| 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 |
|---|
| X-3 | ORB | 183.000 | 5.34 | - | - | AAA | OOO | - | QQQ | - | - | Wrwrn | Zmkfg | - | 85 | 4.01% | 3.903% | 906.39492 |
| S | AHF | 35.844 | 7.42 | - | - | WP | YY- | - | XX | - | - | Jmfuh | Tjdxw | - | 125 | 4.66% | 4.306% | 517.99654 |
| W-1 | LKE | 90.216 | 5.92 | - | - | OOO | BBB | - | XXX | - | - | Ujpos | Lmcfb | - | 31 | 3.28% | 3.259% | 81.25537 |
| E-U | FMX | 82.560 | 5.12 | - | - | TT | HHH | - | CCC | - | - | Jqixr | Wjkwd | - | 110 | 4.51% | 4.155% | 758.67894 |
| R-2 | LAC | 4.848 | 6.55 | - | - | OOO | QQQ | - | VVV | - | - | Hrvmu | Ffuqk | - | 50 | 3.49% | 3.489% | 37.55326 |
| Y-4 | PLX | 269.440 | 6.62 | - | - | RRR | BBB | - | UUU | - | - | Ohphf | Dljvi | - | 87 | 4.28% | 3.925% | 332.83238 |
| K | RKP | 73.691 | 2.49 | - | - | HP | VV- | - | B | - | - | Ukfec | Codon | - | 170 | - | 4.756% | 368.83520 |
| Y-PC | GWV | 48.562 | 6.98 | - | - | HHH | WWW | - | KKK | - | - | Hybjb | Gxere | - | 73 | 4.21% | 3.749% | 410.37141 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EXK | 35.340 | 7.18 | - | - | - | M- | - | - | 75.90% | - | Gifws | Frnoj | - | 165 | - | - | - |
| D | GZP | 80.400 | - | - | - | - | VV- | - | - | - | - | - | - | - | - | - | - | - |
| M3 | GFP | 416.000 | 8.87 | - | Skk | - | YYY | - | - | 32.00% | - | Aoaop | Oxnza | - | 86 | - | - | - |
| Q2 | RNH | 27.220 | 6.24 | - | Wee | - | III | - | - | 64.00% | - | Tgszu | Brgal | - | 48 | - | - | - |
| Z-ZI | ZOR | 30.900 | 8.11 | - | Nww | - | TTT | - | - | 74.00% | - | Npnkd | Dyqyy | - | 70 | - | - | - |
| O | YQC | 90.540 | 4.69 | - | - | - | OOO- | - | - | 5.70% | - | Nsqhu | Vywxi | - | 375 | - | - | - |
| N | WXV | 91.540 | 5.52 | - | - | - | JJ- | - | - | 95.70% | - | Ebqnn | Qxoqq | - | 140 | - | - | - |
| P1 | QHI | 17.600 | 9.27 | - | Fww | - | XXX | - | - | 39.00% | - | Clgts | Mzmhs | - | 31 | - | - | - |
| R4 | OXT | 713.720 | 4.76 | - | Kii | - | NNN | - | - | 67.00% | - | Tznmu | Ulqvr | - | 88 | - | - | - |
| N-J | TTH | 265.500 | 3.55 | - | Ub3 | - | PPP | - | - | 84.90% | - | Uuptb | Gkmbc | - | 113 | - | - | - |
| W-L | ABG | 72.800 | - | - | - | - | R- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| D-K | VKN | 24.760 | - | - | - | - | FF- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| M-E | ZRW | 965.590 | - | - | Br1 | - | UUU | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C-O | FUU | 87.310 | - | - | - | - | KKK- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W | FLD | 44.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V-U | ZYJ | 42.490 | - | - | - | - | TT- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X | TGY | 8.870 | - | - | - | - | X- | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | YJG | 47.510 | 5.20 | - | Grr | OOO | VVV | - | - | 90.00% | - | Ytkeo | Elywa | - | 45 | - | - | - |
| I-PW | TPJ | 16.700 | 2.11 | - | Hdd | WWW | NNN | - | - | 22.00% | - | Gzmcq | Zrzjq | - | 75 | - | - | - |
| P | OMO | 81.990 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | - | - | - |
| R | BVB | 99.210 | 8.70 | - | - | XX- | WW- | - | - | 61.20% | - | Wuauf | Czalt | - | 135 | - | - | - |
| U3 | JEK | 834.000 | 7.82 | - | Haa | MMM | GGG | - | - | 18.00% | - | Lixqf | Nqcov | - | 90 | - | - | - |
| W-L | CVW | 48.520 | 1.70 | - | Yz2 | DD+ | RRR | - | - | 93.50% | - | Rkucc | Przvu | - | 115 | - | - | - |
| W1 | XCC | 61.230 | 9.00 | - | Sjj | AAA | HHH | - | - | 62.00% | - | Aznai | Vrnjc | - | 28 | - | - | - |
| X4 | YAR | 495.570 | 4.13 | - | Xcc | EEE | LLL | - | - | 70.00% | - | Ylbaq | Mqypb | - | 92 | - | - | - |
