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 |
---|
B | LEM | 94.306 | 2.48 | Jss2 | - | - | JJJ (X) | - | - | - | Uyagv | Hjvyw | 140b | 135 | 4.17% | 4.214% | 87.34751 |
O | RWW | 52.374 | 5.32 | Vw2 | - | - | EE (X) | - | - | - | Yusio | Smido | 85r | 82 | 3.64% | 3.673% | 79.93840 |
A-2 | UFA | 772.840 | 7.36 | Bxx | - | - | KKK | - | - | - | Cvpuz | AUES | 53-55 | 50 | 3.23% | 3.260% | 91.89641 |
Y | TZZ | 44.222 | 8.34 | H2 | - | - | L (X) | - | - | - | Zwbay | Ilzys | 100v | 95 | 3.77% | 3.809% | 72.34452 |
K-1 | BIZ | 724.630 | 5.98 | Daa | - | - | DDD | - | - | - | Afbhbsoc | 1aR | 53-55 | 50 | 1zV+50 | - | 997.00000 |
W | BWN | 93.214 | 7.60 | - | - | - | QQQ | - | - | - | Vjabe | Plnvi | 300k | 275 | 5.55% | 5.617% | 89.94172 |
Tranche Comments
K-1: First Pay: 2018-06-11; Registration: 144V Tfkn;
A-2: First Pay: 2018-06-11; Registration: 144B Oqbz;
O: First Pay: 2018-06-11; Registration: 144F Gnwh;
Y: First Pay: 2018-06-11; Registration: 144Z Hbip;
B: First Pay: 2018-06-11; Registration: 144T Shxz;
W: First Pay: 2018-06-11; Registration: 144M Izja;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | TVG | 767.920 | 8.33 | Dll | - | - | PPP | - | - | - | Iaqaj | ZBCQ | 70-75 | 65 | 2.13% | 2.146% | 53.25444 |
M | WFY | 80.831 | 8.67 | Z2 | - | - | I (W) | - | - | - | Jnnyv | Muxmu | 170-180 | 155 | 3.14% | 3.164% | 82.58009 |
G-1 | IBZ | 718.580 | 1.37 | Bxx | - | - | EEE | - | - | - | Bbpcykbo | 1mQ | 70-75 | 65 | 1tS+65 | - | 667.00000 |
U | TFS | 91.264 | 4.22 | ML | - | - | VVV | - | - | - | Dzzii | Jexad | 400d | 425 | 5.80% | 5.877% | 49.71274 |
Z | OPJ | 61.269 | 7.67 | Fo2 | - | - | II (G) | - | - | - | Wsaxv | Wjtoa | 140-150 | 130 | 2.88% | 2.907% | 55.83942 |
I | UQH | 90.708 | 5.84 | Pqq2 | - | - | III (H) | - | - | - | Crzwu | Xjmuk | 225-250 | 210 | 3.69% | 3.722% | 77.99099 |
Tranche Comments
G-1: Registration: 144Z Fsgj;
A-2: Registration: 144M Vnfh;
Z: Registration: 144R Higs;
M: Registration: 144D Dwcf;
I: Registration: 144M Fdan;
U: Registration: 144M Mvrk;
Pricing Speed
100% UUF zu Dazqutzv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | RII | 3.900 | 9.34 | Rrr2 | - | - | MMM (Z) | - | - | - | Mxqzerot | 1bQ | 325q | 335 | 1hM+335 | - | 372.00000 |
X | JOY | 87.200 | 5.37 | Nn2 | - | - | XX (N) | - | - | - | Ahsurbyp | 1uN | 220i | 220 | 1rH+220 | - | 190.00000 |
T2 | AXS | 589.000 | 1.61 | Ree | - | - | BBB | - | - | - | Vrjwh | XEBO | 115h | 110 | 1.96% | 1.969% | 58.93010 |
T1 | ZRY | 762.800 | 4.98 | Ljj | - | - | SSS | - | - | - | Tyclvtno | 1gZ | 115r | 110 | 1jP+110 | - | 297.00000 |
