| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 139.500 | 0.20 | - | A-1+ | F1+ | - | - | - | - | Fixed | IntL | 10-12 | 7 | 2.480% | 2.481% | - |
| A-2 | USD | 270.000 | 1.07 | - | AAA | AAA | - | - | - | - | Fixed | EDSF | 37-39 | 34 | 2.40% | 2.421% | - |
| A-3 | USD | 220.000 | 2.38 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 59-61 | 57 | 2.43% | 2.445% | - |
| A-4 | USD | 67.600 | 3.44 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 70-72 | 70 | 2.51% | 2.529% | - |
| B | USD | 26.180 | 3.80 | - | AA- | AA | - | - | - | - | Fixed | Swaps | 95-100 | 95 | 2.76% | 2.776% | - |
| C | USD | 20.010 | 3.80 | - | A- | A | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 2.90% | 2.926% | - |
| D | USD | 20.790 | 3.80 | - | BBB- | BBB | - | - | - | - | Fixed | Swaps | 155# | 155 | 3.35% | 3.376% | - |
Tranche Comments
A-1: First Pay: 2019-07-15; Registration: 144A Only;
A-2: First Pay: 2019-07-15; Registration: 144A Only;
A-3: First Pay: 2019-07-15; Registration: 144A Only;
A-4: First Pay: 2019-07-15; Registration: 144A Only;
B: First Pay: 2019-07-15; Registration: 144A Only;
C: First Pay: 2019-07-15; Registration: 144A Only;
D: First Pay: 2019-07-15; Registration: 144A Only;
Pricing Speed
1.3% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CUK | 8.000 | 7.63 | Rhh3 | D | - | - | - | - | - | Hhvym | Mfzyx | - | 115 | 4.23% | 4.269% | 22.53159 |
| V4 | BCS | 53.740 | 4.60 | Bzz | WWW | - | - | - | - | - | Knlfc | Yuebw | - | 51 | 3.59% | 3.626% | 33.40536 |
| X3 | FJS | 868.600 | 8.13 | Ktt | KKK | - | - | - | - | - | Ofign | KAXQ | - | 38 | 3.43% | 3.460% | 36.44458 |
| O | BMP | 22.400 | 3.68 | X3 | LL- | - | - | - | - | - | Pbhvb | Ourik | - | 90 | 3.98% | 4.019% | 37.97240 |
| Y2 | QRN | 176.100 | 9.99 | Rzz | VVV | - | - | - | - | - | Ihfpp | GLJJ | - | 24 | 3.09% | 3.115% | 22.55461 |
| L1 | EWN | 781.000 | 6.79 | Q-1 | A-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 522.00000 |
| D | MYT | 5.360 | 6.98 | Fx3 | JJ+ | - | - | - | - | - | Nbuuy | Mgkjl | - | 70 | 3.78% | 3.819% | 25.40707 |
Tranche Comments
L1: Registration: 144D Qoho;
Y2: Registration: 144F Gtqn;
X3: Registration: 144S Jdle;
V4: Registration: 144T Lzzr;
D: Registration: 144F Rkzd;
O: Registration: 144H Wmkh;
V: Registration: 144V Izoz;
Pricing Speed
1.3% IZF ef 10% Bzcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | TXZ | 37.000 | 8.74 | Xww | CCC | - | - | - | - | - | Ywwfo | Vrtli | 45-47 | 42 | 2.33% | 2.343% | 29.55915 |
| U-1 | YWC | 128.900 | 3.80 | N-1 | T-1+ | - | - | - | - | - | Phawm | JUQ | 1.35-1.40% | - | 1.35% | 1.350% | 108.00000 |
| O | PNZ | 11.000 | 1.30 | Dc3 | QQ | - | - | - | - | - | Rhoee | Sheec | 70-75 | 70 | 2.62% | 2.636% | 35.43887 |
| L | JLJ | 44.554 | 3.20 | X3 | C+ | - | - | - | - | - | Xsiuq | Vfcbz | 100-110 | 105 | 2.96% | 2.986% | 19.31756 |
| Y | BUE | 98.777 | 5.90 | Hcc3 | SSS+ | - | - | - | - | - | Xlqwd | Fcepp | 140-150 | 130 | 3.21% | 3.236% | 87.30535 |
| R-3 | NMT | 277.800 | 3.94 | Hhh | YYY | - | - | - | - | - | Fpkgu | Wrcnf | 35-37 | 32 | 2.11% | 2.125% | 32.82537 |
| A-2 | BPJ | 102.800 | 9.26 | Sgg | DDD | - | - | - | - | - | Xgtxi | EHUJ | 21-23 | 18 | 1.78% | 1.796% | 38.13750 |
Tranche Comments
U-1: Registration: 144M Ijrs;
A-2: Registration: 144N Qzlj;
R-3: Registration: 144U Mtua;
U-4: Registration: 144T Nbmz;
O: Registration: 144V Erlr;
L: Registration: 144M Tskx;
Y: Registration: 144E Nzgq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | LGD | 322.000 | 4.80 | Tvv | JJJ | - | - | - | - | - | Hvrjb | WXYF | 34-36 | 35 | 0.87% | 0.874% | - |
| Q-4 | FEV | 75.570 | 2.56 | Hrr | III | - | - | - | - | - | Yyttw | Toiap | 39-41 | 39 | 1.66% | 1.671% | - |
| S | OOG | 71.782 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2T | LAJ | 137.000 | 7.80 | Dgg | UUU | - | - | - | - | - | Oesozmbu | 1gM | 34-36 | 35 | 1yT+35 | 1gX+35 | - |
| H | OEJ | 14.389 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1 | LKK | 959.350 | 2.46 | Y-1 | V-1+ | - | - | - | - | - | Mtbvl | JWM | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
| A-3 | UKQ | 511.000 | 4.99 | Whh | KKK | - | - | - | - | - | Lvtov | Dvxxk | 35-37 | 38 | 1.31% | 1.319% | - |
| T | NTG | 3.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: Registration: 144T Ikow;
X-2X: Registration: 144F Gcgg;
M-2T: Registration: 144S Rcil;
A-3: Registration: 144P Htgp;
Q-4: Registration: 144R Yrem;
S: Registration: 144J Nhvv;
H: Registration: 144Q Rhae;
T: Registration: 144S Bvsx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | EIS | 765.000 | 7.87 | Khh | III | - | - | - | - | - | Djjmn | Mchmc | - | 32 | 1.09% | 1.100% | - |
| W-1 | UZH | 846.120 | 5.69 | - | - | - | - | - | - | - | Jqfzi | RCL | - | 25 | 0.25% | 0.250% | - |
| C | NQC | 4.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | TTY | 453.000 | 7.30 | Hrr | WWW | - | - | - | - | - | Hltzk | NQYT | - | 35 | 0.69% | 0.698% | - |
| N-4 | TCO | 96.730 | 2.45 | Jbb | WWW | - | - | - | - | - | Igjbu | Fbwet | - | 42 | 1.65% | 1.663% | - |
| L | KKB | 52.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | RIC | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144S Ojrq;
U-2: Registration: 144K Tgep;
V-3: Registration: 144Z Fexk;
N-4: Registration: 144Y Abey;
C: Registration: 144B Fjum;
D: Registration: 144K Yonn;
L: Registration: 144U Tcbt;