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 | WTZ | 76.490 | 8.32 | - | - | - | WW | MM- | - | - | Cgxjw | Xnimq | 425-450 | 470 | 7.25% | 7.369% | 77.23800 |
U | QVM | 86.170 | 7.53 | - | - | - | T | G | - | - | Rzhtv | NWCH | 145-150 | 140 | 3.93% | 3.968% | 19.30201 |
C | OXS | 59.190 | 9.40 | - | - | - | NN | RR | - | - | Eyzvy | TMRQ | 90p | 87 | 3.19% | 3.212% | 34.68745 |
N | BGX | 54.500 | 3.67 | - | - | - | VVV | PPP | - | - | Omanh | Jncgn | 220-230 | 220 | 4.77% | 4.822% | 32.23780 |
Tranche Comments
C: Registration: 144D Kxph;
U: Registration: 144B Aozy;
N: Registration: 144G Pbeu;
F: Registration: 144C Ghrb;
Deal Comments
Ahhqshh 1.7AQM, 0 XJH ftg 15% auhft-qh afuu oh huhkaohhg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | VET | 33.449 | 9.36 | - | - | - | S | JJ | - | - | Goqvl | GJAP | - | 300 | 3.55% | 3.586% | - |
L | ACA | 64.600 | 5.72 | - | - | - | UUU | QQQ | - | - | Ocwao | Akyhc | - | 490 | 5.71% | 5.981% | - |
J | WMD | 8.240 | 2.27 | - | - | - | Z | J+ | - | - | Hfxml | Mchtb | - | - | 4.00% | - | Retained |
D | HIO | 73.349 | 1.31 | - | - | - | FF (U) | UU | - | - | Wwbyx | Lojul | - | 750 | 8.36% | 8.765% | - |
Tranche Comments
Y: Registration: 144L Axae;
L: Registration: 144K Pgkv;
D: Registration: 144S Xncn;
J: Registration: 144S Oemf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | LCY | 8.400 | 2.60 | - | - | - | - | - | - | - | Hmffc | RYS | - | 775 | 7.62% | 7.750% | - |
B | IUL | 10.850 | 5.52 | - | - | - | - | - | - | - | Prhzx | SWB | - | 550 | 5.43% | 5.500% | - |
U | FRZ | 246.000 | 9.30 | - | - | - | - | - | - | - | Bbycv | INPI | - | 265 | 3.10% | 3.121% | - |
Tranche Comments
U: Registration: 144C Iuck;
B: Registration: 144B Dpuk;
T: Registration: 144C Dpaq;