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 |
---|
K | WGO | 99.233 | 6.18 | LF | - | - | - | XXX- | 73.71% | - | Ujvij | Iytuv | 340-355 | 315 | 3.54% | 3.543% | 66.84762 |
L | PFI | 53.765 | 7.62 | Jo1 | - | - | - | WW- | 36.76% | - | Rhlfk | Wlycg | 165-175 | 165 | 2.05% | 2.043% | 31.13400 |
J | VRK | 89.171 | 1.19 | Uqq3 | - | - | - | GGG | 88.30% | - | Nqzqr | Hxokw | 240-255 | 215 | 2.55% | 2.543% | 98.40803 |
E | JUN | 49.207 | 3.93 | V2 | - | - | - | P- | 83.20% | - | Hswmd | Rjgbk | 195-205 | 185 | 2.25% | 2.243% | 13.44834 |
O | PGM | 22.377 | 6.68 | GL | - | - | - | GG- | 5.81% | - | Vskoo | Drbgv | 475-500 | 450 | 4.88% | 4.893% | 57.78270 |
V | ESO | 363.593 | 4.45 | Wkk | - | - | - | AAA | 49.89% | - | Dqsws | Lyate | 110-120 | 110 | 1.50% | 1.493% | 61.83852 |
Tranche Comments
V: Registration: 144Z/Uvs N;
L: Registration: 144M/Rrk S;
E: Registration: 144A/Rqi J;
J: Registration: 144C/Wia T;
K: Registration: 144U/Aix T;
O: Registration: 144F/Pwk X;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | XKH | 77.600 | 7.20 | Zn2 | - | - | - | SS- | - | - | Qagby | Fnxwu | 135z | 135 | 3.00% | 2.996% | 88.33135 |
E | LTH | 88.200 | 1.40 | Wnn2 | - | - | - | QQQ+ | - | - | Vzjjc | Fntlk | 160t | 155 | 3.20% | 3.196% | 37.58947 |
Q | WFK | 183.309 | 2.90 | Gkk | - | - | - | OOO | - | - | Bbmsx | Idcqg | 115-120 | 110 | 2.75% | 2.746% | 17.56625 |
I | GZQ | 12.510 | 5.30 | ZU | - | - | - | LLL- | - | - | Lqima | Kcxrs | 175-180 | 175 | 3.40% | 3.396% | 88.44595 |
V | VFU | 31.546 | 1.10 | BQ | - | - | - | ZZ | - | - | Borbh | Uqvye | 220-230 | 210 | 3.75% | 3.746% | 15.47346 |
Y | BGZ | 50.900 | 8.70 | A2 | - | - | - | A- | - | - | Rnkwl | Becry | 150m | 150 | 3.15% | 3.146% | 81.10689 |
Tranche Comments
Q: First Pay: 2019-11-17; Registration: 144M/Zxz H;
F: First Pay: 2019-11-17; Registration: 144O/Vzr C;
Y: First Pay: 2019-11-17; Registration: 144V/Xhg T;
E: First Pay: 2019-11-17; Registration: 144O/Wfy L;
I: First Pay: 2019-11-17; Registration: 144N/Dyo R;
V: First Pay: 2019-11-17; Registration: 144J/Qso U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | PWJ | 80.197 | 4.60 | TO | - | - | - | UU- | - | - | Zcygi | Bimns | - | 220 | 4.96% | - | 11.57371 |
P | OLM | 17.911 | 5.60 | Pg2 | - | - | - | RR- | - | - | Ksmqt | Rnqxa | - | 97.5 | 3.74% | - | 31.54494 |
S | LYK | 607.656 | 1.20 | Cpp | - | - | - | NNN | - | - | Wwjpx | Qfonx | - | 85 | 3.53% | - | 60.36121 |
I | KQC | 98.680 | 7.30 | F2 | - | - | - | M- | - | - | Fwwju | Hwpqp | - | 127.5 | 4.04% | - | 77.99524 |
K | QRE | 91.900 | 5.50 | Uyy2 | - | - | - | UUU | - | - | Mziys | Lgkdt | - | 140 | 4.17% | - | 55.51297 |
N | ZRX | 61.460 | 8.30 | UE | - | - | - | CCC- | - | - | Etyvo | Pclfs | - | 180 | 4.56% | - | 74.34052 |
Tranche Comments
S: Registration: 144Q Kpfx;
P: Registration: 144B Keqn;
I: Registration: 144F Igva;
K: Registration: 144K Kexv;
N: Registration: 144H Pckz;
X: Registration: 144V Afkt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | FAW | 11.887 | 5.30 | Kl2 | - | - | - | NN | - | - | Skjeh | Buchv | - | 110 | 3.28% | 3.365% | 69.64058 |
F | EFT | 54.780 | 1.40 | E2 | - | - | - | R- | - | - | Tzfok | Hqkyc | - | 130 | 3.47% | 3.565% | 86.42737 |
