| 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 |
|---|
| C1 | WYF | 794.000 | 1.82 | D-1 | G-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 372.00000 |
| Q3 | JSO | 688.500 | 5.32 | Epp | CCC | - | - | - | - | - | Oivhv | VUBP | - | 38 | 3.43% | 3.460% | 98.15303 |
| O | HUJ | 1.430 | 3.40 | Nt3 | JJ+ | - | - | - | - | - | Flrxp | Bmbvf | - | 70 | 3.78% | 3.819% | 63.12048 |
| G | HTH | 7.000 | 4.89 | Wdd3 | A | - | - | - | - | - | Ofspk | Ybgko | - | 115 | 4.23% | 4.269% | 85.84194 |
| X | BLL | 78.900 | 2.44 | Z3 | FF- | - | - | - | - | - | Yzoav | Uholu | - | 90 | 3.98% | 4.019% | 86.42864 |
| Z2 | JFJ | 450.300 | 3.18 | Izz | RRR | - | - | - | - | - | Oyfko | HHHV | - | 24 | 3.09% | 3.115% | 64.70753 |
| N4 | FUH | 31.820 | 3.74 | Uaa | QQQ | - | - | - | - | - | Awkvj | Xeeku | - | 51 | 3.59% | 3.626% | 54.31478 |
Tranche Comments
C1: Registration: 144A Sufn;
Z2: Registration: 144E Winj;
Q3: Registration: 144M Ixqd;
N4: Registration: 144C Tsop;
O: Registration: 144K Xbxy;
X: Registration: 144C Cgwy;
G: Registration: 144M Pvzx;
Pricing Speed
1.3% XQU gk 10% Ictt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YPS | 82.763 | 7.10 | G3 | M+ | - | - | - | - | - | Wlbiw | Oemkm | 100-110 | 105 | 2.96% | 2.986% | 88.11172 |
| T | AOA | 56.463 | 8.40 | Xqq3 | VVV+ | - | - | - | - | - | Elgvg | Plnma | 140-150 | 130 | 3.21% | 3.236% | 50.81592 |
| P | HHB | 80.000 | 2.70 | Rb3 | WW | - | - | - | - | - | Yacjj | Vlgji | 70-75 | 70 | 2.62% | 2.636% | 75.71054 |
| W-1 | VVA | 319.600 | 7.64 | Z-1 | H-1+ | - | - | - | - | - | Itvsu | TUM | 1.35-1.40% | - | 1.35% | 1.350% | 350.00000 |
| T-2 | BTL | 740.700 | 6.72 | Uff | UUU | - | - | - | - | - | Isnkf | KTIP | 21-23 | 18 | 1.78% | 1.796% | 69.28628 |
| O-3 | CLA | 602.100 | 1.44 | Fbb | III | - | - | - | - | - | Iuobs | Fhnxm | 35-37 | 32 | 2.11% | 2.125% | 85.14876 |
| U-4 | XQD | 79.000 | 5.79 | Pxx | NNN | - | - | - | - | - | Lgzlv | Vxzxe | 45-47 | 42 | 2.33% | 2.343% | 29.16771 |
Tranche Comments
W-1: Registration: 144V Ibjz;
T-2: Registration: 144T Dksk;
O-3: Registration: 144I Sqpc;
U-4: Registration: 144A Indz;
P: Registration: 144Y Qvak;
S: Registration: 144Q Vfzc;
T: Registration: 144D Ivfq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | MYZ | 131.280 | 7.47 | Q-1 | S-1+ | - | - | - | - | - | Fkvum | QON | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
| H-2N | BXQ | 910.000 | 9.80 | Ebb | RRR | - | - | - | - | - | Sxhlymuj | 1uJ | 34-36 | 35 | 1dI+35 | 1vB+35 | - |
| V-2V | LIM | 115.000 | 6.80 | Tff | SSS | - | - | - | - | - | Jlgsj | PYQB | 34-36 | 35 | 0.87% | 0.874% | - |
| N | ANA | 98.532 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | AGG | 5.581 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-3 | YPC | 472.000 | 2.44 | Fee | OOO | - | - | - | - | - | Xmxjo | Uzett | 35-37 | 38 | 1.31% | 1.319% | - |
| P | BVT | 42.229 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-4 | BKA | 50.510 | 9.92 | Uzz | CCC | - | - | - | - | - | Hmzjr | Ajtit | 39-41 | 39 | 1.66% | 1.671% | - |
Tranche Comments
O-1: Registration: 144H Ssmc;
V-2V: Registration: 144K Wqwc;
H-2N: Registration: 144N Fovu;
O-3: Registration: 144W Bpoy;
T-4: Registration: 144H Ifkn;
P: Registration: 144E Zoew;
N: Registration: 144R Rfjk;
A: Registration: 144U Fctv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WLS | 32.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | JYH | 544.000 | 5.10 | Xkk | EEE | - | - | - | - | - | Mngho | EJGP | - | 35 | 0.69% | 0.698% | - |
| F | OUM | 6.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | IMD | 259.000 | 5.59 | Ajj | RRR | - | - | - | - | - | Ynfcc | Aqyah | - | 32 | 1.09% | 1.100% | - |
| L-4 | OLK | 26.260 | 1.20 | Puu | YYY | - | - | - | - | - | Eohyu | Tidyi | - | 42 | 1.65% | 1.663% | - |
| N-1 | FED | 134.500 | 1.58 | - | - | - | - | - | - | - | Gcvib | XEM | - | 25 | 0.25% | 0.250% | - |
| J | LYC | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: Registration: 144E Ziwm;
F-2: Registration: 144X Hppr;
U-3: Registration: 144B Lqaa;
L-4: Registration: 144M Yuxo;
F: Registration: 144L Rddn;
J: Registration: 144J Fdlb;
U: Registration: 144P Qcoo;