| 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 |
|---|
| C | FIL | 89.772 | 2.30 | - | - | - | - | ZZZ | 1.50% | - | Jzxgp | Wmieb | - | - | - | - | Retained |
| W | KHA | 96.901 | 3.13 | - | - | - | - | WW | 7.70% | - | Srhsr | Lkxzf | - | - | - | - | Retained |
| E | VQU | 742.720 | 7.70 | - | - | - | - | UUU | 69.00% | - | Gslaa | Igynh | - | 115 | 3.20% | 3.230% | 48.88577 |
Tranche Comments
E: First Pay: 2019-06-25; Registration: 144A Achl;
C: First Pay: 2019-06-25; Registration: 144D Dxnq;
W: First Pay: 2019-06-25; Registration: 144A Njqb;
Collateral
QSTd g 67.88%. QDTd g 32.12%.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | RMJ | 645.800 | 9.50 | - | - | - | - | TT | - | - | Qbxeb | - | - | 275 | 4.10% | 4.136% | 95.32343 |
| B | UVE | 2,719.240 | 8.97 | - | - | - | - | KKK | - | - | Dyzfq | - | - | 200 | 3.05% | 3.071% | 82.30478 |
| O | FRQ | 710.380 | 9.23 | - | - | - | - | R | - | - | Wmrpk | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144P Pszv;
I: Registration: 144X Jwwm;
O: Registration: 144V Kdmu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KOK | 238.100 | 9.30 | - | - | - | - | NNN | - | - | Issfv | Kxefv | - | 325 | 5.59% | 5.590% | - |
| Z | NGS | 508.000 | 6.65 | - | - | - | - | A | - | - | Zghcu | Nxlcp | - | 260 | 4.61% | 4.659% | - |
| K | XWY | 42.250 | 5.14 | - | - | - | - | Z | - | - | Tsonu | - | - | - | 6.82% | - | Retained |
| A | PZC | 742.810 | 9.28 | - | - | - | - | WW | - | - | Tvbal | Mwypm | - | 450 | 6.82% | 6.922% | - |
| R | EVC | 5,257.150 | 8.15 | - | - | - | - | UU | - | - | Btaup | PZZV | - | 200 | 2.70% | 2.719% | - |
Tranche Comments
R: Registration: 144I Ptlf;
Z: Registration: 144Q Jvrx;
X: Registration: 144G Rxai;
A: Registration: 144X Qbta;
K: Registration: 144W Gbfz;