| X | TOS | 88.270 | 8.10 | - | - | J- | O- | - | - | 95.50% | - | Qjplg | Yvwbg | - | 175 | - | - | - |
| T | CTV | 35.860 | 4.10 | - | - | - | III- | - | - | 8.40% | - | Bjcan | Khckz | - | 340 | - | - | - |
| E-V | ZVH | 608.580 | - | - | Dp1 | KK+ | ZZZ | - | - | - | - | - | - | - | - | - | - | Int. Only |
| S-D | XYX | 8.450 | - | - | - | - | V- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E-S | EWP | 54.470 | - | - | - | A- | S- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| M-X | ABS | 47.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W | RJQ | 43.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P-C | VTK | 70.660 | - | - | - | - | DD- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E | IJJ | 9.940 | - | - | - | - | Y- | - | - | - | - | - | - | - | - | - | - | - |
| K-J | LZT | 43.990 | - | - | - | - | VVV- | - | - | - | - | - | - | - | - | - | - | Int. Only |
Tranche Comments
W1: Registration: Rmxxaumvmc;
M2: Registration: Goyvxgoxoy;
U3: Registration: Qbvxbqbobo;
X4: Registration: Qhhrzmhphr;
W-L: Registration: Lkhqsukkka;
I-PW: Registration: Jukyubufuv;
R: Registration: Tpvyompepr;
X: Registration: Sujvneuoui;
T: Registration: 144N/Nmk S;
P: Registration: 144K/Vlh S;
E: Registration: 144H/Ysk P;
W: Registration: 144W/Pao B;
E-V: Registration: 144N/Dwo Y;
E-S: Registration: 144L/Ksc W;
K-J: Registration: 144N/Htz W;
P-C: Registration: 144M/Ayd X;
S-D: Registration: 144Q/Wbw P;
M-X: Registration: 144P/Jrv E;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VIN | 25.540 | - | - | - | - | PPP- | - | - | - | - | - | - | - | 380 | - | - | - |
| U | VVN | 58.960 | 2.83 | - | - | - | Z- | - | - | 20.70% | - | Bnxou | Obwjn | - | 190 | - | - | - |
| N | VIF | 59.800 | - | - | - | - | DD- | - | - | - | - | - | - | - | - | - | - | - |
| X1 | RAW | 98.920 | 7.64 | - | Ett | - | III | - | - | 35.00% | - | Marag | Blzfi | - | 32 | - | - | - |
| V-VI | YVO | 99.140 | 7.11 | - | Bww | - | LLL | - | - | 88.00% | - | Mpciz | Vmqzh | - | 77 | - | - | - |
| B | IIK | 80.350 | 8.20 | - | - | - | LL- | - | - | 69.20% | - | Qiauc | Lgiqx | - | 125 | - | - | - |
| U2 | MGA | 38.390 | 3.22 | - | Jqq | - | CCC | - | - | 69.00% | - | Htfjv | Pzmvm | - | 50 | - | - | - |
| Y3 | BZZ | 330.000 | 1.18 | - | Zpp | - | JJJ | - | - | 47.00% | - | Haobs | Afozs | - | 88 | - | - | - |
| Q-M | WHB | 52.960 | 5.78 | - | Hb2 | - | YYY | - | - | 24.00% | - | Smrpj | Eqore | - | 110 | - | - | - |
| K4 | TON | 226.210 | 2.48 | - | Fuu | - | PPP | - | - | 87.00% | - | Kzunx | Ntxtb | - | 90 | - | - | - |
| V-Q | GPM | 75.560 | - | - | - | - | VV- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| E | OWD | 53.810 | - | - | - | - | V- | - | - | - | - | - | - | - | - | - | - | - |
| D-G | RZF | 81.980 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| M | HAU | 65.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-X | QUJ | 68.760 | - | - | - | - | EEE- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| H-V | KCH | 150.720 | - | - | Hq1 | - | VVV | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C4 | OXN | 905.380 | 6.39 | - | Njj | - | YYY | - | - | 73.00% | - | Uhioe | Tudjz | - | 100 | - | - | - |
| A-W | CWS | 86.600 | 7.92 | - | Fd2 | - | ZZZ | - | - | 49.00% | - | Yuqsv | Cwtrn | - | 114 | - | - | - |
| V | FCV | 66.800 | - | - | - | - | UUU- | - | - | - | - | - | - | - | - | - | - | - |
| R1 | KBN | 24.650 | 1.32 | - | Nvv | - | FFF | - | - | 83.00% | - | Hqxvu | Dmzvl | - | 35 | - | - | - |
| O | ACS | 34.350 | 8.18 | - | - | - | Z- | - | - | 56.60% | - | Uiuwa | Afhwe | - | 200 | - | - | - |
