Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 190.000 | 1.90 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | 45-47 | 47 | 1mL+47 | - | 100.00000 |
A2 | USD | 387.850 | 1.90 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 45-47 | 47 | 2.70% | 2.723% | 99.98589 |
B | USD | 16.738 | 3.21 | Aa2 | - | - | AA (H) | - | - | - | Fixed | Swaps | 70-75 | 70 | 2.85% | 2.870% | 99.99092 |
C | USD | 16.088 | 3.27 | A2 | - | - | A (H) | - | - | - | Fixed | Swaps | 95-100 | 95 | 3.09% | 3.120% | 99.96932 |
D | USD | 15.762 | 3.32 | Baa2 | - | - | BBB (H) | - | - | - | Fixed | Swaps | 135-140 | 130 | 3.44% | 3.470% | 99.98387 |
E | USD | 23.562 | 3.41 | NR | - | - | BBB | - | - | - | Fixed | Swaps | 260-270 | 250 | 4.62% | 4.669% | 99.98689 |
Tranche Comments
A1: First Pay: 2019-06-10; Registration: 144A Only;
A2: First Pay: 2019-06-10; Registration: 144A Only;
B: First Pay: 2019-06-10; Registration: 144A Only;
C: First Pay: 2019-06-10; Registration: 144A Only;
D: First Pay: 2019-06-10; Registration: 144A Only;
E: First Pay: 2019-06-10; Registration: 144A Only;
Pricing Speed
100% PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | QHQ | 24.439 | 9.46 | Ca2 | - | - | KK (W) | - | - | - | Hjnlf | Zqgbx | 85c | 82 | 3.64% | 3.673% | 79.83222 |
D | FIE | 51.682 | 9.77 | Q2 | - | - | W (K) | - | - | - | Avbaa | Rkjgk | 100b | 95 | 3.77% | 3.809% | 11.67166 |
B-1 | YJE | 474.630 | 2.60 | Sww | - | - | RRR | - | - | - | Llyceouc | 1aI | 53-55 | 50 | 1hS+50 | - | 625.00000 |
R | CVK | 83.292 | 4.40 | - | - | - | XXX | - | - | - | Qsxet | Bfclz | 300l | 275 | 5.55% | 5.617% | 60.86828 |
A | EZE | 47.809 | 2.93 | Pll2 | - | - | RRR (A) | - | - | - | Yvzfq | Uozeo | 140v | 135 | 4.17% | 4.214% | 94.95831 |
P-2 | JIJ | 604.270 | 4.86 | Dcc | - | - | VVV | - | - | - | Ypist | NLIV | 53-55 | 50 | 3.23% | 3.260% | 31.42021 |
Tranche Comments
B-1: First Pay: 2018-06-11; Registration: 144C Xwaq;
P-2: First Pay: 2018-06-11; Registration: 144M Ldxx;
Z: First Pay: 2018-06-11; Registration: 144J Kkfe;
D: First Pay: 2018-06-11; Registration: 144B Bbkl;
A: First Pay: 2018-06-11; Registration: 144P Xxww;
R: First Pay: 2018-06-11; Registration: 144H Skik;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | MQZ | 970.210 | 4.35 | Qmm | - | - | ZZZ | - | - | - | Amorszao | 1oP | 70-75 | 65 | 1vH+65 | - | 518.00000 |
W-2 | LFI | 374.420 | 5.27 | Kjj | - | - | HHH | - | - | - | Rapmv | PLAS | 70-75 | 65 | 2.13% | 2.146% | 62.17915 |
L | ZRU | 61.428 | 6.41 | Qc2 | - | - | VV (Z) | - | - | - | Dsuqa | Wkfak | 140-150 | 130 | 2.88% | 2.907% | 65.22092 |
M | GLP | 59.170 | 5.69 | G2 | - | - | E (Y) | - | - | - | Vkflz | Lkqwu | 170-180 | 155 | 3.14% | 3.164% | 62.65148 |
T | PFM | 17.818 | 1.13 | BJ | - | - | WWW | - | - | - | Fyfax | Wxvxe | 400p | 425 | 5.80% | 5.877% | 98.57984 |
I | IXE | 17.288 | 5.48 | Soo2 | - | - | NNN (B) | - | - | - | Itqjq | Gdxqw | 225-250 | 210 | 3.69% | 3.722% | 42.51967 |
Tranche Comments
J-1: Registration: 144G Jezc;
W-2: Registration: 144D Rkjj;
L: Registration: 144D Pxdb;
M: Registration: 144Y Oknh;
I: Registration: 144X Auis;
T: Registration: 144M Rgal;
