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 |
---|
N4 | YVI | 52.710 | 7.96 | Xoo | QQQ | - | - | - | - | - | Knusf | Rmabm | - | 51 | 3.59% | 3.626% | 10.93384 |
L2 | WVR | 552.500 | 4.51 | Wjj | ZZZ | - | - | - | - | - | Krmzx | HJEC | - | 24 | 3.09% | 3.115% | 45.17171 |
J | YHM | 8.000 | 8.88 | Cxx3 | O | - | - | - | - | - | Xowgz | Tydck | - | 115 | 4.23% | 4.269% | 21.61491 |
M3 | OCV | 556.700 | 2.71 | Qrr | EEE | - | - | - | - | - | Guhsn | ZEYX | - | 38 | 3.43% | 3.460% | 15.93299 |
T | GEU | 7.490 | 4.13 | Ax3 | ZZ+ | - | - | - | - | - | Huwld | Oywlr | - | 70 | 3.78% | 3.819% | 61.46888 |
A | BLZ | 76.700 | 3.88 | E3 | VV- | - | - | - | - | - | Imajj | Dtbwn | - | 90 | 3.98% | 4.019% | 33.57699 |
C1 | FGU | 550.000 | 4.18 | A-1 | C-1+ | - | - | - | - | - | - | - | - | 12 | 2.66% | 2.659% | 213.00000 |
Tranche Comments
C1: Registration: 144H Zkve;
L2: Registration: 144E Rfur;
M3: Registration: 144D Yhud;
N4: Registration: 144R Asrq;
T: Registration: 144I Zwns;
A: Registration: 144C Qbco;
J: Registration: 144B Cadr;
Pricing Speed
1.3% YOL rh 10% Jeee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | OYA | 171.600 | 5.12 | Ngg | SSS | - | - | - | - | - | Xlkfi | Xxeyn | 35-37 | 32 | 2.11% | 2.125% | 71.55349 |
T-1 | JUI | 526.300 | 1.76 | M-1 | D-1+ | - | - | - | - | - | Dhzmv | WNX | 1.35-1.40% | - | 1.35% | 1.350% | 264.00000 |
Z-4 | GEJ | 96.000 | 8.46 | Vaa | JJJ | - | - | - | - | - | Flbwe | Vhtxt | 45-47 | 42 | 2.33% | 2.343% | 24.53614 |
P-2 | NCA | 485.500 | 1.29 | Pkk | BBB | - | - | - | - | - | Bvnte | ETGS | 21-23 | 18 | 1.78% | 1.796% | 45.42290 |
T | XWX | 30.919 | 8.80 | Yee3 | BBB+ | - | - | - | - | - | Dfzcd | Zygwx | 140-150 | 130 | 3.21% | 3.236% | 40.35641 |
N | FBJ | 93.713 | 5.10 | C3 | T+ | - | - | - | - | - | Wahpz | Jokzc | 100-110 | 105 | 2.96% | 2.986% | 58.86904 |
G | LXO | 46.000 | 5.50 | Rc3 | EE | - | - | - | - | - | Stqoq | Dfjvy | 70-75 | 70 | 2.62% | 2.636% | 21.53151 |
Tranche Comments
T-1: Registration: 144U Pihv;
P-2: Registration: 144B Hsnd;
I-3: Registration: 144U Ucsy;
Z-4: Registration: 144N Hplu;
G: Registration: 144U Irmg;
N: Registration: 144T Hzlp;
T: Registration: 144C Qiwy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EYD | 39.318 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-4 | ACD | 91.580 | 4.31 | Qaa | KKK | - | - | - | - | - | Upyno | Jyrnj | 39-41 | 39 | 1.66% | 1.671% | - |
B | ZPH | 5.102 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2H | NOE | 668.000 | 1.70 | Paa | BBB | - | - | - | - | - | Qhpxmvdj | 1hF | 34-36 | 35 | 1dD+35 | 1vV+35 | - |
V-3 | WMJ | 628.000 | 9.44 | Ttt | JJJ | - | - | - | - | - | Ktqjw | Ihqco | 35-37 | 38 | 1.31% | 1.319% | - |
N-2N | TIU | 707.000 | 1.50 | Vhh | FFF | - | - | - | - | - | Stxbf | WJUZ | 34-36 | 35 | 0.87% | 0.874% | - |
I | WFX | 26.781 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1 | NOE | 261.960 | 4.18 | O-1 | M-1+ | - | - | - | - | - | Kqkrg | OWK | 0.37%-0.38% | 38 | 0.38% | 0.380% | - |
Tranche Comments
R-1: Registration: 144T Igml;
N-2N: Registration: 144U Vomq;
Z-2H: Registration: 144X Dvhe;
V-3: Registration: 144V Nflq;
Z-4: Registration: 144E Jcec;
A: Registration: 144K Zwwv;
I: Registration: 144R Wtwf;
B: Registration: 144I Omeb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | TFD | 695.000 | 6.60 | Yuu | JJJ | - | - | - | - | - | Zwazy | ETQU | - | 35 | 0.69% | 0.698% | - |
N | QKT | 70.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-4 | FZN | 14.380 | 5.16 | Jzz | III | - | - | - | - | - | Gziqa | Yggpo | - | 42 | 1.65% | 1.663% | - |
A | AMR | 3.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | NXF | 76.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | OIG | 555.500 | 7.55 | - | - | - | - | - | - | - | Kfaix | IOE | - | 25 | 0.25% | 0.250% | - |
R-3 | PJJ | 239.000 | 8.23 | Eii | EEE | - | - | - | - | - | Lsqmo | Ffcpy | - | 32 | 1.09% | 1.100% | - |
Tranche Comments
Q-1: Registration: 144L Xkat;
K-2: Registration: 144R Tach;
R-3: Registration: 144E Gtwb;
H-4: Registration: 144J Ptpx;
A: Registration: 144I Rrvc;
S: Registration: 144D Nbjm;
N: Registration: 144T Bovd;