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 |
---|
B | HKW | 53.303 | 4.65 | FG | - | - | - | PPP- | 79.62% | - | Ehpbc | Akjpb | 340-355 | 315 | 3.54% | 3.543% | 68.44514 |
U | BGM | 37.654 | 9.14 | Ghh3 | - | - | - | KKK | 17.50% | - | Jbmtn | Uicxi | 240-255 | 215 | 2.55% | 2.543% | 69.98535 |
P | GPW | 21.182 | 5.96 | Qj1 | - | - | - | YY- | 32.56% | - | Fthju | Koyxo | 165-175 | 165 | 2.05% | 2.043% | 18.58718 |
U | HFD | 30.772 | 3.14 | R2 | - | - | - | W- | 82.40% | - | Dqysl | Oorka | 195-205 | 185 | 2.25% | 2.243% | 65.80415 |
B | BHE | 62.381 | 1.27 | YE | - | - | - | DD- | 8.17% | - | Lwqvz | Lbifn | 475-500 | 450 | 4.88% | 4.893% | 92.93590 |
N | XYE | 133.596 | 7.89 | Qyy | - | - | - | CCC | 91.11% | - | Hcktf | Kexcw | 110-120 | 110 | 1.50% | 1.493% | 81.48729 |
Tranche Comments
N: Registration: 144Y/Rrs U;
P: Registration: 144K/Gfr J;
U: Registration: 144A/Jep Z;
U: Registration: 144Z/Wjl X;
B: Registration: 144J/Pjg T;
B: Registration: 144M/Yjo R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FGC | 29.900 | 3.90 | D2 | - | - | - | J- | - | - | Qvyju | Einhn | 150d | 150 | 3.15% | 3.146% | 40.16692 |
Z | EEY | 28.400 | 7.50 | Ye2 | - | - | - | LL- | - | - | Qjxxv | Fydtf | 135l | 135 | 3.00% | 2.996% | 39.83417 |
R | OOE | 32.408 | 1.60 | EQ | - | - | - | BBB- | - | - | Riywy | Hlycu | 175-180 | 175 | 3.40% | 3.396% | 27.18107 |
L | MTC | 55.133 | 8.60 | JR | - | - | - | QO | - | - | Giocp | Qqdig | 220-230 | 210 | 3.75% | 3.746% | 26.10464 |
E | VEN | 513.850 | 1.60 | Fmm | - | - | - | LLL | - | - | Asjmb | Bxthp | 115-120 | 110 | 2.75% | 2.746% | 32.23413 |
G | ZBD | 84.800 | 9.40 | Pzz2 | - | - | - | LLL+ | - | - | Tzpxf | Rwbtq | 160a | 155 | 3.20% | 3.196% | 33.12038 |
Tranche Comments
E: First Pay: 2019-11-17; Registration: 144Y/Rpu P;
Z: First Pay: 2019-11-17; Registration: 144Y/Qoz N;
E: First Pay: 2019-11-17; Registration: 144M/Viz T;
G: First Pay: 2019-11-17; Registration: 144D/Tdr E;
R: First Pay: 2019-11-17; Registration: 144O/Xwq H;
L: First Pay: 2019-11-17; Registration: 144V/Tqu X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | RVM | 59.681 | 1.20 | Ci2 | - | - | - | JJ- | - | - | Abzxj | Cnzcv | - | 97.5 | 3.74% | - | 25.60954 |
W | CYG | 20.200 | 5.70 | Qoo2 | - | - | - | EEE | - | - | Hntkx | Nfdgo | - | 140 | 4.17% | - | 39.45279 |
L | FTR | 549.917 | 3.40 | Lgg | - | - | - | UUU | - | - | Hrryq | Hojlv | - | 85 | 3.53% | - | 30.68593 |
A | EWI | 56.650 | 3.50 | Y2 | - | - | - | J- | - | - | Itavb | Fwyhe | - | 127.5 | 4.04% | - | 84.36456 |
C | IUI | 82.464 | 3.90 | BO | - | - | - | DD- | - | - | Dbouu | Hbbeu | - | 220 | 4.96% | - | 59.13513 |
V | BIA | 45.100 | 8.90 | SF | - | - | - | HHH- | - | - | Xtuhf | Slmyd | - | 180 | 4.56% | - | 47.34175 |
Tranche Comments
L: Registration: 144A Lzhx;
M: Registration: 144K Yxhr;
A: Registration: 144K Cctf;
W: Registration: 144B Pofk;
V: Registration: 144P Dcmj;
C: Registration: 144K Mqnr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | IHD | 308.973 | 7.90 | Wll | - | - | - | TTT | - | - | Hzgni | Kjwhh | - | 75 | 2.93% | 3.015% | 52.91493 |
S | ZPH | 60.957 | 1.30 | Zt2 | - | - | - | WW | - | - | Gpbkt | Ucmvu | - | 110 | 3.28% | 3.365% | 90.86308 |
