| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | AQU | 226.000 | 2.24 | Ojj | - | - | - | BBB | - | - | Jtktk | MJXL | 55-57 | 50 | 2.22% | 2.239% | 93.73256 |
| C | NNE | 14.234 | 6.41 | Eg3 | - | - | - | ZZ | - | - | - | - | - | - | - | - | Retained |
| V | VWG | 39.108 | 6.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | BFN | 42.976 | 2.17 | Xo2 | - | - | - | JJ | - | - | Mnqbl | Fweci | 125y | 120 | 2.76% | 2.779% | 63.51440 |
| K | YHE | 58.390 | 6.50 | R3 | - | - | - | D | - | - | - | - | - | - | - | - | Retained |
| M2 | LKX | 172.997 | 2.23 | Ugg | - | - | - | QQQ | - | - | Uihau | Ueudw | 93-95 | 90 | 2.47% | 2.490% | 58.23464 |
| P | ZCA | 87.360 | 1.96 | M3 | - | - | - | C+ | - | - | Auimr | Zxfnz | 165g | 155 | 3.11% | 3.131% | 76.55686 |
| O | GNF | 61.638 | 9.45 | Vll2 | - | - | - | LLL | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: First Pay: 2019-11-20; Registration: 144A/Wbo M;
M2: First Pay: 2019-11-20; Registration: 144L/Rfs W;
J: First Pay: 2019-11-20; Registration: 144C/Kux E;
P: First Pay: 2019-11-20; Registration: 144D/Hyx Y;
O: First Pay: 2019-11-20; Registration: 144H/Bnq Y;
C: First Pay: 2019-11-20;
K: First Pay: 2019-11-20;
V: First Pay: 2019-11-20;
Pricing Speed
5.0% FZN vr 15% Fscc