| 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 |
|---|
| D | WQQ | 47.569 | 9.35 | - | - | - | - | JJ | 7.50% | - | Mrwbj | Ywvfj | - | - | - | - | Retained |
| A | PIL | 51.200 | 4.19 | - | - | - | - | RRR | 7.30% | - | Qtxma | Aulrv | - | - | - | - | Retained |
| I | TRM | 201.418 | 3.70 | - | - | - | - | RRR | 40.00% | - | Syayd | Dqzos | - | 115 | 3.20% | 3.230% | 37.46375 |
Tranche Comments
I: First Pay: 2019-06-25; Registration: 144S Mase;
A: First Pay: 2019-06-25; Registration: 144D Ccbn;
D: First Pay: 2019-06-25; Registration: 144I Qnsp;
Collateral
VGXx e 67.88%. VRXx e 32.12%.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LNH | 4,389.950 | 6.86 | - | - | - | - | WWW | - | - | Lthkx | - | - | 200 | 3.05% | 3.071% | 80.51972 |
| O | NEV | 722.700 | 5.80 | - | - | - | - | ZZ | - | - | Kbwzj | - | - | 275 | 4.10% | 4.136% | 64.68369 |
| P | PXU | 284.810 | 8.21 | - | - | - | - | V | - | - | Zlwae | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144F Mpce;
O: Registration: 144K Ereg;
P: Registration: 144F Cioq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RPK | 152.000 | 3.97 | - | - | - | - | N | - | - | Xfvea | Ebfuc | - | 260 | 4.61% | 4.659% | - |
| Q | XCO | 961.910 | 4.39 | - | - | - | - | II | - | - | Ajpjn | Cqfqw | - | 450 | 6.82% | 6.922% | - |
| I | WRG | 64.280 | 2.77 | - | - | - | - | T | - | - | Fttpg | - | - | - | 6.82% | - | Retained |
| D | AQN | 527.800 | 8.20 | - | - | - | - | RRR | - | - | Rfypu | Llbio | - | 325 | 5.59% | 5.590% | - |
| M | ZQV | 9,374.770 | 6.53 | - | - | - | - | II | - | - | Tisqa | RRLU | - | 200 | 2.70% | 2.719% | - |
Tranche Comments
M: Registration: 144R Opgx;
V: Registration: 144S Zuiz;
D: Registration: 144A Gxit;
Q: Registration: 144A Gqfh;
I: Registration: 144B Jiqp;