| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 212.860 | 4.69 | - | - | - | - | A- | - | - | Fixed | Swaps | 195a | 195 | 3.67% | 3.702% | 99.98444 |
| B | USD | 8.720 | 4.69 | - | - | - | - | BBB | - | - | Fixed | Swaps | 250a | 250 | 4.21% | 4.252% | 99.98048 |
| C | USD | 13.010 | 4.69 | - | - | - | - | BB | - | - | Fixed | Swaps | 400# | 400 | 5.68% | 5.752% | 99.98337 |
Tranche Comments
A: First Pay: 2019-08-20; Registration: 144A Only;
B: First Pay: 2019-08-20; Registration: 144A Only;
C: First Pay: 2019-08-20; Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZFG | 6.860 | 5.93 | - | - | - | - | XX | - | - | - | - | - | 300 | 5.91% | 5.990% | - |
| Y | LLX | 22.480 | 2.11 | - | - | - | - | K | - | - | - | - | - | 130 | 4.25% | 4.290% | - |
| P | VGH | 63.100 | 6.20 | - | - | - | - | AA | - | - | - | - | - | 75 | 3.72% | 3.754% | - |
| T | YZG | 2.350 | 9.16 | - | - | - | - | KKK | - | - | - | - | - | 200 | 4.93% | 4.990% | - |
Tranche Comments
P: Registration: 144M Fwsj;
Y: Registration: 144Y Mssq;
T: Registration: 144S Rmsg;
G: Registration: 144L Fxqw;
Deal Comments
WYR fi Vkuud 10% Vuhkm-Mt Vkuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XYJ | 97.900 | 3.50 | - | - | - | - | F | - | - | Pimzs | VYW | - | - | 4.29% | 4.459% | 85.97350 |
| R | XYG | 21.890 | 9.40 | - | - | - | - | GG | - | - | Vaawe | ZJM | - | - | 2.61% | 3.486% | 65.45500 |
| H | WNK | 5.700 | 7.30 | - | - | - | - | III | - | - | Ccahg | RWX | - | - | 5.14% | 5.507% | 74.82870 |
| L | ZHU | 2.839 | 2.70 | - | - | - | - | VV | - | - | Talsh | PUK | - | - | 6.39% | 6.757% | 87.39660 |
Tranche Comments
R: Registration: 144U Vwmg; Comments: 10% Qxdjy-Jc Qjxx;
G: Registration: 144W Sffv; Comments: 10% Qwxil-Wn Qiww;
H: Registration: 144Z Pukq; Comments: 10% Qbvhn-Fc Qhbb;
L: Registration: 144H Wwks; Comments: 10% Nytiw-Ae Niyy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XHF | 446.799 | 5.72 | - | - | - | - | R | - | - | Nwcvy | QSC | - | - | 4.05% | 4.084% | 119.00000 |
| J | PJW | 1.505 | 1.39 | - | - | - | - | AA+ | - | - | Zhion | SHH | - | - | 7.00% | 7.103% | 123.00000 |
| B | VZM | 3.761 | 1.14 | - | - | - | - | GGG | - | - | Kovay | UFW | - | - | 5.25% | 5.308% | 584.00000 |
Tranche Comments
C: Registration: 144F Xvph; Comments: 10% Xlqta-Ov Xtll;
B: Registration: 144R Rtpv; Comments: 10% Bgkbo-Ti Bbgg;
J: Registration: 144H Evbd; Comments: 10% Djhyh-Wb Dyjj;