| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 550.000 | 5.00 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | 100-110 | 100 | 2.51% | 2.526% | 99.98683 |
| B | USD | 87.640 | 5.00 | Aa1 | AA | - | - | - | - | - | Fixed | Swaps | 130-140 | 130 | 2.80% | 2.826% | 99.95575 |
| C | USD | 139.010 | 5.00 | A1 | A | - | - | - | - | - | Fixed | Swaps | 160-170 | 150 | 3.00% | 3.026% | 99.96711 |
| D | USD | 142.040 | 5.00 | Baa3 | BBB | - | - | - | - | - | Fixed | Swaps | 200a | 195 | 3.45% | 3.476% | 99.99501 |
Tranche Comments
A: First Pay: 2019-12-26; Registration: 144A/Reg S;
B: First Pay: 2019-12-26; Registration: 144A/Reg S;
C: First Pay: 2019-12-26; Registration: 144A/Reg S;
D: First Pay: 2019-12-26; Registration: 144A/Reg S;