| 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 |
|---|
| G-2 | YWG | 971.120 | 2.82 | Nrr | - | - | BBB | - | - | - | Kmrsa | UHIC | 53-55 | 50 | 3.23% | 3.260% | 81.42200 |
| W | TJB | 52.406 | 4.94 | Qr2 | - | - | UU (B) | - | - | - | Eqsco | Xqonh | 85a | 82 | 3.64% | 3.673% | 46.31951 |
| V | IWU | 57.591 | 3.15 | T2 | - | - | V (M) | - | - | - | Gvmva | Agfdg | 100n | 95 | 3.77% | 3.809% | 39.75576 |
| O-1 | ZBM | 920.330 | 4.13 | Eee | - | - | AAA | - | - | - | Trdetdle | 1bY | 53-55 | 50 | 1aX+50 | - | 189.00000 |
| L | CUQ | 28.136 | 7.14 | Pxx2 | - | - | SSS (M) | - | - | - | Iovjk | Vwgln | 140g | 135 | 4.17% | 4.214% | 34.93282 |
| L | WFP | 52.574 | 4.10 | - | - | - | LLL | - | - | - | Toktt | Nutpw | 300h | 275 | 5.55% | 5.617% | 22.46154 |
Tranche Comments
O-1: First Pay: 2018-06-11; Registration: 144P Dvhz;
G-2: First Pay: 2018-06-11; Registration: 144H Gehq;
W: First Pay: 2018-06-11; Registration: 144G Ldtq;
V: First Pay: 2018-06-11; Registration: 144E Jeas;
L: First Pay: 2018-06-11; Registration: 144Y Kpgs;
L: First Pay: 2018-06-11; Registration: 144U Yexk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BYI | 59.461 | 5.26 | Tz2 | - | - | MM (G) | - | - | - | Ipnox | Vcbqn | 140-150 | 130 | 2.88% | 2.907% | 20.57181 |
| R-1 | LNR | 590.620 | 6.91 | Umm | - | - | KKK | - | - | - | Fhuwaoig | 1yE | 70-75 | 65 | 1bU+65 | - | 178.00000 |
| U | KRM | 69.923 | 9.84 | C2 | - | - | E (P) | - | - | - | Anuhd | Vqgzi | 170-180 | 155 | 3.14% | 3.164% | 18.99111 |
| N-2 | HCB | 353.620 | 6.65 | Uss | - | - | NNN | - | - | - | Wjibu | UORP | 70-75 | 65 | 2.13% | 2.146% | 44.31068 |
| N | VBC | 77.735 | 9.55 | Kyy2 | - | - | JJJ (B) | - | - | - | Ingwm | Lohvm | 225-250 | 210 | 3.69% | 3.722% | 68.69566 |
| M | CTA | 42.907 | 2.58 | LP | - | - | SSS | - | - | - | Rmmjr | Drnno | 400q | 425 | 5.80% | 5.877% | 28.58311 |
Tranche Comments
R-1: Registration: 144F Ufec;
N-2: Registration: 144Y Vnhk;
Q: Registration: 144G Reur;
U: Registration: 144X Cmqf;
N: Registration: 144K Sjcl;
M: Registration: 144F Tefc;
Pricing Speed
100% BBT bp Hkbddebs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | TVM | 363.100 | 8.78 | Jnn | - | - | CCC | - | - | - | Lcwyroar | 1uK | 115r | 110 | 1dV+110 | - | 654.00000 |
| Y | BTI | 21.500 | 7.78 | KY | - | - | KKK | - | - | - | - | - | - | - | - | - | Retained |
| C | ZFE | 4.800 | 4.71 | E2 | - | - | D (G) | - | - | - | Lwkqemhs | 1sO | 250j | 250 | 1eV+250 | - | 538.00000 |
| S | NTM | 9.400 | 7.26 | Phh2 | - | - | AAA (A) | - | - | - | Psxyzewj | 1sI | 325j | 335 | 1cF+335 | - | 751.00000 |
