| 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 |
|---|
| U | LGI | 7.000 | 9.86 | Kzz3 | G | - | - | - | - | - | Xycgw | Jhgfe | - | 115 | 4.23% | 4.269% | 96.98634 |
| C3 | WWC | 338.500 | 6.33 | Qcc | SSS | - | - | - | - | - | Azlkt | GVWS | - | 38 | 3.43% | 3.460% | 46.44668 |
| Z | LNP | 74.100 | 7.55 | S3 | QQ- | - | - | - | - | - | Akric | Obyeh | - | 90 | 3.98% | 4.019% | 40.64065 |
| Q1 | IIB | 556.000 | 2.65 | V-1 | C-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 812.00000 |
| G2 | GBX | 213.800 | 6.85 | Dee | CCC | - | - | - | - | - | Tjoey | CBNT | - | 24 | 3.09% | 3.115% | 27.12251 |
| R | XJY | 9.830 | 5.84 | Ky3 | ZZ+ | - | - | - | - | - | Fyglb | Biznb | - | 70 | 3.78% | 3.819% | 65.86511 |
| V4 | WXF | 87.320 | 9.12 | Zrr | MMM | - | - | - | - | - | Qjgjp | Kixhz | - | 51 | 3.59% | 3.626% | 30.51730 |
Tranche Comments
Q1: Registration: 144N Mbwr;
G2: Registration: 144A Xtxq;
C3: Registration: 144D Qcvc;
V4: Registration: 144F Tmsc;
R: Registration: 144V Kilt;
Z: Registration: 144D Vggr;
U: Registration: 144V Opno;
Pricing Speed
1.3% XLA zt 10% Wrmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-4 | GED | 58.000 | 1.94 | Ohh | III | - | - | - | - | - | Buhwb | Sozad | 45-47 | 42 | 2.33% | 2.343% | 92.33976 |
| P | MNR | 92.871 | 5.50 | Spp3 | LLL+ | - | - | - | - | - | Ibjkp | Luhqv | 140-150 | 130 | 3.21% | 3.236% | 93.84422 |
| M-2 | YUV | 434.300 | 4.61 | Jzz | NNN | - | - | - | - | - | Pyhby | TWXT | 21-23 | 18 | 1.78% | 1.796% | 32.12897 |
| Q-3 | JJO | 980.600 | 5.48 | Eii | NNN | - | - | - | - | - | Emuob | Gtzgt | 35-37 | 32 | 2.11% | 2.125% | 41.92046 |
| Q | YBW | 28.000 | 2.70 | Rr3 | VV | - | - | - | - | - | Giwjk | Vranr | 70-75 | 70 | 2.62% | 2.636% | 91.66065 |
| Z-1 | NEP | 229.500 | 4.40 | A-1 | T-1+ | - | - | - | - | - | Fqsie | PEX | 1.35-1.40% | - | 1.35% | 1.350% | 736.00000 |
| G | FTA | 24.196 | 4.60 | A3 | P+ | - | - | - | - | - | Mfgiv | Brqee | 100-110 | 105 | 2.96% | 2.986% | 55.23876 |
Tranche Comments
Z-1: Registration: 144Q Vnmu;
M-2: Registration: 144H Apru;
Q-3: Registration: 144Q Baec;
E-4: Registration: 144X Frvu;
Q: Registration: 144M Kkcv;
G: Registration: 144G Dbpj;
P: Registration: 144Z Iduv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I | LXI | 200.000 | 4.20 | Mtt | NNN | - | - | - | - | - | Cpcfi | PWLF | 34-36 | 35 | 0.87% | 0.874% | - |
| R-2G | BIX | 563.000 | 3.90 | Qxx | PPP | - | - | - | - | - | Dfsdazjy | 1jP | 34-36 | 35 | 1hR+35 | 1sY+35 | - |
| Y | VYT | 45.863 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ZSM | 9.147 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | WET | 33.615 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | HIW | 83.100 | 2.46 | Iuu | TTT | - | - | - | - | - | Qisuy | Gnllx | 39-41 | 39 | 1.66% | 1.671% | - |
| U-1 | ZJL | 405.130 | 2.82 | F-1 | K-1+ | - | - | - | - | - | Qhjxu | AUD | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
| I-3 | PBD | 463.000 | 6.11 | Qmm | OOO | - | - | - | - | - | Whash | Bbimg | 35-37 | 38 | 1.31% | 1.319% | - |
Tranche Comments
U-1: Registration: 144D Arlu;
I-2I: Registration: 144K Lalz;
R-2G: Registration: 144E Kghr;
I-3: Registration: 144A Obvd;
C-4: Registration: 144V Sisd;
G: Registration: 144G Mbqk;
Y: Registration: 144Y Jrse;
H: Registration: 144M Pnnw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | KBI | 703.730 | 4.13 | - | - | - | - | - | - | - | Xqarr | WRO | - | 25 | 0.25% | 0.250% | - |
| G-2 | UPI | 579.000 | 6.80 | Pww | AAA | - | - | - | - | - | Ymsfk | BGNW | - | 35 | 0.69% | 0.698% | - |
| I-4 | KJD | 19.380 | 6.66 | Lpp | AAA | - | - | - | - | - | Jaggd | Tkcmg | - | 42 | 1.65% | 1.663% | - |
| Z | PEQ | 51.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | HZW | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | UAH | 1.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-3 | QQW | 431.000 | 2.91 | Akk | RRR | - | - | - | - | - | Zlnws | Emvyc | - | 32 | 1.09% | 1.100% | - |
Tranche Comments
L-1: Registration: 144E Wxiq;
G-2: Registration: 144I Lhfv;
N-3: Registration: 144C Obry;
I-4: Registration: 144X Lidm;
R: Registration: 144V Nhou;
X: Registration: 144G Wdzt;
Z: Registration: 144C Totn;