| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 610.004 | 2.76 | - | - | - | - | AAA | - | - | Fixed | Swaps | 165-175 | 175 | 1.97% | 1.980% | 99.99503 |
Tranche Comments
A: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NST | 57.331 | 3.34 | - | - | - | - | OOO | 8.20% | - | Nbkwx | Zconf | - | - | - | - | Retained |
| N | WNT | 408.842 | 4.40 | - | - | - | - | ZZZ | 87.00% | - | Xrmaz | Aqdjn | - | 115 | 3.20% | 3.230% | 67.82089 |
| J | BQM | 16.844 | 9.32 | - | - | - | - | QQ | 6.40% | - | Layjn | Qwzvy | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2019-06-25; Registration: 144S Jmgn;
F: First Pay: 2019-06-25; Registration: 144X Lvcx;
J: First Pay: 2019-06-25; Registration: 144E Vccz;
Collateral
QNOh b 67.88%. QUOh b 32.12%.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AKL | 4,824.130 | 8.26 | - | - | - | - | LLL | - | - | Ftsop | - | - | 200 | 3.05% | 3.071% | 48.10891 |
| P | QLF | 514.600 | 7.40 | - | - | - | - | ZZ | - | - | Oiowt | - | - | 275 | 4.10% | 4.136% | 53.26320 |
| L | YNX | 548.870 | 7.86 | - | - | - | - | I | - | - | Sighd | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144H Vaqb;
P: Registration: 144W Isor;
L: Registration: 144F Lidt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RKC | 756.450 | 6.31 | - | - | - | - | MM | - | - | Euphv | Xfrhc | - | 450 | 6.82% | 6.922% | - |
| N | WZJ | 7,286.440 | 3.41 | - | - | - | - | NN | - | - | Alygw | TQGH | - | 200 | 2.70% | 2.719% | - |
| B | FWC | 679.000 | 8.53 | - | - | - | - | D | - | - | Hjlvj | Qttnr | - | 260 | 4.61% | 4.659% | - |
| R | CKQ | 927.500 | 3.20 | - | - | - | - | DDD | - | - | Jlwyo | Ndden | - | 325 | 5.59% | 5.590% | - |
| Q | XTS | 55.560 | 7.88 | - | - | - | - | N | - | - | Huqbg | - | - | - | 6.82% | - | Retained |
Tranche Comments
N: Registration: 144D Oopm;
B: Registration: 144K Wixa;
R: Registration: 144K Bsvn;
C: Registration: 144Y Cecf;
Q: Registration: 144V Suuu;