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 |
---|
P | XZX | 30.840 | 4.70 | - | - | - | - | - | - | - | Wzhje | BYT | - | - | 6.41% | 6.500% | 55.82831 |
G | LCR | 52.280 | 8.34 | - | - | - | - | - | - | - | Fgllz | TAEO | - | 250 | 4.29% | 4.336% | 11.17333 |
F | ARM | 21.800 | 4.87 | - | - | - | - | - | - | - | Xkvzb | BLP | - | - | 10.51% | 10.750% | 77.94469 |
Tranche Comments
G: Registration: 144I Kvki;
P: Registration: 144H Ypqp;
F: Registration: 144T Aorg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | KWE | 62.626 | 9.97 | - | - | - | - | - | - | - | Gnfya | UMML | - | 350 | 4.85% | 4.604% | 93.61803 |
Z | VFG | 47.457 | 3.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | WKU | 89.888 | 9.12 | - | - | - | - | - | - | - | Qcwse | Euvpx | - | 705 | 8.35% | 8.500% | 44.81335 |
Tranche Comments
D: Registration: 144J Ztwb;
Q: Registration: 144F Eepz;
Z: Registration: 144E Krhb;