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 |
---|
Z | TPS | 95.400 | 7.73 | - | - | - | UUU | XXX | - | - | Qkuan | Pwyre | 220-230 | 220 | 4.77% | 4.822% | 75.50200 |
P | NYR | 12.620 | 3.10 | - | - | - | MM | BB | - | - | Mgioa | QVJU | 90o | 87 | 3.19% | 3.212% | 66.60513 |
A | LVF | 61.460 | 3.82 | - | - | - | BB | JJ- | - | - | Uoovc | Nexnu | 425-450 | 470 | 7.25% | 7.369% | 12.26800 |
A | FQM | 69.560 | 2.90 | - | - | - | M | B | - | - | Pzazk | HVYT | 145-150 | 140 | 3.93% | 3.968% | 47.55650 |
Tranche Comments
P: Registration: 144T Bmcc;
A: Registration: 144V Gqop;
Z: Registration: 144G Idgi;
A: Registration: 144S Ozkh;
Deal Comments
Zmmktmm 1.7ZYT, 0 MXO ayj 15% ssmay-kp sass zm mvmfszmmj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | CGG | 20.734 | 3.94 | - | - | - | JJ (F) | II | - | - | Cwhfd | Cccgf | - | 750 | 8.36% | 8.765% | - |
K | TYW | 3.880 | 7.82 | - | - | - | S | T+ | - | - | Ejlve | Tikll | - | - | 4.00% | - | Retained |
O | BSM | 84.581 | 6.25 | - | - | - | I | DD | - | - | Xsono | JLIS | - | 300 | 3.55% | 3.586% | - |
E | TJP | 26.100 | 2.38 | - | - | - | CCC | TTT | - | - | Dsazu | Sqzbi | - | 490 | 5.71% | 5.981% | - |
Tranche Comments
O: Registration: 144B Xpka;
E: Registration: 144V Yhod;
Z: Registration: 144J Xzfr;
K: Registration: 144N Trzv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LEB | 9.600 | 3.10 | - | - | - | - | - | - | - | Uorrx | VJK | - | 775 | 7.62% | 7.750% | - |
C | ACS | 29.120 | 2.52 | - | - | - | - | - | - | - | Hqwkv | KAU | - | 550 | 5.43% | 5.500% | - |
Q | TFI | 546.000 | 7.50 | - | - | - | - | - | - | - | Fjxxu | UWXA | - | 265 | 3.10% | 3.121% | - |
Tranche Comments
Q: Registration: 144J Updd;
C: Registration: 144Z Aoci;
M: Registration: 144L Mjzw;