Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 154.824 | 5.86 | - | - | AAA | - | AAA | 36.13% | - | Fixed | Swaps | 105-110 | 100 | 2.84% | 2.831% | 99.99941 |
B | USD | 27.269 | 9.82 | - | - | NR | - | AA- | 24.88% | - | Fixed | Swaps | 150-155 | 145 | 3.42% | 3.433% | 99.99436 |
C | USD | 17.876 | 9.91 | - | - | NR | - | A- | 17.50% | - | Fixed | Swaps | 180-190 | 170 | 3.68% | 3.686% | 99.99812 |
D | USD | 14.240 | 9.91 | - | - | NR | - | BBB | 11.63% | - | Fixed | Swaps | 250-265 | 225 | 4.22% | 4.236% | 99.99705 |
E | USD | 6.969 | 9.91 | - | - | NR | - | BB+ | 8.75% | - | Fixed | Swaps | 375-390 | 340 | 5.39% | 5.386% | 98.78655 |
F | USD | 6.362 | 9.91 | - | - | NR | - | BB- | - | - | - | - | - | - | - | - | Retained |
G | USD | 4.242 | 9.91 | - | - | NR | - | B- | - | - | - | - | - | - | - | - | Retained |
H | USD | 10.604 | 9.91 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2019-08-15; Registration: 144A Only;
B: First Pay: 2019-08-15; Registration: 144A Only;
C: First Pay: 2019-08-15; Registration: 144A Only;
D: First Pay: 2019-08-15; Registration: 144A Only;
E: First Pay: 2019-08-15; Registration: 144A Only;
F: First Pay: 2019-08-15; Registration: 144A Only;
G: First Pay: 2019-08-15; Registration: 144A Only;
H: First Pay: 2019-08-15; Registration: 144A Only;
AllReportsSurveillanceOther