| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZOP | 959.502 | 1.60 | Bff | - | - | III | - | 45.50% | - | Qugva | Xhvww | 95-100 | 90 | 1.48% | 1.477% | 28.95669 |
| R | ZJZ | 10.970 | 9.20 | Sz3 | - | - | FF | - | 64.16% | - | Zgvxf | Nxzkn | 135-140 | 125 | 1.83% | 1.827% | 44.88500 |
| T | WIU | 83.918 | 3.30 | G3 | - | - | I | - | 45.71% | - | Vivti | Lkbcm | 150-155 | 145 | 2.03% | 2.027% | 73.74171 |
| A2 | LLA | 28.438 | 6.30 | EF | - | - | EEE (Y) | - | 5.97% | - | Opuhj | Woqyl | 250-260 | 250 | 3.08% | 3.077% | 11.62396 |
| K | WYH | 29.387 | 8.80 | Sjj3 | - | - | PPP (O) | - | 69.54% | - | Uyhal | Vxbob | 175-180 | 170 | 2.28% | 2.277% | 57.38699 |
| U1 | LSC | 84.190 | 7.70 | UH | - | - | UUU | - | 40.44% | - | Ajaob | Hoeua | 220-230 | 215 | 2.73% | 2.727% | 22.19898 |
Tranche Comments
G: Registration: 144V/Eli L;
R: Registration: 144Z/Gev R;
T: Registration: 144M/Tvt R;
K: Registration: 144Q/Ibs S;
U1: Registration: 144W/Olx J;
A2: Registration: 144G/Cej A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZZX | 549.461 | 7.21 | Ryy | - | - | - | PPP | 38.45% | - | Lpgvd | Oofcd | 110-120 | 110 | 1.50% | 1.493% | 65.69671 |
| Y | UML | 34.691 | 9.39 | TO | - | - | - | WW- | 5.41% | - | Vmiks | Oibln | 475-500 | 450 | 4.88% | 4.893% | 71.12650 |
| C | VEB | 15.843 | 3.76 | Yoo3 | - | - | - | ZZZ | 93.10% | - | Nbpnb | Wfthl | 240-255 | 215 | 2.55% | 2.543% | 50.96388 |
| P | KQR | 76.752 | 5.42 | Yh1 | - | - | - | CC- | 19.81% | - | Rnwtp | Plvla | 165-175 | 165 | 2.05% | 2.043% | 79.23836 |
| E | GZB | 83.766 | 8.71 | H2 | - | - | - | O- | 83.30% | - | Puqrc | Lndpk | 195-205 | 185 | 2.25% | 2.243% | 41.78249 |
| A | POA | 31.455 | 7.24 | IE | - | - | - | HHH- | 53.40% | - | Bpatz | Dratu | 340-355 | 315 | 3.54% | 3.543% | 54.82757 |
Tranche Comments
B: Registration: 144O/Pcp M;
P: Registration: 144X/Yii C;
E: Registration: 144Q/Wih H;
C: Registration: 144E/Epv T;
A: Registration: 144D/Bpk S;
Y: Registration: 144T/Prl N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AXZ | 27.878 | 9.80 | HA | - | - | - | PM | - | - | Aoqyo | Ngeoc | 220-230 | 210 | 3.75% | 3.746% | 50.65518 |
| P | RYT | 15.200 | 9.20 | Oy2 | - | - | - | SS- | - | - | Fpywm | Ieytu | 135a | 135 | 3.00% | 2.996% | 69.43827 |
| X | YVZ | 58.200 | 1.70 | G2 | - | - | - | X- | - | - | Qvjrv | Scgqp | 150y | 150 | 3.15% | 3.146% | 86.35162 |
| J | RSC | 89.353 | 9.30 | ZY | - | - | - | NNN- | - | - | Sqnkr | Uiiji | 175-180 | 175 | 3.40% | 3.396% | 20.24330 |
| N | BNR | 149.712 | 3.80 | Xbb | - | - | - | EEE | - | - | Wgbvn | Ktcjh | 115-120 | 110 | 2.75% | 2.746% | 35.50964 |
| G | XHK | 25.800 | 1.60 | Zff2 | - | - | - | GGG+ | - | - | Fnaus | Ryqpn | 160p | 155 | 3.20% | 3.196% | 62.72471 |
Tranche Comments
N: First Pay: 2019-11-17; Registration: 144O/Jbq H;
P: First Pay: 2019-11-17; Registration: 144X/Hzo K;
X: First Pay: 2019-11-17; Registration: 144G/Jsf F;
G: First Pay: 2019-11-17; Registration: 144X/Jdh E;
J: First Pay: 2019-11-17; Registration: 144Z/Tsn O;
G: First Pay: 2019-11-17; Registration: 144W/Flc Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LFO | 38.649 | 5.60 | Gr2 | - | - | - | JJ- | - | - | Mwgve | Ewrzi | - | 97.5 | 3.74% | - | 43.97318 |
| C | XLJ | 68.900 | 3.30 | Uii2 | - | - | - | UUU | - | - | Qplsk | Fjzoa | - | 140 | 4.17% | - | 95.42536 |
| I | NSK | 865.258 | 2.50 | Szz | - | - | - | AAA | - | - | Yashe | Udmel | - | 85 | 3.53% | - | 33.34426 |
| G | EZI | 53.400 | 5.80 | BB | - | - | - | XXX- | - | - | Rihlt | Hufix | - | 180 | 4.56% | - | 15.76712 |
| I | WXQ | 98.534 | 4.40 | JD | - | - | - | FF- | - | - | Ictzk | Zmkpv | - | 220 | 4.96% | - | 19.13812 |
| T | QAJ | 82.510 | 3.90 | T2 | - | - | - | L- | - | - | Ulslk | Wycte | - | 127.5 | 4.04% | - | 56.73035 |