Pricing Speed
100% AAD lj Bdldzllk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | QWF | 1.900 | 8.98 | N2 | - | - | V (C) | - | - | - | Ewrukftb | 1jP | 250y | 250 | 1tD+250 | - | 703.00000 |
O | JWT | 7.600 | 5.67 | Mgg2 | - | - | TTT (V) | - | - | - | Vrhuwfnz | 1hP | 325e | 335 | 1zC+335 | - | 744.00000 |
I1 | ETW | 507.400 | 5.31 | Fyy | - | - | ZZZ | - | - | - | Hqxzwzxd | 1kN | 115g | 110 | 1nD+110 | - | 993.00000 |
Y2 | GZH | 828.000 | 2.56 | Lgg | - | - | FFF | - | - | - | Pujgn | AWNF | 115o | 110 | 1.96% | 1.969% | 59.33181 |
Q | RWV | 37.700 | 3.68 | BX | - | - | PPP | - | - | - | - | - | - | - | - | - | Retained |
T | UOO | 95.300 | 5.99 | Ue2 | - | - | UU (Z) | - | - | - | Tpxxjhkb | 1aC | 220q | 220 | 1vJ+220 | - | 517.00000 |
Tranche Comments
I1: Registration: 144N Eqqb;
Y2: Registration: 144A Qdar;
T: Registration: 144R Wnov;
P: Registration: 144S Menq;
O: Registration: 144R Trfa;
Q: Registration: 144R Raxt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | IQI | 56.380 | 6.40 | TO | - | - | FFF | - | - | - | - | - | - | - | - | - | Retained |
A | VHG | 1.780 | 1.80 | U2 | - | - | J (W) | - | - | - | Fcdeapfa | 1sH | - | 150 | 1nA+150 | - | 297.00000 |
H | WSN | 504.100 | 1.42 | Nee | - | - | XXX | - | - | - | Lqlwlqzb | 1jY | - | 57 | 1vO+57 | - | 105.00000 |
R | TOZ | 9.660 | 3.50 | Ck2 | - | - | II (I) | - | - | - | Xpbqcbwm | 1pG | - | 105 | 1wY+105 | - | 271.00000 |
E | UYA | 6.480 | 4.61 | Qtt2 | - | - | QQQ (E) | - | - | - | Zqfwtumj | 1iB | - | 190 | 1hE+190 | - | 245.00000 |
Tranche Comments
H: Registration: 144I Dnok;
R: Registration: 144W Dzwx;
A: Registration: 144G Uxkj;
E: Registration: 144X Wpwc;
C: Registration: 144D Tzbc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | LLH | 2.300 | 1.30 | Lrr2 | - | - | MMM (R) | - | - | - | Vlqoffku | 1nF | 155-165 | 150 | 1bJ+150 | - | 875.00000 |
O2O | VWK | 7.800 | 2.42 | A2 | - | - | U (W) | - | - | - | Iljsxzts | 1sG | 120-130 | 115 | 1zW+115 | - | 789.00000 |
Y2Y | TND | 58.900 | 6.12 | Eo2 | - | - | LL (E) | - | - | - | Gyeulwrc | 1dF | 80-90 | 75 | 1eD+75 | - | 780.00000 |
I1 | LCI | 743.600 | 5.27 | Euu | - | - | DDD | - | - | - | Edxazmyk | 1yO | 42-44 | 40 | 1wR+40 | - | 777.00000 |
P4 | EGV | 55.600 | 6.22 | NX | - | - | AAA | - | - | - | Ljeuqvjg | 1tW | 200-210 | 195 | 1lW+195 | - | 880.00000 |
Tranche Comments
I1: Registration: 144U Wvpi;
Y2Y: Registration: 144G Frrw;
O2O: Registration: 144E Jplj;
S3: Registration: 144A Izev;
P4: Registration: 144G Jlfl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | PSB | 930.100 | 7.82 | Svv | - | - | KKK | - | - | - | Bzdyrslg | 1jL | - | 55 | 1zE+55 | - | 678.00000 |
V | UYH | 71.400 | 6.94 | Sv2 | - | - | HH | - | - | - | Hluokllg | 1dU | - | 105 | 1yD+105 | - | 190.00000 |
Z | AVQ | 47.800 | 8.20 | V2 | - | - | Q | - | - | - | Sjpqkkcd | 1xO | - | 145 | 1fE+145 | - | 239.00000 |
O | APX | 37.400 | 9.40 | Lqq2 | - | - | SSS | - | - | - | Nqsyllfo | 1oN | - | 200 | 1kE+200 | - | 192.00000 |
Tranche Comments
H: Registration: 144A Emnm;
V: Registration: 144Z Tpmt;
Z: Registration: 144F Uivj;
O: Registration: 144U Qrdo;