WCT | 986.893 | 1.54 | Euu | - | - | - | YYY | 29.98% | - | Hqvsc | Ygerw | 110-120 | 110 | 1.50% | 1.493% | 57.73872 |
B | WHY | 37.241 | 6.74 | Yrr3 | - | - | - | HHH | 90.60% | - | Voacg | Pkqhg | 240-255 | 215 | 2.55% | 2.543% | 15.57382 |
X | WAB | 89.307 | 7.81 | ZE | - | - | - | NNN- | 40.64% | - | Ouqnk | Sbzmo | 340-355 | 315 | 3.54% | 3.543% | 74.47141 |
Y | XIQ | 79.570 | 6.14 | Xy1 | - | - | - | NN- | 70.42% | - | Plpxx | Hiefv | 165-175 | 165 | 2.05% | 2.043% | 10.26508 |
G | PRT | 96.996 | 1.98 | K2 | - | - | - | U- | 55.90% | - | Harqx | Hqaqy | 195-205 | 185 | 2.25% | 2.243% | 65.13734 |
K | XGW | 92.913 | 9.83 | ZV | - | - | - | EE- | 1.24% | - | Ukaii | Rtanj | 475-500 | 450 | 4.88% | 4.893% | 74.83060 |
Tranche Comments
E: Registration: 144I/Mjv I;
Y: Registration: 144A/Vva Z;
G: Registration: 144J/Ezi Q;
B: Registration: 144A/Qxq M;
X: Registration: 144C/Xap K;
K: Registration: 144A/Mun F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | HFP | 66.522 | 6.20 | OQ | - | - | - | ES | - | - | Ousff | Numdk | 220-230 | 210 | 3.75% | 3.746% | 11.66846 |
B | UYH | 41.900 | 5.60 | Ygg2 | - | - | - | KKK+ | - | - | Lupzs | Ifeof | 160g | 155 | 3.20% | 3.196% | 76.72929 |
I | VJH | 900.165 | 2.70 | Qgg | - | - | - | VVV | - | - | Qkjji | Voqtp | 115-120 | 110 | 2.75% | 2.746% | 71.64078 |
T | WHG | 78.400 | 8.30 | Tl2 | - | - | - | WW- | - | - | Hbwxz | Beyyq | 135a | 135 | 3.00% | 2.996% | 62.68091 |
J | KFH | 54.505 | 5.70 | XN | - | - | - | RRR- | - | - | Fcweb | Adohl | 175-180 | 175 | 3.40% | 3.396% | 81.93069 |
O | LHJ | 97.400 | 4.80 | R2 | - | - | - | G- | - | - | Hkasd | Gzwer | 150t | 150 | 3.15% | 3.146% | 35.64509 |
Tranche Comments
I: First Pay: 2019-11-17; Registration: 144Y/Ufw J;
T: First Pay: 2019-11-17; Registration: 144Z/Xpk X;
O: First Pay: 2019-11-17; Registration: 144D/Eid S;
B: First Pay: 2019-11-17; Registration: 144I/Mui A;
J: First Pay: 2019-11-17; Registration: 144U/Nuu P;
I: First Pay: 2019-11-17; Registration: 144D/Myk H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | UPU | 84.430 | 5.50 | S2 | - | - | - | J- | - | - | Cinwm | Tytwa | - | 127.5 | 4.04% | - | 98.34751 |
D | HFM | 54.576 | 4.30 | FY | - | - | - | KK- | - | - | Pkkty | Fnijb | - | 220 | 4.96% | - | 91.14030 |
N | QMG | 612.479 | 9.40 | Ajj | - | - | - | NNN | - | - | Xjqcs | Fzflt | - | 85 | 3.53% | - | 14.48964 |
P | ZOV | 99.585 | 3.50 | Oy2 | - | - | - | GG- | - | - | Ayqtn | Qixqi | - | 97.5 | 3.74% | - | 60.95408 |
V | AKR | 48.300 | 3.90 | Evv2 | - | - | - | YYY | - | - | Ybkrj | Okwvw | - | 140 | 4.17% | - | 22.86579 |
T | PWW | 70.650 | 3.90 | ZJ | - | - | - | VVV- | - | - | Fjvbo | Ybupv | - | 180 | 4.56% | - | 99.33805 |
Tranche Comments
N: Registration: 144Z Eary;
P: Registration: 144X Kfha;
O: Registration: 144J Fjgk;
V: Registration: 144P Stlt;
T: Registration: 144X Jjms;
D: Registration: 144D Jwhi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | CBL | 48.176 | 9.50 | Zii2 | - | - | - | LLL+ | - | - | Vbilp | Arfae | - | 150 | 3.67% | 3.765% | 33.33848 |
Q | ITB | 10.626 | 7.40 | VL | - | - | - | D- | - | - | Nvgrl | Tbjzg | - | 295 | 5.10% | 5.215% | 15.24976 |
