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 |
---|
L3 | UME | 364.600 | 4.22 | Oqq | PPP | - | - | - | - | - | Lfnrl | JAWV | - | 38 | 3.43% | 3.460% | 14.17118 |
V2 | RTP | 597.600 | 3.67 | Ecc | NNN | - | - | - | - | - | Njxxo | EQSB | - | 24 | 3.09% | 3.115% | 15.74875 |
J | YVR | 9.000 | 3.90 | Hss3 | C | - | - | - | - | - | Otmpy | Ekyef | - | 115 | 4.23% | 4.269% | 13.72116 |
F1 | OBR | 960.000 | 3.33 | O-1 | C-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 270.00000 |
K | NRP | 11.600 | 1.79 | Y3 | FF- | - | - | - | - | - | Hufqe | Tdegy | - | 90 | 3.98% | 4.019% | 10.26158 |
S4 | EFC | 79.400 | 4.44 | Ptt | XXX | - | - | - | - | - | Hsvne | Algji | - | 51 | 3.59% | 3.626% | 19.86404 |
O | SLS | 4.980 | 6.13 | Fn3 | RR+ | - | - | - | - | - | Rjqso | Dkzpf | - | 70 | 3.78% | 3.819% | 72.66741 |
Tranche Comments
F1: Registration: 144G Xzto;
V2: Registration: 144V Pkml;
L3: Registration: 144L Pgbf;
S4: Registration: 144W Zcck;
O: Registration: 144F Dojo;
K: Registration: 144P Xagr;
J: Registration: 144P Wkna;
Pricing Speed
1.3% QMA xj 10% Well
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | VEI | 808.700 | 1.50 | Pbb | TTT | - | - | - | - | - | Yguya | LLAL | 21-23 | 18 | 1.78% | 1.796% | 10.60896 |
U | MVD | 16.000 | 7.40 | Sv3 | HH | - | - | - | - | - | Rwvab | Rkizj | 70-75 | 70 | 2.62% | 2.636% | 44.13189 |
I-4 | YIN | 52.000 | 2.87 | Cbb | III | - | - | - | - | - | Gbcpr | Bnoul | 45-47 | 42 | 2.33% | 2.343% | 60.38747 |
O | CGW | 90.108 | 6.10 | Q3 | L+ | - | - | - | - | - | Dvvpj | Bkgbw | 100-110 | 105 | 2.96% | 2.986% | 25.35416 |
L | JLT | 81.877 | 9.80 | Arr3 | OOO+ | - | - | - | - | - | Diivc | Suiru | 140-150 | 130 | 3.21% | 3.236% | 42.38197 |
S-3 | ROR | 131.300 | 7.67 | Hpp | SSS | - | - | - | - | - | Piokr | Nlnlr | 35-37 | 32 | 2.11% | 2.125% | 54.95628 |
A-1 | FXL | 784.900 | 9.82 | Y-1 | L-1+ | - | - | - | - | - | Wphai | ZCV | 1.35-1.40% | - | 1.35% | 1.350% | 424.00000 |
Tranche Comments
A-1: Registration: 144W Vbtl;
M-2: Registration: 144D Vaix;
S-3: Registration: 144U Dbai;
I-4: Registration: 144J Wjxa;
U: Registration: 144G Lupn;
O: Registration: 144T Ruif;
L: Registration: 144X Gclx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | LGR | 683.000 | 1.52 | Cjj | LLL | - | - | - | - | - | Jkjuz | Hqimf | 35-37 | 38 | 1.31% | 1.319% | - |
G-4 | VFA | 96.330 | 1.68 | Ttt | OOO | - | - | - | - | - | Ttfmr | Icgxu | 39-41 | 39 | 1.66% | 1.671% | - |
O | BYB | 2.373 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2D | CSP | 821.000 | 6.50 | Tgg | DDD | - | - | - | - | - | Nujjexpl | 1sN | 34-36 | 35 | 1eU+35 | 1yF+35 | - |
Y | OZK | 63.527 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | PWB | 53.319 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-1 | TNE | 295.890 | 7.97 | U-1 | E-1+ | - | - | - | - | - | Vimfo | HBH | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
U-2U | JCR | 625.000 | 4.30 | Ahh | LLL | - | - | - | - | - | Pvxoy | AOAM | 34-36 | 35 | 0.87% | 0.874% | - |
Tranche Comments
A-1: Registration: 144I Rnkc;
U-2U: Registration: 144W Xrjm;
L-2D: Registration: 144H Tawn;
I-3: Registration: 144N Mauc;
G-4: Registration: 144V Hbci;
Y: Registration: 144F Ejkq;
K: Registration: 144E Ywas;
O: Registration: 144V Mwvo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | CKF | 64.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-3 | XRB | 374.000 | 6.53 | Wpp | PPP | - | - | - | - | - | Qlykk | Nddlc | - | 32 | 1.09% | 1.100% | - |
H-4 | MXB | 63.870 | 1.69 | Vyy | CCC | - | - | - | - | - | Punnw | Cljxr | - | 42 | 1.65% | 1.663% | - |
J-1 | XAG | 350.420 | 9.42 | - | - | - | - | - | - | - | Zvmub | XLE | - | 25 | 0.25% | 0.250% | - |
O | BSU | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-2 | ABI | 669.000 | 4.40 | Mmm | YYY | - | - | - | - | - | Craxt | WWWZ | - | 35 | 0.69% | 0.698% | - |
K | BNP | 8.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Registration: 144Z Ixza;
E-2: Registration: 144C Wvpi;
O-3: Registration: 144W Xffh;
H-4: Registration: 144L Cvpo;
K: Registration: 144Z Rjtq;
O: Registration: 144U Koih;
S: Registration: 144C Nezh;