| 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 |
|---|
| X | LYO | 94.830 | 2.50 | - | - | - | - | - | - | - | Tquej | OXH | - | - | 6.41% | 6.500% | 79.85793 |
| P | BMR | 47.300 | 9.91 | - | - | - | - | - | - | - | Rcsnt | SHC | - | - | 10.51% | 10.750% | 66.63367 |
| B | PZC | 95.270 | 6.57 | - | - | - | - | - | - | - | Ffkus | WOHK | - | 250 | 4.29% | 4.336% | 33.32320 |
Tranche Comments
B: Registration: 144A Dunc;
X: Registration: 144T Bvrg;
P: Registration: 144G Awnq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GBP | 27.499 | 2.20 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ZRM | 71.883 | 2.38 | - | - | - | - | - | - | - | Aljsg | Ptmqn | - | 705 | 8.35% | 8.500% | 73.42748 |
| P | KCL | 39.226 | 4.12 | - | - | - | - | - | - | - | Oczcd | GRAA | - | 350 | 4.85% | 4.604% | 98.18544 |
Tranche Comments
P: Registration: 144F Nuin;
N: Registration: 144G Faxf;
Z: Registration: 144W Oteq;