Tranche Comments
I: Registration: 144V Vpun;
O: Registration: 144S Rvhl;
T: Registration: 144P Zhzd;
C: Registration: 144U Nvlx;
G: Registration: 144K Qfhq;
I: Registration: 144E Ikcb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XUV | 14.160 | 8.30 | X2 | - | - | - | T- | - | - | Upfkz | Vylgt | - | 130 | 3.47% | 3.565% | 36.22384 |
| B | JTV | 13.927 | 1.40 | TF | - | - | - | P- | - | - | Izwtb | Otegg | - | 295 | 5.10% | 5.215% | 23.11223 |
| J | QUP | 13.500 | 9.80 | EK | - | - | - | LLL- | - | - | Iqkhv | Itrip | - | 205 | 4.22% | 4.315% | 40.64532 |
| P | IME | 662.698 | 2.30 | Svv | - | - | - | BBB | - | - | Iptir | Mokuo | - | 75 | 2.93% | 3.015% | 80.56306 |
| J | ETG | 60.490 | 9.80 | Dm2 | - | - | - | WW | - | - | Xjvpg | Blbfw | - | 110 | 3.28% | 3.365% | 64.17661 |
| W | TME | 62.439 | 2.50 | Cee2 | - | - | - | HHH+ | - | - | Klahr | Ukfet | - | 150 | 3.67% | 3.765% | 95.12102 |
Tranche Comments
P: Registration: 144Q Qavk;
J: Registration: 144R Quar;
A: Registration: 144R Gmbp;
W: Registration: 144D Gtrj;
J: Registration: 144B Ecqe;
B: Registration: 144L Lrbg;
Deal Comments
Exope kttsxhqwkop oskdpip gqxpgn gthqppo ox gksqkdpp xq tstg xs wqdtg 5%n
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TJY | 519.642 | 7.30 | XS | - | - | - | UZ | 5.39% | - | Hhqiu | Ljxjh | 335v | 330 | 5.15% | 5.158% | 49.22603 |
| K | HOR | 54.129 | 7.80 | T2 | - | - | - | G- | 32.54% | - | Zzkvx | Xuiyt | 135z | 135 | 3.22% | 3.208% | 27.94419 |
| I | TVB | 669.000 | 6.50 | Zdd | - | - | - | KKK | 88.94% | - | Frtwf | Lmxgb | 80-85 | 85 | 2.72% | 2.708% | 31.17010 |
| M | FVV | 87.191 | 6.40 | Ehh2 | - | - | - | FFF+ | 17.59% | - | Euqtp | Zbwad | 155q | 155 | 3.41% | 3.408% | 84.65104 |
| N | AFF | 15.570 | 8.80 | BS | - | - | - | XXX- | 83.41% | - | Eflqz | Ehgjj | 220q | 215 | 4.01% | 4.008% | 29.31441 |
| V | TYU | 80.803 | 7.80 | Yr2 | - | - | - | JJ | 64.48% | - | Hhmel | Dnobv | 105c | 105 | 2.92% | 2.908% | 85.56970 |
Tranche Comments
I: Registration: 144I Ifox;
V: Registration: 144J Yudx;
K: Registration: 144S Dowy;
M: Registration: 144T Trxn;
N: Registration: 144N Semi;
N: Registration: 144C Iczg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WXT | 18.729 | 6.90 | Ao2 | - | - | AA | II | - | - | Tvlxh | Kuhwx | 170d | 170 | - | - | - |
| P | OZT | 415.351 | 6.40 | Rtt | - | - | WWW | HHH | - | - | Yoztg | Qnmef | 130k | 130 | - | - | - |
| W | ZHJ | 27.175 | 5.90 | HY | - | - | VVV (Z) | FFF- | - | - | Sgpzy | Pjyyr | 360-375 | 360 | - | - | - |
| T | QFR | 22.954 | 8.10 | Mtt2 | - | - | GGG (H) | QQQ+ | - | - | Koxaf | Ffrpx | 260-275 | 260 | - | - | - |
| O | PFP | 41.723 | 8.70 | G2 | - | - | U | O- | - | - | Gmwib | Xyjcl | 220-230 | 220 | - | - | - |
| E | PHM | 99.892 | 9.70 | NR | - | - | GG (M) | GG | - | - | Ajpkd | Bekvw | 450-470 | 450 | - | - | - |
Tranche Comments
P: Registration: 144G/Ziw A;
H: Registration: 144O/Fkm X;
O: Registration: 144D/Roz P;
T: Registration: 144W/Net E;
W: Registration: 144F/Dfp C;
E: Registration: 144A/Ocr B;
Collateral
lwzsozolo zk 3,444 ozszcl-kkxzcs zlslkc lzzllzlzlo zs 9 olkllo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WYP | 585.104 | - | - | - | - | - | WWW | - | - | - | - | - | - | - | - | - |
| C | WQB | 49.290 | - | - | - | - | - | VP | - | - | - | - | - | - | - | - | - |
| V | NAX | 57.370 | - | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - |
| M | JVW | 29.702 | - | - | - | - | - | NNN+ | - | - | - | - | - | - | - | - | - |
| H | VXW | 33.781 | - | - | - | - | - | BB | - | - | - | - | - | - | - | - | - |
| Y | GPJ | 33.661 | - | - | - | - | - | PU | - | - | - | - | - | - | - | - | - |
| T | FXO | 38.745 | - | - | - | - | - | XXX- | - | - | - | - | - | - | - | - | - |