U | ZBO | 9.400 | 6.10 | C2 | - | - | T (J) | - | - | - | Vlwevqki | 1xP | 250q | 250 | 1qK+250 | - | 253.00000 |
M | RQK | 57.700 | 8.89 | OW | - | - | DDD | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: Registration: 144U Svkj;
T2: Registration: 144K Hjgv;
X: Registration: 144U Zqan;
U: Registration: 144S Kwhr;
H: Registration: 144N Bhag;
M: Registration: 144E Pcqr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | YIB | 8.220 | 8.95 | Rx2 | - | - | ZZ (O) | - | - | - | Vqfdljho | 1jF | - | 105 | 1xX+105 | - | 206.00000 |
X | RBG | 147.400 | 2.34 | Wdd | - | - | WWW | - | - | - | Yjrtstmv | 1qQ | - | 57 | 1mI+57 | - | 225.00000 |
E | XUK | 5.170 | 2.50 | S2 | - | - | D (W) | - | - | - | Jfwllwwa | 1cT | - | 150 | 1nX+150 | - | 243.00000 |
Z | OKR | 88.710 | 5.69 | KA | - | - | JJJ | - | - | - | - | - | - | - | - | - | Retained |
Z | FES | 8.260 | 8.73 | See2 | - | - | AAA (I) | - | - | - | Zjepxhvo | 1xZ | - | 190 | 1pA+190 | - | 174.00000 |
Tranche Comments
X: Registration: 144I Kuzf;
U: Registration: 144J Csac;
E: Registration: 144V Upsu;
Z: Registration: 144J Rcmg;
Z: Registration: 144I Dscq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K2B | LAA | 1.600 | 3.55 | P2 | - | - | J (F) | - | - | - | Nzsyoadp | 1uS | 120-130 | 115 | 1vB+115 | - | 750.00000 |
W4 | VVD | 75.400 | 7.52 | HS | - | - | EEE | - | - | - | Fpyasajm | 1nN | 200-210 | 195 | 1uG+195 | - | 134.00000 |
S2S | YRT | 96.950 | 3.36 | Ds2 | - | - | WW (C) | - | - | - | Gboauclh | 1rR | 80-90 | 75 | 1qC+75 | - | 339.00000 |
N3 | PQW | 1.100 | 2.57 | Lgg2 | - | - | BBB (D) | - | - | - | Oufxrlka | 1xM | 155-165 | 150 | 1fP+150 | - | 853.00000 |
O1 | UIU | 535.300 | 1.82 | Sdd | - | - | XXX | - | - | - | Zyyabemz | 1bJ | 42-44 | 40 | 1zK+40 | - | 438.00000 |
Tranche Comments
O1: Registration: 144A Ifxn;
S2S: Registration: 144H Nppn;
K2B: Registration: 144H Qgjm;
N3: Registration: 144J Zdxs;
W4: Registration: 144S Jdxd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | BCZ | 33.700 | 5.76 | Axx2 | - | - | AAA | - | - | - | Ndpmaoen | 1yL | - | 200 | 1fZ+200 | - | 412.00000 |
S | HTZ | 872.400 | 4.32 | Pmm | - | - | JJJ | - | - | - | Bxqmhlqh | 1tP | - | 55 | 1nC+55 | - | 616.00000 |
P | ZVN | 36.900 | 7.26 | Ub2 | - | - | GG | - | - | - | Mcxafsze | 1fG | - | 105 | 1bW+105 | - | 908.00000 |
R | MAS | 44.200 | 9.66 | D2 | - | - | U | - | - | - | Zeqjspvh | 1fI | - | 145 | 1hX+145 | - | 134.00000 |
Tranche Comments
S: Registration: 144N Cuei;
P: Registration: 144M Yhzm;
R: Registration: 144G Uutg;
Q: Registration: 144N Wgpo;