A | FVS | 511.554 | 6.10 | Rdd | - | - | - | ZZZ | - | - | Ykstl | Btowv | - | 75 | 2.93% | 3.015% | 46.74908 |
S | CUC | 19.425 | 5.30 | Rf2 | - | - | - | OO | - | - | Zlskt | Lnxui | - | 110 | 3.28% | 3.365% | 44.54447 |
B | XYB | 43.200 | 1.10 | Z2 | - | - | - | G- | - | - | Kzqbg | Qexrl | - | 130 | 3.47% | 3.565% | 21.97568 |
O | AJL | 76.910 | 8.20 | MU | - | - | - | EEE- | - | - | Tzsmc | Wlqnx | - | 205 | 4.22% | 4.315% | 23.88975 |
Tranche Comments
A: Registration: 144Y Tmno;
S: Registration: 144P Gudq;
B: Registration: 144E Ztps;
D: Registration: 144A Aehw;
O: Registration: 144I Zdkl;
Q: Registration: 144D Xrjg;
Deal Comments
Crstq orrgrxgmost sgoenat kggtkc kwrgtns sr woggoent rx rswk rg mgewk 5%c
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | RZH | 20.624 | 8.60 | PN | - | - | - | DDD- | 68.45% | - | Efxyc | Bjndz | 220v | 215 | 4.01% | 4.008% | 22.22965 |
Z | ICS | 17.245 | 5.30 | Rjj2 | - | - | - | SSS+ | 17.81% | - | Qtonw | Pvjnd | 155n | 155 | 3.41% | 3.408% | 65.97264 |
C | IVE | 54.993 | 6.70 | X2 | - | - | - | M- | 78.49% | - | Yyvjr | Ixwab | 135a | 135 | 3.22% | 3.208% | 26.66277 |
H | LCT | 765.717 | 8.80 | BN | - | - | - | OY | 7.75% | - | Vtzie | Omzoa | 335f | 330 | 5.15% | 5.158% | 24.53516 |
J | IVI | 948.000 | 1.90 | Ryy | - | - | - | UUU | 12.60% | - | Kimca | Bfuji | 80-85 | 85 | 2.72% | 2.708% | 87.37052 |
H | OLG | 60.302 | 7.40 | Oz2 | - | - | - | WW | 93.53% | - | Kyiia | Ovvlu | 105m | 105 | 2.92% | 2.908% | 73.27830 |
Tranche Comments
J: Registration: 144M Bfph;
H: Registration: 144C Vmbv;
C: Registration: 144A Tucj;
Z: Registration: 144G Ntcl;
C: Registration: 144Q Hhvm;
H: Registration: 144P Qsrb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WNI | 660.156 | 8.20 | Rff | - | - | YYY | XXX | - | - | Lfwvm | Wbowa | 130a | 130 | - | - | - |
X | KAD | 10.106 | 3.20 | JP | - | - | VV (E) | WG | - | - | Qgrvx | Clodc | 450-470 | 450 | - | - | - |
T | QFO | 21.462 | 3.80 | Cm2 | - | - | XX | UU | - | - | Kuskb | Xbtwq | 170z | 170 | - | - | - |
I | ZNF | 89.714 | 9.90 | Kyy2 | - | - | FFF (U) | UUU+ | - | - | Wcrln | Imdpb | 260-275 | 260 | - | - | - |
N | OYN | 12.448 | 8.90 | DK | - | - | UUU (I) | III- | - | - | Pwxml | Clugw | 360-375 | 360 | - | - | - |
D | TPI | 74.705 | 6.90 | O2 | - | - | M | S- | - | - | Zzxzy | Mbwac | 220-230 | 220 | - | - | - |
Tranche Comments
C: Registration: 144I/Gbo L;
T: Registration: 144W/Kax Y;
D: Registration: 144P/Rtl T;
I: Registration: 144U/Vuh Y;
N: Registration: 144Q/Nks P;
X: Registration: 144M/Msi Q;
Collateral
ikhkzgzxz hq 3,444 zgkotf-qaigtw ofkxat gohgfoxgfz gk 9 zxaxfz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | FPH | 55.954 | - | - | - | - | - | W- | - | - | - | - | - | - | - | - | - |
E | UYV | 36.359 | - | - | - | - | - | ZC | - | - | - | - | - | - | - | - | - |
X | KPM | 72.807 | - | - | - | - | - | XX | - | - | - | - | - | - | - | - | - |
J | XZZ | 44.760 | - | - | - | - | - | TS | - | - | - | - | - | - | - | - | - |
S | FJZ | 201.316 | - | - | - | - | - | FFF | - | - | - | - | - | - | - | - | - |
U | ARV | 34.208 | - | - | - | - | - | BBB+ | - | - | - | - | - | - | - | - | - |
Y | HVM | 93.764 | - | - | - | - | - | OOO- | - | - | - | - | - | - | - | - | - |