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 |
---|
Y | WHN | 56.536 | 3.30 | - | - | - | VVV | - | - | - | Wpqln | Dwiov | 300x | 275 | 5.55% | 5.617% | 90.14715 |
Z-1 | CAC | 231.520 | 6.11 | Zww | - | - | AAA | - | - | - | Eqwzcxeh | 1xM | 53-55 | 50 | 1kF+50 | - | 493.00000 |
E | LEW | 46.263 | 9.15 | Yg2 | - | - | WW (F) | - | - | - | Ticah | Obhuk | 85w | 82 | 3.64% | 3.673% | 78.58040 |
V | LSO | 69.661 | 6.41 | L2 | - | - | A (P) | - | - | - | Ctump | Uodfn | 100u | 95 | 3.77% | 3.809% | 74.82833 |
S | OYY | 93.182 | 6.17 | Pmm2 | - | - | XXX (N) | - | - | - | Ebakr | Zkjul | 140r | 135 | 4.17% | 4.214% | 56.90086 |
J-2 | RLQ | 337.980 | 7.62 | Pzz | - | - | UUU | - | - | - | Xvvzq | WKAY | 53-55 | 50 | 3.23% | 3.260% | 14.84482 |
Tranche Comments
Z-1: First Pay: 2018-06-11; Registration: 144X Avlh;
J-2: First Pay: 2018-06-11; Registration: 144L Irwy;
E: First Pay: 2018-06-11; Registration: 144Z Aqst;
V: First Pay: 2018-06-11; Registration: 144E Wafx;
S: First Pay: 2018-06-11; Registration: 144S Eunr;
Y: First Pay: 2018-06-11; Registration: 144B Durs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | FZR | 43.128 | 5.33 | P2 | - | - | O (N) | - | - | - | Ofzyn | Tyorm | 170-180 | 155 | 3.14% | 3.164% | 52.15539 |
H | FLZ | 30.160 | 8.98 | Yi2 | - | - | KK (Q) | - | - | - | Inzpl | Lmjfp | 140-150 | 130 | 2.88% | 2.907% | 44.11700 |
S | VNJ | 57.109 | 9.90 | DY | - | - | VVV | - | - | - | Turgc | Tmdqt | 400l | 425 | 5.80% | 5.877% | 30.94757 |
W-1 | WIE | 659.860 | 4.64 | Bxx | - | - | HHH | - | - | - | Ihcaeuhe | 1lC | 70-75 | 65 | 1oG+65 | - | 116.00000 |
B-2 | IIK | 936.320 | 3.44 | Ngg | - | - | WWW | - | - | - | Ycloh | HIXT | 70-75 | 65 | 2.13% | 2.146% | 22.79774 |
T | RRB | 38.434 | 9.91 | Gaa2 | - | - | XXX (R) | - | - | - | Mvytw | Effge | 225-250 | 210 | 3.69% | 3.722% | 45.98370 |
Tranche Comments
W-1: Registration: 144F Mhaf;
B-2: Registration: 144V Hnqk;
H: Registration: 144W Xfjo;
S: Registration: 144Z Rimf;
T: Registration: 144C Qvvo;
S: Registration: 144M Dros;
Pricing Speed
100% GGG eg Rdenolea
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | TEN | 64.500 | 3.75 | Po2 | - | - | EE (U) | - | - | - | Dklqtiei | 1qL | 220n | 220 | 1pC+220 | - | 315.00000 |
M1 | TBU | 941.700 | 3.89 | Ann | - | - | WWW | - | - | - | Realdxca | 1qD | 115e | 110 | 1dT+110 | - | 730.00000 |
Q2 | HWP | 583.000 | 2.23 | Rww | - | - | NNN | - | - | - | Hrjkn | KWBJ | 115t | 110 | 1.96% | 1.969% | 10.80167 |
S | KUU | 5.800 | 7.84 | D2 | - | - | P (C) | - | - | - | Fpbypdel | 1fO | 250p | 250 | 1dV+250 | - | 102.00000 |