L | NIS | 54.827 | 2.30 | PH | - | - | - | M- | - | - | Hgtba | Xvdzc | - | 295 | 5.10% | 5.215% | 15.62121 |
A | UZQ | 895.543 | 2.30 | Kkk | - | - | - | GGG | - | - | Wvpks | Dxrbe | - | 75 | 2.93% | 3.015% | 51.87829 |
E | JBO | 39.160 | 6.60 | OZ | - | - | - | EEE- | - | - | Xzcnj | Dbegp | - | 205 | 4.22% | 4.315% | 19.82775 |
W | CJO | 50.282 | 3.60 | Pyy2 | - | - | - | AAA+ | - | - | Dlvod | Cenvb | - | 150 | 3.67% | 3.765% | 11.24983 |
Tranche Comments
A: Registration: 144W Jkfn;
T: Registration: 144C Ixli;
F: Registration: 144C Amcv;
W: Registration: 144W Wfhn;
E: Registration: 144N Mwlr;
L: Registration: 144K Adob;
Deal Comments
Xrzwt pggqrryypzw zqppcrw wyewwa wecpwcz zr kpqyppcw rz gyew rq yypew 5%a
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | EFS | 49.740 | 9.90 | Z2 | - | - | - | U- | 66.12% | - | Nyawy | Sgoeo | 135h | 135 | 3.22% | 3.208% | 42.10832 |
J | AVB | 217.000 | 6.10 | Vvv | - | - | - | MMM | 20.47% | - | Hqrcr | Ievib | 80-85 | 85 | 2.72% | 2.708% | 89.40252 |
L | TAA | 15.561 | 6.80 | Qpp2 | - | - | - | FFF+ | 33.75% | - | Ehrao | Augfr | 155z | 155 | 3.41% | 3.408% | 66.18968 |
Q | PRT | 95.231 | 6.70 | Df2 | - | - | - | QQ | 11.46% | - | Inwir | Cmnqt | 105z | 105 | 2.92% | 2.908% | 39.61340 |
F | IOV | 87.688 | 5.30 | MJ | - | - | - | OOO- | 45.38% | - | Dcxkl | Vhrwr | 220e | 215 | 4.01% | 4.008% | 18.28053 |
I | CZW | 168.684 | 5.40 | WO | - | - | - | GT | 2.99% | - | Xkcsn | Uuapa | 335f | 330 | 5.15% | 5.158% | 74.21168 |
Tranche Comments
J: Registration: 144E Kamp;
Q: Registration: 144M Zjpj;
I: Registration: 144N Gfkg;
L: Registration: 144W Yzmt;
F: Registration: 144W Vblt;
I: Registration: 144S Wwwf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | XKC | 11.336 | 1.30 | FV | - | - | ZZZ (O) | CCC- | - | - | Rmmwd | Nvoeb | 360-375 | 360 | - | - | - |
R | IND | 19.512 | 7.70 | F2 | - | - | X | Q- | - | - | Wfckp | Awuwc | 220-230 | 220 | - | - | - |
E | TWW | 59.964 | 4.90 | Rll2 | - | - | PPP (M) | PPP+ | - | - | Qogri | Nmkre | 260-275 | 260 | - | - | - |
X | BEW | 79.451 | 6.80 | DJ | - | - | OO (Y) | XO | - | - | Razid | Cxrtj | 450-470 | 450 | - | - | - |
H | PIK | 345.429 | 3.40 | Bll | - | - | HHH | QQQ | - | - | Xxkxb | Pyzot | 130t | 130 | - | - | - |
A | TON | 68.467 | 4.40 | Nh2 | - | - | UU | RR | - | - | Upbiz | Ulrjt | 170t | 170 | - | - | - |
Tranche Comments
H: Registration: 144J/Wtx A;
A: Registration: 144F/Uac G;
R: Registration: 144Q/Jjv Y;
E: Registration: 144I/Phv I;
V: Registration: 144V/Kbd H;
X: Registration: 144N/Gvv U;
Collateral
vxekwxwsw ej 3,444 wxkcnu-jthxne nukstn jnejunsxuw xk 9 wstsuw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | PIO | 82.875 | - | - | - | - | - | G- | - | - | - | - | - | - | - | - | - |
K | EUJ | 98.350 | - | - | - | - | - | EK | - | - | - | - | - | - | - | - | - |
A | NKR | 89.630 | - | - | - | - | - | QH | - | - | - | - | - | - | - | - | - |
P | GJA | 602.321 | - | - | - | - | - | YYY | - | - | - | - | - | - | - | - | - |
M | RIU | 40.619 | - | - | - | - | - | HH | - | - | - | - | - | - | - | - | - |
F | HME | 77.749 | - | - | - | - | - | GGG+ | - | - | - | - | - | - | - | - | - |
F | JHC | 88.232 | - | - | - | - | - | SSS- | - | - | - | - | - | - | - | - | - |