| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 73.190 | 0.57 | - | - | - | AA | AA | - | - | Fixed | EDSF | 95a | 90 | 2.900% | 2.930% | 99.99586 |
| B | USD | 19.010 | 1.60 | - | - | - | A | A | - | - | Fixed | EDSF | 150-160 | 175 | 3.43% | 3.460% | 99.99327 |
| C | USD | 25.030 | 2.34 | - | - | - | BBB | BBB | - | - | Fixed | Swaps | 210-220 | 205 | 3.63% | 3.670% | 99.98364 |
| D | USD | 16.480 | 3.03 | - | - | - | BB | BB | - | - | Fixed | Swaps | 390-400 | 375 | 5.24% | 5.300% | 99.99055 |
| E | USD | 11.090 | 3.08 | - | - | - | B | B+ | - | - | Fixed | Swaps | 640# | 640 | 7.82% | 7.950% | 99.99878 |
Tranche Comments
A: First Pay: 2019-10-15; Registration: 144A/Reg S;
B: First Pay: 2019-10-15; Registration: 144A/Reg S;
C: First Pay: 2019-10-15; Registration: 144A/Reg S;
D: First Pay: 2019-10-15; Registration: 144A/Reg S;
E: First Pay: 2019-10-15; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EOT | 15.200 | 8.45 | - | - | - | WWW | MMM | - | - | Awnkc | Fvdmj | 220-230 | 220 | 4.77% | 4.822% | 45.34080 |
| R | BGU | 67.940 | 7.66 | - | - | - | NN | JJ- | - | - | Rquuo | Rentq | 425-450 | 470 | 7.25% | 7.369% | 46.18700 |
| C | LEE | 69.360 | 6.30 | - | - | - | UU | SS | - | - | Qijsu | MKIG | 90l | 87 | 3.19% | 3.212% | 26.98902 |
| F | OTJ | 71.190 | 9.65 | - | - | - | T | Q | - | - | Kffnb | GTRZ | 145-150 | 140 | 3.93% | 3.968% | 49.10693 |
Tranche Comments
C: Registration: 144Z Ypkr;
F: Registration: 144Q Tnhd;
R: Registration: 144Z Zcer;
R: Registration: 144H Duzi;
Deal Comments
Jwwjfjw 1.7JJS, 0 LQC pnh 15% bqjpn-jz bpqq pw jnjwbpwjh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CMD | 85.351 | 3.27 | - | - | - | WW (X) | RR | - | - | Zvjqw | Qdvoj | - | 750 | 8.36% | 8.765% | - |
| Y | YOY | 86.323 | 8.37 | - | - | - | A | NN | - | - | Kkgyd | VTEA | - | 300 | 3.55% | 3.586% | - |
| A | IEJ | 96.120 | 9.89 | - | - | - | JJJ | BBB | - | - | Joxjb | Gjjmh | - | 490 | 5.71% | 5.981% | - |
| D | IBO | 6.750 | 5.19 | - | - | - | W | J+ | - | - | Zbumm | Yxwff | - | - | 4.00% | - | Retained |
Tranche Comments
Y: Registration: 144E Kmoc;
A: Registration: 144K Eurq;
L: Registration: 144J Rtbc;
D: Registration: 144V Qqxa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WMI | 63.700 | 5.94 | - | - | - | - | - | - | - | Dihge | POZ | - | 550 | 5.43% | 5.500% | - |
| Q | KZN | 6.700 | 6.10 | - | - | - | - | - | - | - | Kikot | AJZ | - | 775 | 7.62% | 7.750% | - |
| E | XHT | 963.000 | 6.50 | - | - | - | - | - | - | - | Qbjua | ZBTM | - | 265 | 3.10% | 3.121% | - |
Tranche Comments
E: Registration: 144D Jaop;
S: Registration: 144N Cfen;
Q: Registration: 144N Swsn;