| S2 | OHW | 63.500 | 6.93 | - | Tgg | - | NNN | - | - | 60.00% | - | Jhagb | Rxyrw | - | 60 | - | - | - |
| Q3 | OMG | 686.100 | 7.86 | - | Cpp | - | UUU | - | - | 90.00% | - | Chfte | Frvfn | - | 98 | - | - | - |
| M | FML | 44.100 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | - |
| N-AL | NKZ | 57.550 | 8.60 | - | Ggg | - | VVV | - | - | 55.00% | - | Hspao | Igjue | - | 87 | - | - | - |
| T | BFG | 95.110 | 8.91 | - | - | - | JJ- | - | - | 42.60% | - | Twjqt | Ogeky | - | 135 | - | - | - |
| A | ZLQ | 23.860 | - | - | - | - | E- | - | - | - | - | - | - | - | - | - | - | - |
| S-Y | PTD | 48.290 | - | - | - | - | CC- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| K1Q | GSY | 5.100 | - | - | - | - | SS- | - | - | - | - | - | - | - | - | - | - | - |
| Q1K | IXO | 9.200 | - | - | - | - | J- | - | - | - | - | - | - | - | - | - | - | - |
| L-C | QOZ | 76.840 | - | - | - | - | T- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X | RIP | 35.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q1Y | WMO | 5.200 | - | - | - | - | QQQ- | - | - | - | - | - | - | - | - | - | - | - |
| E2 | ASF | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A-K | OGH | 94.100 | - | - | - | - | II- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| P-P | IRO | 81.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| W-L | HMU | 76.790 | - | - | - | - | F- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Z-M | HKW | 45.300 | - | - | - | - | RRR- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| B1N | TTM | 38.800 | - | - | Jf1 | - | QQQ | - | - | - | - | - | - | - | - | - | - | - |
| F1Y | ZAZ | 5.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E-C | RVQ | 855.150 | - | - | By1 | - | NNN | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | QEH | 295.920 | 9.81 | - | Pee | - | XXX | - | - | 31.00% | - | Nazjf | Vbfmz | - | 100 | - | - | - |
| U-ZA | QVD | 41.740 | 5.96 | - | Stt | - | FFF | - | - | 14.00% | - | Bzvfm | Khwim | - | 92 | - | - | - |
| H | GZS | 52.340 | 9.37 | - | - | - | H- | - | - | 34.00% | - | Fmbpg | Nmwxb | - | 190 | - | - | - |
| L | ACA | 38.640 | 8.21 | - | - | - | ZZZ- | - | - | 2.90% | - | Ztjjy | Pkxbp | - | 485 | - | - | - |
| A | FQZ | 96.140 | - | - | - | - | JJ- | - | - | - | - | - | - | - | - | - | - | - |
| F1 | OKP | 98.500 | 6.16 | - | Occ | - | RRR | - | - | 16.00% | - | Yahrk | Kodzi | - | 43 | - | - | - |
| C2 | EGM | 26.000 | 8.77 | - | Gbb | - | RRR | - | - | 43.00% | - | Ewjjb | Bwqkj | - | 70 | - | - | - |
| K3 | YXW | 496.000 | 8.69 | - | Gee | - | MMM | - | - | 61.00% | - | Qtqlv | Vbecu | - | 98 | - | - | - |
| K | FCB | 47.740 | 1.67 | - | T2 | - | UU- | - | - | 80.00% | - | Faflm | Sfmnh | - | 135 | - | - | - |
| H-K | WNV | 36.540 | 5.95 | - | Af3 | - | BBB | - | - | 53.60% | - | Uyxlm | Iofku | - | 120 | - | - | - |
| S-Y | FTL | 618.400 | - | - | Ot1 | - | KKK | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L | MSO | 7.630 | - | - | - | - | X- | - | - | - | - | - | - | - | - | - | - | - |
| P-H | GGX | 59.500 | - | - | - | - | J- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| I | CSE | 50.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-F | EGR | 8.540 | - | - | - | - | R- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| N-D | RSA | 28.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| L-D | CUF | 33.640 | - | - | - | - | BBB- | - | - | - | - | - | - | - | - | - | - | Int. Only |
| H-K | AYS | 18.490 | - | - | - | - | EE- | - | - | - | - | - | - | - | - | - | - | Int. Only |