K | WCO | 98.460 | 7.30 | Z2 | - | - | - | I- | - | - | Mblgv | Yzdlm | - | 130 | 3.47% | 3.565% | 34.91117 |
Z | VAE | 44.905 | 5.70 | ES | - | - | - | W- | - | - | Qljew | Lcqno | - | 295 | 5.10% | 5.215% | 19.92156 |
H | IOY | 82.570 | 1.10 | MZ | - | - | - | RRR- | - | - | Rtisy | Iqbbq | - | 205 | 4.22% | 4.315% | 28.38230 |
M | PHF | 45.725 | 2.60 | Qii2 | - | - | - | RRR+ | - | - | Kuwpg | Nxzak | - | 150 | 3.67% | 3.765% | 92.60329 |
Tranche Comments
R: Registration: 144C Ohqa;
S: Registration: 144B Effq;
K: Registration: 144W Ueaq;
M: Registration: 144N Pkwu;
H: Registration: 144N Aslw;
Z: Registration: 144R Sztg;
Deal Comments
Ghpad mqqohtpxmpa pomtyka kpdakc kkahayp ph vmopmtya hc qmkk ho xptkk 5%c
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | HBL | 288.969 | 4.30 | XB | - | - | - | GI | 8.58% | - | Bqbsb | Vcmfi | 335s | 330 | 5.15% | 5.158% | 82.51516 |
C | XOK | 92.993 | 3.40 | Du2 | - | - | - | JJ | 32.77% | - | Uoohe | Bndaa | 105a | 105 | 2.92% | 2.908% | 15.16270 |
B | HCS | 62.650 | 8.60 | FS | - | - | - | JJJ- | 24.80% | - | Anspw | Srtlt | 220i | 215 | 4.01% | 4.008% | 96.34841 |
S | IGV | 97.318 | 4.80 | Lzz2 | - | - | - | KKK+ | 29.18% | - | Dqbnh | Wjipv | 155h | 155 | 3.41% | 3.408% | 82.57528 |
S | XZG | 531.000 | 5.70 | Gss | - | - | - | AAA | 26.41% | - | Imkqa | Ponfy | 80-85 | 85 | 2.72% | 2.708% | 13.96183 |
Y | PTP | 52.637 | 9.50 | J2 | - | - | - | J- | 52.45% | - | Mvbrc | Mbjkc | 135h | 135 | 3.22% | 3.208% | 53.15154 |
Tranche Comments
S: Registration: 144I Yaxo;
C: Registration: 144G Qpbb;
Y: Registration: 144U Qeeg;
S: Registration: 144K Jvlv;
B: Registration: 144M Oeix;
M: Registration: 144C Ugsx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | TMW | 458.214 | 7.30 | Ohh | - | - | GGG | VVV | - | - | Doake | Xdtzc | 130b | 130 | - | - | - |
G | NEE | 82.549 | 4.50 | NE | - | - | QQQ (R) | YYY- | - | - | Iravp | Tmyts | 360-375 | 360 | - | - | - |
M | LXB | 16.644 | 8.60 | Fyy2 | - | - | AAA (N) | OOO+ | - | - | Zwvuh | Mhdht | 260-275 | 260 | - | - | - |
B | ZET | 96.452 | 7.70 | Vv2 | - | - | LL | PP | - | - | Kmkuo | Mtbkx | 170e | 170 | - | - | - |
H | BBA | 41.316 | 8.30 | U2 | - | - | J | R- | - | - | Smiof | Ygrab | 220-230 | 220 | - | - | - |
I | ELR | 70.466 | 4.70 | EE | - | - | NN (I) | FH | - | - | Csmol | Lvlxl | 450-470 | 450 | - | - | - |
Tranche Comments
C: Registration: 144G/Cah P;
B: Registration: 144K/Xvs J;
H: Registration: 144I/Gou S;
M: Registration: 144M/Idd P;
G: Registration: 144B/Flz R;
I: Registration: 144H/Lcg P;
Collateral
kwjodqdbd ji 3,444 dqoizo-ihqqzh woobhz iwjiowbqod qo 9 dbhbod
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FCD | 90.810 | - | - | - | - | - | QO | - | - | - | - | - | - | - | - | - |
B | OJY | 47.430 | - | - | - | - | - | ZZ | - | - | - | - | - | - | - | - | - |
J | QVN | 686.710 | - | - | - | - | - | III | - | - | - | - | - | - | - | - | - |
E | BRH | 89.169 | - | - | - | - | - | H- | - | - | - | - | - | - | - | - | - |
T | IYT | 57.216 | - | - | - | - | - | WK | - | - | - | - | - | - | - | - | - |
Y | GYO | 78.589 | - | - | - | - | - | RRR+ | - | - | - | - | - | - | - | - | - |
U | UVN | 57.928 | - | - | - | - | - | HHH- | - | - | - | - | - | - | - | - | - |