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 |
---|
D | TAP | 96.900 | 6.99 | - | - | - | UUU | OOO | - | - | Hrjjc | Thfgg | 220-230 | 220 | 4.77% | 4.822% | 72.38400 |
W | EZF | 19.250 | 3.60 | - | - | - | EE | BB- | - | - | Bjwiv | Gjbbu | 425-450 | 470 | 7.25% | 7.369% | 89.85500 |
D | BYB | 61.860 | 8.78 | - | - | - | Z | I | - | - | Syapy | KALY | 145-150 | 140 | 3.93% | 3.968% | 78.22862 |
J | MOR | 33.850 | 1.50 | - | - | - | TT | RR | - | - | Yrofn | INWR | 90p | 87 | 3.19% | 3.212% | 52.74659 |
Tranche Comments
J: Registration: 144P Hahe;
D: Registration: 144T Bebd;
D: Registration: 144N Cpbg;
W: Registration: 144Y Hsgj;
Deal Comments
Xjjqvbj 1.7XZH, 0 CWC ttf 15% jzbtt-qd jtzz bj bhbkjbjbf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | MPY | 41.390 | 1.90 | - | - | - | C | JJ | - | - | Lvxjw | HZGL | - | 300 | 3.55% | 3.586% | - |
Q | YWH | 49.590 | 3.15 | - | - | - | RRR | OOO | - | - | Npsat | Uqxol | - | 490 | 5.71% | 5.981% | - |
G | JXM | 1.130 | 7.18 | - | - | - | D | T+ | - | - | Vvjug | Wqlrn | - | - | 4.00% | - | Retained |
L | OOM | 94.962 | 6.23 | - | - | - | BB (L) | SS | - | - | Qrwze | Ibukr | - | 750 | 8.36% | 8.765% | - |
Tranche Comments
S: Registration: 144Z Bwhz;
Q: Registration: 144X Pjnb;
L: Registration: 144L Pkqm;
G: Registration: 144A Wxdu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LSB | 3.300 | 8.10 | - | - | - | - | - | - | - | Qamfu | OMQ | - | 775 | 7.62% | 7.750% | - |
W | IWZ | 441.000 | 7.70 | - | - | - | - | - | - | - | Osqcb | ZWAE | - | 265 | 3.10% | 3.121% | - |
M | FJN | 89.820 | 4.73 | - | - | - | - | - | - | - | Tamku | FJG | - | 550 | 5.43% | 5.500% | - |
Tranche Comments
W: Registration: 144R Pikp;
M: Registration: 144S Uonh;
M: Registration: 144X Dzsd;