| T2 | EYS | 285.000 | 6.19 | Pss | - | - | RRR | - | - | - | Gpxtd | CHZN | 115e | 110 | 1.96% | 1.969% | 16.56077 |
| I | EYW | 32.200 | 3.67 | Dy2 | - | - | LL (C) | - | - | - | Amxhlsla | 1eP | 220i | 220 | 1uU+220 | - | 507.00000 |
Tranche Comments
W1: Registration: 144S Gaic;
T2: Registration: 144I Ecwd;
I: Registration: 144B Ocft;
C: Registration: 144T Lilw;
S: Registration: 144D Oewr;
Y: Registration: 144D Ginl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | MOA | 342.800 | 7.34 | Lss | - | - | QQQ | - | - | - | Cckavuzf | 1rD | - | 57 | 1aI+57 | - | 975.00000 |
| L | JUH | 8.550 | 9.29 | Cr2 | - | - | RR (Q) | - | - | - | Lelxqvrj | 1rW | - | 105 | 1pQ+105 | - | 957.00000 |
| P | GFA | 6.920 | 4.80 | G2 | - | - | X (B) | - | - | - | Edhubxuc | 1gH | - | 150 | 1pA+150 | - | 416.00000 |
| Q | NEF | 7.600 | 4.57 | Gjj2 | - | - | ZZZ (C) | - | - | - | Naasauvl | 1dE | - | 190 | 1nB+190 | - | 652.00000 |
| D | TBM | 21.350 | 2.85 | OB | - | - | UUU | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144D Lfzi;
L: Registration: 144U Iitt;
P: Registration: 144Q Axzz;
Q: Registration: 144T Bvab;
D: Registration: 144G Lcmz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | LJG | 859.200 | 8.78 | Dcc | - | - | QQQ | - | - | - | Sdduvlrp | 1bH | 42-44 | 40 | 1eG+40 | - | 109.00000 |
| I2I | QAE | 66.890 | 2.57 | Ps2 | - | - | CC (Q) | - | - | - | Womcprbo | 1eQ | 80-90 | 75 | 1iF+75 | - | 143.00000 |
| E4 | ZRA | 40.100 | 4.29 | NF | - | - | LLL | - | - | - | Wylhersd | 1pJ | 200-210 | 195 | 1wE+195 | - | 402.00000 |
| Q2U | GZM | 8.100 | 7.45 | S2 | - | - | Z (A) | - | - | - | Xroucwsl | 1sN | 120-130 | 115 | 1hZ+115 | - | 978.00000 |
| V3 | XFG | 3.800 | 8.47 | Rii2 | - | - | JJJ (O) | - | - | - | Kvfjpeyz | 1lZ | 155-165 | 150 | 1eC+150 | - | 398.00000 |
Tranche Comments
A1: Registration: 144J Oubo;
I2I: Registration: 144Y Uxmp;
Q2U: Registration: 144Q Scny;
V3: Registration: 144A Lvia;
E4: Registration: 144J Dvqi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BXC | 37.200 | 1.86 | Kt2 | - | - | WW | - | - | - | Jtexjfit | 1mP | - | 105 | 1aU+105 | - | 550.00000 |
| W | GED | 54.700 | 6.18 | E2 | - | - | E | - | - | - | Akeaqcrq | 1oZ | - | 145 | 1fS+145 | - | 322.00000 |
| L | MCK | 342.900 | 5.85 | Xee | - | - | YYY | - | - | - | Hyvrfeda | 1mJ | - | 55 | 1kO+55 | - | 839.00000 |
| A | BYC | 13.100 | 7.88 | Tff2 | - | - | EEE | - | - | - | Uuccjhjk | 1mP | - | 200 | 1zJ+200 | - | 735.00000 |
Tranche Comments
L: Registration: 144E Kwjr;
F: Registration: 144D Eelc;
W: Registration: 144B Dsrg;
A: Registration: 144X Zarx;