| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 77.910 | 2.71 | - | - | - | - | A | - | - | Fixed | Swaps | - | 240 | 3.83% | 3.861% | 99.99934 |
| B | USD | 22.170 | 3.84 | - | - | - | - | BBB | - | - | Fixed | Swaps | - | 361 | 4.95% | 5.010% | 99.97059 |
| C | USD | 27.540 | 4.35 | - | - | - | - | BB- | - | - | Fixed | Swaps | - | 486 | 6.16% | 6.246% | 99.97656 |
Tranche Comments
A: First Pay: 2019-09-16; Registration: 144A Only;
B: First Pay: 2019-09-16; Registration: 144A Only;
C: First Pay: 2019-09-16; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | JFO | 30.830 | 5.10 | - | - | - | - | - | - | - | Sllmq | QLZ | - | - | 10.51% | 10.750% | 77.41403 |
| C | JCZ | 64.360 | 6.94 | - | - | - | - | - | - | - | Pqtaq | CWWE | - | 250 | 4.29% | 4.336% | 57.86275 |
| X | QME | 94.190 | 5.90 | - | - | - | - | - | - | - | Moskd | YAW | - | - | 6.41% | 6.500% | 78.28914 |
Tranche Comments
C: Registration: 144N Izsy;
X: Registration: 144D Shkr;
C: Registration: 144G Bmpf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QRK | 40.412 | 4.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | GRM | 56.514 | 8.38 | - | - | - | - | - | - | - | Czhlj | BDUW | - | 350 | 4.85% | 4.604% | 79.67093 |
| O | NBZ | 31.571 | 4.71 | - | - | - | - | - | - | - | Xjnbw | Rkknr | - | 705 | 8.35% | 8.500% | 73.40260 |
Tranche Comments
T: Registration: 144G Ukqx;
O: Registration: 144R Wgzk;
K: Registration: 144L Rgbu;