| 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 |
|---|
| H2 | QGJ | 104.400 | 3.51 | Yhh | VVV | - | - | - | - | - | Vnrgi | MAIQ | - | 24 | 3.09% | 3.115% | 76.68435 |
| W4 | UYP | 71.850 | 9.84 | Hyy | JJJ | - | - | - | - | - | Pjpug | Wzylc | - | 51 | 3.59% | 3.626% | 99.27151 |
| L3 | WSI | 693.600 | 5.83 | Azz | NNN | - | - | - | - | - | Lqyef | ELRK | - | 38 | 3.43% | 3.460% | 49.47242 |
| E | GPL | 92.300 | 2.25 | P3 | QQ- | - | - | - | - | - | Zgavi | Ywdkt | - | 90 | 3.98% | 4.019% | 73.27734 |
| F | LKG | 5.120 | 6.80 | Qw3 | MM+ | - | - | - | - | - | Yvbqd | Ywdrv | - | 70 | 3.78% | 3.819% | 75.47525 |
| R | BIO | 8.000 | 1.81 | Rdd3 | I | - | - | - | - | - | Kqqbd | Svajc | - | 115 | 4.23% | 4.269% | 46.92467 |
| O1 | ZVO | 535.000 | 2.35 | O-1 | C-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 959.00000 |
Tranche Comments
O1: Registration: 144T Jjjb;
H2: Registration: 144U Modw;
L3: Registration: 144F Qnbd;
W4: Registration: 144P Pivh;
F: Registration: 144G Kdhd;
E: Registration: 144Q Pwrk;
R: Registration: 144W Ttzb;
Pricing Speed
1.3% AUL nd 10% Gxii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | EYN | 428.700 | 9.72 | Dvv | MMM | - | - | - | - | - | Bppzg | AMQE | 21-23 | 18 | 1.78% | 1.796% | 42.61583 |
| R | LPP | 16.314 | 9.20 | Zqq3 | GGG+ | - | - | - | - | - | Wqvgw | Ouvdq | 140-150 | 130 | 3.21% | 3.236% | 73.15572 |
| U-3 | YPM | 970.900 | 2.58 | Drr | WWW | - | - | - | - | - | Jzcok | Ozwdo | 35-37 | 32 | 2.11% | 2.125% | 96.52940 |
| B | RES | 80.000 | 7.80 | Gj3 | YY | - | - | - | - | - | Iswpl | Xzyhb | 70-75 | 70 | 2.62% | 2.636% | 93.50287 |
| G | XHF | 80.829 | 4.80 | R3 | C+ | - | - | - | - | - | Okpxe | Xithh | 100-110 | 105 | 2.96% | 2.986% | 25.95547 |
| R-4 | TNS | 25.000 | 3.56 | Bgg | OOO | - | - | - | - | - | Cmrzg | Ulajh | 45-47 | 42 | 2.33% | 2.343% | 76.59427 |
| G-1 | KOL | 340.400 | 3.22 | Y-1 | Z-1+ | - | - | - | - | - | Ayltc | PBN | 1.35-1.40% | - | 1.35% | 1.350% | 737.00000 |
Tranche Comments
G-1: Registration: 144Y Dsil;
U-2: Registration: 144V Frlm;
U-3: Registration: 144Z Bkxr;
R-4: Registration: 144B Qgoq;
B: Registration: 144L Wwwt;
G: Registration: 144B Kfqj;
R: Registration: 144R Gvbj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LAS | 95.776 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | NNG | 5.204 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-3 | FGS | 101.000 | 2.72 | Pee | WWW | - | - | - | - | - | Xvmsq | Dqfan | 35-37 | 38 | 1.31% | 1.319% | - |
| H-4 | XOY | 10.130 | 3.72 | Xvv | TTT | - | - | - | - | - | Xbyip | Tmbcx | 39-41 | 39 | 1.66% | 1.671% | - |
| Q-1 | LJI | 853.930 | 7.82 | Q-1 | X-1+ | - | - | - | - | - | Bnxyg | BSJ | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
| T-2T | ZHQ | 861.000 | 4.40 | Hjj | KKK | - | - | - | - | - | Byanf | NCLU | 34-36 | 35 | 0.87% | 0.874% | - |
| O-2A | ZGP | 852.000 | 5.30 | Gff | YYY | - | - | - | - | - | Xlomwezi | 1hJ | 34-36 | 35 | 1tH+35 | 1rT+35 | - |
| Q | TMM | 37.648 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: Registration: 144A Wwic;
T-2T: Registration: 144M Jhxv;
O-2A: Registration: 144I Pfld;
V-3: Registration: 144N Ojrp;
H-4: Registration: 144B Caaf;
P: Registration: 144S Bobu;
Q: Registration: 144P Asbe;
U: Registration: 144R Svfb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | PVK | 407.000 | 6.90 | Icc | UUU | - | - | - | - | - | Rnjqh | QGPL | - | 35 | 0.69% | 0.698% | - |
| I | AQZ | 86.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | BLN | 82.440 | 5.71 | Gff | DDD | - | - | - | - | - | Eaamb | Xkzvj | - | 42 | 1.65% | 1.663% | - |
| N | FUM | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | WJQ | 778.000 | 8.83 | Inn | HHH | - | - | - | - | - | Acpwe | Hrimy | - | 32 | 1.09% | 1.100% | - |
| B-1 | JZK | 684.590 | 2.60 | - | - | - | - | - | - | - | Qktht | MMU | - | 25 | 0.25% | 0.250% | - |
| E | GHK | 2.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: Registration: 144Z Xklm;
R-2: Registration: 144J Vjlc;
H-3: Registration: 144P Zdvp;
T-4: Registration: 144W Edwf;
E: Registration: 144C Kiez;
N: Registration: 144T Rmih;
I: Registration: 144Z Gjcr;