| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| RFN | GBP | 10.400 | 4.90 | - | - | AAA | - | AAA | AAA | - | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| A1 | GBP | 112.300 | 4.90 | - | - | AAA | - | AAA | AAA | - | - | Floating | 3mL | 120-125 | 120 | 3mL+120 | - | - |
| A2 | GBP | 14.500 | 4.90 | - | - | AA+ | - | AAA | AAA | - | - | Floating | 3mL | 150-155 | 155 | 3mL+155 | - | - |
| B | GBP | 14.500 | 4.90 | - | - | AA- | - | AA (L) | AA | - | - | Floating | 3mL | 185 | 185 | 3mL+185 | - | - |
| C | GBP | 23.500 | 4.90 | - | - | A | - | A (L) | A | - | - | Floating | 3mL | 205-215 | 210 | 3mL+210 | - | - |
| D | GBP | 35.300 | 4.90 | - | - | BBB- | - | BBB (L) | BBB | - | - | Floating | 3mL | 240-255 | 240 | 3mL+240 | - | - |
| E | GBP | 24.500 | 4.90 | - | - | BB- | - | BB (L) | BB | - | - | Floating | 3mL | 315-330 | 315 | 3mL+315 | - | - |
| X | GBP | 0.100 | - | - | - | NR | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
RFN: First Pay: 2019-08-19; Registration: 144A/Reg S;
A1: First Pay: 2019-08-19; Registration: 144A/Reg S;
A2: First Pay: 2019-08-19; Registration: 144A/Reg S;
B: First Pay: 2019-08-19; Registration: 144A/Reg S;
C: First Pay: 2019-08-19; Registration: 144A/Reg S;
D: First Pay: 2019-08-19; Registration: 144A/Reg S;
E: First Pay: 2019-08-19; Registration: 144A/Reg S;
X: First Pay: 2019-08-19; Registration: 144A/Reg S;
Originator(s)
Morgan Stanley Bank NA
Risk Retention
EU - Yes; US - Yes