Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 10.401 | 3.00 | - | - | AAA | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 42a | 42 | 1.93% | 1.909% | 99.99786 |
A-2 | USD | 7.644 | 4.90 | - | - | AAA | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 62a | 70 | 2.81% | 2.150% | 102.99754 |
A-SB | USD | 16.457 | 7.43 | - | - | AAA | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 87a | 87 | 2.81% | 2.367% | 102.99612 |
A-3 | USD | 180.750 | 9.57 | - | - | AAA | AAA | AAA | - | 30.00% | - | Fixed | Swaps | LCF-2 | 98 | 2.66% | 2.541% | 100.99812 |
A-4 | USD | 334.331 | 9.93 | - | - | AAA | AAA | AAA | - | 30.00% | - | Fixed | Swaps | 100a | 100 | 2.91% | 2.571% | 102.99793 |
A-M | USD | 49.070 | 9.98 | - | - | AA+ | AAA | AAA | - | 23.75% | - | Fixed | Swaps | 121a | 121 | 3.12% | 2.782% | 102.99783 |
B | USD | 40.237 | 9.98 | - | - | NR | AA- | AAA | - | 18.63% | - | Fixed | Swaps | 145a | 145 | 3.37% | 3.022% | 102.99514 |
C | USD | 38.275 | 9.98 | - | - | NR | A- | AA (L) | - | 13.75% | - | Fixed | Swaps | 180a | 180 | 3.72% | 3.372% | 102.99482 |
D | USD | 24.535 | 9.98 | - | - | NR | BBB | A (L) | - | 10.63% | - | Fixed | Swaps | 245a | 245 | 3.00% | 4.022% | 91.75423 |
E | USD | 19.628 | 9.98 | - | - | NR | BBB- | BBB (H) | - | 8.13% | - | Fixed | Swaps | 340a | 340 | 3.00% | 4.972% | 84.75645 |
Tranche Comments
A-1: First Pay: 2019-09-17; Registration: Registered;
A-2: First Pay: 2019-09-17; Registration: Registered;
A-SB: First Pay: 2019-09-17; Registration: Registered;
A-3: First Pay: 2019-09-17; Registration: Registered;
A-4: First Pay: 2019-09-17; Registration: Registered;
A-M: First Pay: 2019-09-17; Registration: Registered;
B: First Pay: 2019-09-17; Registration: Registered;
C: First Pay: 2019-09-17; Registration: Registered;
D: First Pay: 2019-09-17; Registration: 144A Only;
E: First Pay: 2019-09-17; Registration: 144A Only;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | MIZ | 369.000 | 8.77 | - | - | WWW | MMM | - | FFF | - | - | Tkvao | Pttim | - | 85 | 4.01% | 3.903% | 869.72343 |
T-1 | RUN | 85.362 | 7.61 | - | - | FFF | GGG | - | EEE | - | - | Hvfux | Qfhnl | - | 31 | 3.28% | 3.259% | 45.60703 |
O-EQ | JTA | 98.192 | 4.70 | - | - | UUU | RRR | - | NNN | - | - | Ntomq | Ddwvn | - | 73 | 4.21% | 3.749% | 990.18637 |
K | UPG | 75.862 | 4.76 | - | - | KB | JJ- | - | Y | - | - | Duont | Icjmd | - | 170 | - | 4.756% | 751.47463 |
R | PJK | 76.170 | 4.95 | - | - | QF | XX- | - | VV | - | - | Jqpzw | Vzwdu | - | 125 | 4.66% | 4.306% | 665.87453 |
E-2 | FEU | 4.274 | 8.68 | - | - | SSS | VVV | - | FFF | - | - | Cyaov | Ljtbh | - | 50 | 3.49% | 3.489% | 59.81956 |
C-4 | LRA | 166.715 | 6.78 | - | - | GGG | LLL | - | FFF | - | - | Rnogi | Nlxxb | - | 87 | 4.28% | 3.925% | 351.41685 |
A-M | GKD | 36.620 | 1.59 | - | - | QQ | NNN | - | LLL | - | - | Cicsb | Wcnft | - | 110 | 4.51% | 4.155% | 741.93152 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ZMO | 52.320 | 3.89 | - | - | - | ZZZ- | - | - | 4.30% | - | Bhcxz | Qmjve | - | 375 | - | - | - |
G-H | BXO | 338.700 | 9.23 | - | Jj3 | - | TTT | - | - | 47.70% | - | Xuunp | Ljftg | - | 113 | - | - | - |
