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 |
---|
W | ECL | 92.440 | 5.96 | - | - | - | - | - | - | - | Afvae | MNGW | - | 250 | 4.29% | 4.336% | 97.40823 |
B | VCW | 64.830 | 7.48 | - | - | - | - | - | - | - | Vxtvx | PRD | - | - | 10.51% | 10.750% | 93.27930 |
M | EVF | 19.480 | 6.50 | - | - | - | - | - | - | - | Vpobo | VGG | - | - | 6.41% | 6.500% | 42.45485 |
Tranche Comments
W: Registration: 144P Euzp;
M: Registration: 144X Pctj;
B: Registration: 144A Xxvo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | XRV | 13.723 | 1.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | XWT | 43.765 | 6.26 | - | - | - | - | - | - | - | Srgcz | MRGF | - | 350 | 4.85% | 4.604% | 50.90486 |
I | AFQ | 46.676 | 3.72 | - | - | - | - | - | - | - | Pbnnn | Dfhrx | - | 705 | 8.35% | 8.500% | 31.43243 |
Tranche Comments
M: Registration: 144N Asrq;
I: Registration: 144M Dnpa;
M: Registration: 144P Paru;