P | ONA | 19.900 | 7.81 | DB | - | - | WWW | - | - | - | - | - | - | - | - | - | Retained |
N | OWP | 9.800 | 4.28 | Aaa2 | - | - | UUU (G) | - | - | - | Pvzxhyzp | 1sT | 325c | 335 | 1qE+335 | - | 373.00000 |
Tranche Comments
M1: Registration: 144P Dnzt;
Q2: Registration: 144M Ytze;
O: Registration: 144A Emgn;
S: Registration: 144T Xrfo;
N: Registration: 144X Ixbv;
P: Registration: 144F Vewq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | LZO | 762.300 | 8.78 | Yll | - | - | DDD | - | - | - | Tszacpry | 1yW | - | 57 | 1iT+57 | - | 346.00000 |
J | YIJ | 8.440 | 1.47 | Ox2 | - | - | AA (L) | - | - | - | Epcolans | 1wG | - | 105 | 1eB+105 | - | 905.00000 |
T | KBK | 4.370 | 8.70 | V2 | - | - | E (V) | - | - | - | Crusqsuq | 1mJ | - | 150 | 1kW+150 | - | 114.00000 |
B | QQD | 7.940 | 2.25 | Duu2 | - | - | FFF (G) | - | - | - | Vqrydpsz | 1vD | - | 190 | 1oD+190 | - | 805.00000 |
U | AQI | 91.290 | 6.95 | BL | - | - | ZZZ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144H Rwdt;
J: Registration: 144V Jtgc;
T: Registration: 144L Ffzj;
B: Registration: 144D Jjzg;
U: Registration: 144R Wwln;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2C | TYQ | 13.770 | 3.27 | Fa2 | - | - | NN (U) | - | - | - | Orffdixw | 1tG | 80-90 | 75 | 1lL+75 | - | 336.00000 |
Z4 | QKI | 86.200 | 1.14 | TU | - | - | PPP | - | - | - | Dscdcssc | 1xP | 200-210 | 195 | 1xJ+195 | - | 270.00000 |
C2U | XLX | 8.900 | 3.15 | V2 | - | - | X (S) | - | - | - | Pzwuazhn | 1wC | 120-130 | 115 | 1aJ+115 | - | 645.00000 |
G1 | AWZ | 575.400 | 3.63 | Xpp | - | - | VVV | - | - | - | Oxvfqxbd | 1oV | 42-44 | 40 | 1hO+40 | - | 970.00000 |
J3 | CIG | 6.100 | 9.63 | Ngg2 | - | - | NNN (F) | - | - | - | Ekvstfit | 1iA | 155-165 | 150 | 1cV+150 | - | 725.00000 |
Tranche Comments
G1: Registration: 144R Xiep;
C2C: Registration: 144Y Uwxy;
C2U: Registration: 144H Qgwl;
J3: Registration: 144L Hdiz;
Z4: Registration: 144C Hsaf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | JGY | 14.400 | 1.74 | Tg2 | - | - | UU | - | - | - | Lfekzuuu | 1qO | - | 105 | 1qL+105 | - | 353.00000 |
B | ZQP | 82.900 | 1.31 | A2 | - | - | P | - | - | - | Tsfbqyra | 1yV | - | 145 | 1zU+145 | - | 327.00000 |
S | HFI | 46.100 | 9.62 | Ccc2 | - | - | KKK | - | - | - | Kskedpox | 1aJ | - | 200 | 1cS+200 | - | 446.00000 |
H | VEQ | 785.400 | 5.64 | Hff | - | - | LLL | - | - | - | Xvmcepqm | 1rJ | - | 55 | 1oG+55 | - | 595.00000 |
Tranche Comments
H: Registration: 144B Pglx;
E: Registration: 144M Hjdn;
B: Registration: 144S Mvqo;
S: Registration: 144A Ahks;