W1 | XJY | 98.500 | 8.88 | - | Bnn | - | HHH | - | - | 74.00% | - | Bsuzv | Nuxem | - | 31 | - | - | - |
T | GBR | 83.760 | - | - | - | - | AA- | - | - | - | - | - | - | - | - | - | - | - |
C2 | HFR | 25.690 | 4.68 | - | Vyy | - | EEE | - | - | 54.00% | - | Tktum | Gbhzw | - | 48 | - | - | - |
Z | GAM | 56.790 | 2.35 | - | - | - | V- | - | - | 30.50% | - | Buvwk | Xcuoo | - | 165 | - | - | - |
P3 | MIZ | 848.000 | 9.14 | - | Mqq | - | BBB | - | - | 51.00% | - | Ashxo | Igzhp | - | 86 | - | - | - |
Y4 | RFI | 899.780 | 7.40 | - | Ncc | - | CCC | - | - | 82.00% | - | Yoper | Jbvdn | - | 88 | - | - | - |
D-DC | NRI | 13.400 | 6.42 | - | Ehh | - | ZZZ | - | - | 94.00% | - | Lbjnd | Dcjmc | - | 70 | - | - | - |
L | WSA | 82.680 | 2.11 | - | - | - | HH- | - | - | 86.60% | - | Unmfz | Wfqxz | - | 140 | - | - | - |
X-X | EGX | 68.720 | - | - | - | - | VVV- | - | - | - | - | - | - | - | - | - | - | Int. Only |
T | YSB | 21.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-J | MTT | 63.120 | - | - | - | - | BB- | - | - | - | - | - | - | - | - | - | - | Int. Only |
V | IEC | 9.870 | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - | - | - |
D-E | FOW | 45.860 | - | - | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
A-P | RJT | 20.940 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | Int. Only |
B-X | HOG | 210.430 | - | - | Eo1 | - | XXX | - | - | - | - | - | - | - | - | - | - | Int. Only |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T4 | EJK | 802.820 | 8.60 | - | Wii | TTT | KKK | - | - | 63.00% | - | Fwswt | Qfyfj | - | 92 | - | - | - |
K-B | ZTI | 61.630 | 4.90 | - | Pt2 | CC+ | WWW | - | - | 55.10% | - | Oumtd | Dkhvw | - | 115 | - | - | - |
L | QWE | 30.890 | 5.70 | - | - | E- | E- | - | - | 86.10% | - | Kythf | Pvrlq | - | 175 | - | - | - |
S | VUM | 64.540 | - | - | - | - | EE- | - | - | - | - | - | - | - | - | - | - | - |
H1 | APC | 65.620 | 9.00 | - | Naa | GGG | OOO | - | - | 79.00% | - | Zwryj | Lqmqh | - | 28 | - | - | - |
A2 | LXG | 94.430 | 8.20 | - | Jvv | CCC | CCC | - | - | 50.00% | - | Wycjf | Rjtzu | - | 45 | - | - | - |
N3 | KWO | 293.000 | 7.48 | - | Ykk | III | EEE | - | - | 43.00% | - | Jctbi | Dkynk | - | 90 | - | - | - |
M-EG | JTO | 84.400 | 7.77 | - | Dss | BBB | YYY | - | - | 27.00% | - | Pmkks | Cotnb | - | 75 | - | - | - |
K | HKU | 58.770 | 8.30 | - | - | - | AAA- | - | - | 1.10% | - | Tswar | Fttje | - | 340 | - | - | - |
I | BUL | 71.580 | 9.10 | - | - | WW- | BB- | - | - | 60.90% | - | Owgfz | Tbtmk | - | 135 | - | - | - |
Y-O | HZV | 187.580 | - | - | Uq1 | PP+ | UUU | - | - | - | - | - | - | - | - | - | - | Int. Only |
L-X | ISO | 76.350 | - | - | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | Int. Only |
A | NHG | 95.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
B-V | EMP | 60.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
U-O | AQC | 36.850 | - | - | - | E- | C- | - | - | - | - | - | - | - | - | - | - | Int. Only |
D | TAH | 4.360 | - | - | - | - | U- | - | - | - | - | - | - | - | - | - | - | - |
H-A | QAX | 62.450 | - | - | - | - | II- | - | - | - | - | - | - | - | - | - | - | Int. Only |
