| 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 |
|---|
| P | VIY | 79.522 | 1.58 | - | - | - | - | NNN | 8.80% | - | Zoagh | Snhnv | - | - | - | - | Retained |
| L | FGP | 204.557 | 2.50 | - | - | - | - | LLL | 51.00% | - | Qticx | Xugxj | - | 115 | 3.20% | 3.230% | 10.67687 |
| L | XZD | 58.502 | 4.43 | - | - | - | - | HH | 7.90% | - | Qqalm | Cldvd | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2019-06-25; Registration: 144L Wkpz;
P: First Pay: 2019-06-25; Registration: 144D Ukdm;
L: First Pay: 2019-06-25; Registration: 144G Odsn;
Collateral
SRQr g 67.88%. SAQr g 32.12%.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JEV | 6,483.140 | 9.57 | - | - | - | - | YYY | - | - | Sqled | - | - | 200 | 3.05% | 3.071% | 98.17093 |
| O | KKR | 494.200 | 5.46 | - | - | - | - | UU | - | - | Ntpzc | - | - | 275 | 4.10% | 4.136% | 81.44791 |
| E | ZMQ | 414.320 | 8.74 | - | - | - | - | M | - | - | Mmvmw | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144P Hndn;
O: Registration: 144I Psvn;
E: Registration: 144M Hqfs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EXA | 234.400 | 5.20 | - | - | - | - | III | - | - | Hiigt | Enxrg | - | 325 | 5.59% | 5.590% | - |
| R | HRJ | 608.670 | 6.59 | - | - | - | - | AA | - | - | Apijo | Zkfiu | - | 450 | 6.82% | 6.922% | - |
| I | IUE | 392.000 | 6.87 | - | - | - | - | H | - | - | Tjygn | Lxxyj | - | 260 | 4.61% | 4.659% | - |
| P | WRK | 88.440 | 1.42 | - | - | - | - | T | - | - | Ofxyz | - | - | - | 6.82% | - | Retained |
| N | ZHL | 9,583.520 | 6.87 | - | - | - | - | PP | - | - | Louap | EVIQ | - | 200 | 2.70% | 2.719% | - |
Tranche Comments
N: Registration: 144W Jvae;
I: Registration: 144P Xsdo;
B: Registration: 144Q Xudy;
R: Registration: 144Y Hzzn;
P: Registration: 144A Vzae;