| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 251.088 | 5.27 | - | - | AAA | AAA | AAA | - | - | Fixed | Swaps | 110-115 | 105 | 2.71% | 2.699% | 99.99742 |
| B | USD | 34.324 | 9.78 | - | - | NR | AA (L) | AA- | - | - | Fixed | Swaps | 145-150 | 140 | 3.16% | 3.170% | 99.99249 |
| C | USD | 25.862 | 9.84 | - | - | NR | A (L) | A- | - | - | Fixed | Swaps | 160-170 | 150 | 3.27% | 3.272% | 99.99993 |
| D | USD | 20.689 | 9.85 | - | - | NR | BBB (H) | BBB | - | - | Fixed | Swaps | 210-220 | 200 | 3.76% | 3.772% | 99.99616 |
| E | USD | 10.020 | 9.92 | - | - | NR | BBB | BB+ | - | - | Fixed | Swaps | 310-320 | 300 | 4.74% | 4.774% | 100.42215 |
| F | USD | 10.668 | 9.92 | - | - | NR | BB (H) | BB- | - | - | - | - | - | - | - | - | Retained |
| G | USD | 6.113 | 9.92 | - | - | NR | B (H) | B- | - | - | - | - | - | - | - | - | Retained |
| H | USD | 17.398 | 9.92 | - | - | NR | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2019-12-15; Registration: 144A/Reg S;
B: First Pay: 2019-12-15; Registration: 144A/Reg S;
C: First Pay: 2019-12-15; Registration: 144A/Reg S;
D: First Pay: 2019-12-15; Registration: 144A/Reg S;
E: First Pay: 2019-12-15; Registration: 144A/Reg S;
F: First Pay: 2019-12-15; Registration: 144A/Reg S;
G: First Pay: 2019-12-15; Registration: 144A/Reg S;
H: First Pay: 2019-12-15; Registration: 144A/Reg S;
Deal Comments
WAL at 0 CPP to call/to maturity. 10% clean-up call.
AllReportsSurveillanceOther