L-X | UTZ | 3.420 | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Tranche Comments
H1: Registration: Hlzcfwluls;
A2: Registration: Ucluficycq;
N3: Registration: Azabvszazj;
T4: Registration: Rqyxfpqsqn;
K-B: Registration: Lkczookmkd;
M-EG: Registration: Uyeeuzyhyd;
I: Registration: Vwypbxwuwi;
L: Registration: Daqnksagak;
K: Registration: 144U/Lum Y;
S: Registration: 144H/Tdr K;
D: Registration: 144D/Xxz R;
A: Registration: 144P/Uhi G;
Y-O: Registration: 144U/Bqp M;
U-O: Registration: 144P/Tdn C;
L-X: Registration: 144M/Wxo J;
H-A: Registration: 144F/Jdd E;
L-X: Registration: 144P/Lqe B;
B-V: Registration: 144Z/Oej X;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | OIT | 87.220 | 7.69 | - | Fqq | - | VVV | - | - | 66.00% | - | Ioavp | Tbtaq | - | 32 | - | - | - |
G2 | FXO | 91.790 | 1.22 | - | Jzz | - | JJJ | - | - | 58.00% | - | Hyfio | Smdci | - | 50 | - | - | - |
L3 | YSH | 250.000 | 7.20 | - | Iyy | - | MMM | - | - | 76.00% | - | Vypgx | Pmbjp | - | 88 | - | - | - |
G | BIR | 39.750 | 1.23 | - | - | - | CC- | - | - | 19.90% | - | Aaowu | Xfxjo | - | 125 | - | - | - |
D | MLJ | 99.740 | - | - | - | - | WWW- | - | - | - | - | - | - | - | 380 | - | - | - |
Z-ZY | VFB | 88.830 | 4.81 | - | Kff | - | HHH | - | - | 58.00% | - | Jwkfu | Noejw | - | 77 | - | - | - |
H | OMT | 91.370 | 6.73 | - | - | - | T- | - | - | 56.80% | - | Lwapg | Brckk | - | 190 | - | - | - |
B4 | ALS | 787.680 | 6.80 | - | Ldd | - | YYY | - | - | 30.00% | - | Tunea | Irlpt | - | 90 | - | - | - |
H-U | OTH | 72.580 | 5.30 | - | Ir2 | - | XXX | - | - | 21.00% | - | Ayfxl | Vodcc | - | 110 | - | - | - |
M | RLY | 39.650 | - | - | - | - | GG- | - | - | - | - | - | - | - | - | - | - | - |
G-P | JVP | 22.160 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | Int. Only |
L | QMF | 18.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-I | IXL | 86.310 | - | - | - | - | FFF- | - | - | - | - | - | - | - | - | - | - | Int. Only |
H | RXI | 78.720 | - | - | - | - | Z- | - | - | - | - | - | - | - | - | - | - | - |
S-S | FBJ | 983.780 | - | - | Ys1 | - | GGG | - | - | - | - | - | - | - | - | - | - | Int. Only |
F-H | MGT | 60.650 | - | - | - | - | VV- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | MJC | 96.240 | 9.69 | - | Kyy | - | CCC | - | - | 51.00% | - | Snzjz | Gungs | - | 35 | - | - | - |
K | AEH | 95.100 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | - |
U2 | GUO | 67.300 | 5.21 | - | Ull | - | FFF | - | - | 40.00% | - | Wrxjc | Rdkro | - | 60 | - | - | - |
W3 | WXQ | 175.400 | 4.25 | - | Vgg | - | ZZZ | - | - | 46.00% | - | Alkzl | Tkbxi | - | 98 | - | - | - |
P | ZTJ | 80.190 | 8.43 | - | - | - | NN- | - | - | 63.30% | - | Upaym | Urfln | - | 135 | - | - | - |
D | CIY | 27.610 | 4.34 | - | - | - | Q- | - | - | 26.50% | - | Njlxt | Qyzaz | - | 200 | - | - | - |
D4 | TZJ | 496.190 | 2.89 | - | Okk | - | VVV | - | - | 12.00% | - | Kmvqd | Weips | - | 100 | - | - | - |
S-I | QOT | 52.700 | 1.27 | - | Xn2 | - | EEE | - | - | 41.00% | - | Emltt | Axzjs | - | 114 | - | - | - |
B | JKJ | 26.700 | - | - | - | - | LLL- | - | - | - | - | - | - | - | - | - | - | - |
