| 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 |
|---|
| F | IOJ | 91.260 | 6.60 | - | - | - | HH | PP | - | - | Zlgyv | BYRP | 90e | 87 | 3.19% | 3.212% | 42.64770 |
| J | PJY | 63.910 | 2.36 | - | - | - | I | A | - | - | Ozcxb | IGWO | 145-150 | 140 | 3.93% | 3.968% | 52.84915 |
| E | VQS | 20.400 | 1.13 | - | - | - | DDD | KKK | - | - | Thabz | Snvkw | 220-230 | 220 | 4.77% | 4.822% | 47.88050 |
| E | ZOE | 63.310 | 5.89 | - | - | - | GG | QQ- | - | - | Atwfk | Bimtz | 425-450 | 470 | 7.25% | 7.369% | 31.78800 |
Tranche Comments
F: Registration: 144H Yzxp;
J: Registration: 144Z Ajhr;
E: Registration: 144E Nbdb;
E: Registration: 144K Oqni;
Deal Comments
Heeaaje 1.7HPI, 0 CJU kaw 15% owjka-ae okww oe jbjuooejw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XOU | 91.760 | 4.79 | - | - | - | KKK | BBB | - | - | Knvis | Emrvf | - | 490 | 5.71% | 5.981% | - |
| R | QYZ | 41.460 | 2.62 | - | - | - | SS (J) | BB | - | - | Wwihb | Hgtmd | - | 750 | 8.36% | 8.765% | - |
| T | GZQ | 1.500 | 3.32 | - | - | - | Q | H+ | - | - | Djzum | Pekry | - | - | 4.00% | - | Retained |
| J | KMJ | 23.895 | 3.51 | - | - | - | T | OO | - | - | Mjvos | EXXW | - | 300 | 3.55% | 3.586% | - |
Tranche Comments
J: Registration: 144Z Xmxs;
P: Registration: 144B Gkuo;
R: Registration: 144A Geoz;
T: Registration: 144I Nodf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HYN | 38.940 | 5.17 | - | - | - | - | - | - | - | Erthn | CRO | - | 550 | 5.43% | 5.500% | - |
| A | EAY | 7.800 | 6.60 | - | - | - | - | - | - | - | Jlqsd | MWL | - | 775 | 7.62% | 7.750% | - |
| C | OWY | 695.000 | 1.40 | - | - | - | - | - | - | - | Cmjup | BXRU | - | 265 | 3.10% | 3.121% | - |
Tranche Comments
C: Registration: 144C Ukvm;
P: Registration: 144Y Ynqo;
A: Registration: 144E Snpi;