O-EF | ZLD | 28.670 | 5.54 | - | Vmm | - | LLL | - | - | 12.00% | - | Azynn | Scubu | - | 87 | - | - | - |
H-H | OTG | 351.430 | - | - | Bf1 | - | VVV | - | - | - | - | - | - | - | - | - | - | Int. Only |
S2 | GVX | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
R | AQQ | 63.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-U | WSW | 63.550 | - | - | - | - | U- | - | - | - | - | - | - | - | - | - | - | Int. Only |
C-K | FRU | 61.400 | - | - | - | - | SSS- | - | - | - | - | - | - | - | - | - | - | Int. Only |
B1P | TSE | 3.200 | - | - | - | - | NNN- | - | - | - | - | - | - | - | - | - | - | - |
X-J | NWQ | 44.780 | - | - | - | - | X- | - | - | - | - | - | - | - | - | - | - | Int. Only |
J1Q | AFC | 61.600 | - | - | Da1 | - | DDD | - | - | - | - | - | - | - | - | - | - | - |
S1N | CMJ | 5.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N1D | TZA | 1.800 | - | - | - | - | ZZ- | - | - | - | - | - | - | - | - | - | - | - |
H | KNB | 37.870 | - | - | - | - | O- | - | - | - | - | - | - | - | - | - | - | - |
C-E | THA | 33.750 | - | - | - | - | WW- | - | - | - | - | - | - | - | - | - | - | Int. Only |
I-N | JHW | 95.100 | - | - | - | - | LL- | - | - | - | - | - | - | - | - | - | - | Int. Only |
E1Z | VWT | 1.100 | - | - | - | - | H- | - | - | - | - | - | - | - | - | - | - | - |
T-Y | YGP | 73.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ZOP | 34.890 | - | - | - | - | XX- | - | - | - | - | - | - | - | - | - | - | - |
W3 | UQH | 194.000 | 6.90 | - | Lzz | - | SSS | - | - | 23.00% | - | Wlvvp | Ihivb | - | 98 | - | - | - |
T | OTW | 68.980 | 3.85 | - | T2 | - | JJ- | - | - | 83.00% | - | Bfuom | Fqcks | - | 135 | - | - | - |
Z | AQB | 24.670 | 3.53 | - | - | - | QQQ- | - | - | 7.40% | - | Oyljo | Xlkcm | - | 485 | - | - | - |
J4 | PNS | 565.320 | 2.73 | - | Rbb | - | YYY | - | - | 95.00% | - | Iiamk | Uhkhu | - | 100 | - | - | - |
E-S | NSL | 33.410 | 7.32 | - | Cg3 | - | QQQ | - | - | 78.10% | - | Whxpj | Rflgx | - | 120 | - | - | - |
Y-UU | YBJ | 37.780 | 5.49 | - | Szz | - | LLL | - | - | 98.00% | - | Yrqvd | Kjwkt | - | 92 | - | - | - |
E | UXH | 58.800 | 9.24 | - | - | - | N- | - | - | 11.00% | - | Jjqar | Vxinv | - | 190 | - | - | - |
V2 | MFE | 39.000 | 1.48 | - | Qmm | - | XXX | - | - | 47.00% | - | Qumvr | Dwaxl | - | 70 | - | - | - |
R1 | YCG | 26.770 | 5.26 | - | Iaa | - | UUU | - | - | 54.00% | - | Kfahn | Ygema | - | 43 | - | - | - |
Q-J | XLM | 71.750 | - | - | - | - | G- | - | - | - | - | - | - | - | - | - | - | Int. Only |
T-Z | QMJ | 18.300 | - | - | - | - | MM- | - | - | - | - | - | - | - | - | - | - | Int. Only |
L-Y | RJW | 869.200 | - | - | Mt1 | - | HHH | - | - | - | - | - | - | - | - | - | - | Int. Only |
T-D | RYH | 43.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
E | ZQD | 77.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
R-A | MGX | 87.480 | - | - | - | - | JJJ- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Z | BHX | 7.590 | - | - | - | - | T- | - | - | - | - | - | - | - | - | - | - | - |
B-R | FSU | 7.440 | - | - | - | - | I- | - | - | - | - | - | - | - | - | - | - | Int. Only |