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-1 | UNV | 834.850 | 3.98 | Bhh | - | - | WWW | - | - | - | Afwblcug | 1pR | 53-55 | 50 | 1sE+50 | - | 190.00000 |
R | CHD | 50.256 | 6.45 | Ykk2 | - | - | PPP (V) | - | - | - | Kfmsh | Qjbmr | 140y | 135 | 4.17% | 4.214% | 90.51308 |
W-2 | FFQ | 804.760 | 1.95 | Dtt | - | - | VVV | - | - | - | Fzbmo | WAME | 53-55 | 50 | 3.23% | 3.260% | 31.83858 |
N | HLL | 54.873 | 5.20 | F2 | - | - | P (W) | - | - | - | Opkoi | Wrfqz | 100y | 95 | 3.77% | 3.809% | 41.29735 |
R | JUS | 33.864 | 2.30 | - | - | - | BBB | - | - | - | Bolxi | Txdpo | 300e | 275 | 5.55% | 5.617% | 19.95644 |
A | UKA | 99.503 | 5.42 | Oy2 | - | - | OO (B) | - | - | - | Vtgsc | Druuv | 85i | 82 | 3.64% | 3.673% | 95.23378 |
Tranche Comments
Z-1: First Pay: 2018-06-11; Registration: 144W Cker;
W-2: First Pay: 2018-06-11; Registration: 144C Bfnb;
A: First Pay: 2018-06-11; Registration: 144A Bkwt;
N: First Pay: 2018-06-11; Registration: 144H Hdcr;
R: First Pay: 2018-06-11; Registration: 144I Rmwk;
R: First Pay: 2018-06-11; Registration: 144H Iskc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | XQQ | 314.200 | 5.82 | Eii | - | - | ZZZ | - | - | - | Sxupumll | 1xC | 70-75 | 65 | 1dA+65 | - | 779.00000 |
K-2 | BOE | 372.530 | 4.39 | Cff | - | - | CCC | - | - | - | Dybor | TKPR | 70-75 | 65 | 2.13% | 2.146% | 91.49433 |
R | JTA | 66.433 | 7.10 | Zr2 | - | - | UU (A) | - | - | - | Lllqr | Utxfo | 140-150 | 130 | 2.88% | 2.907% | 57.89118 |
B | URX | 55.741 | 1.10 | R2 | - | - | S (M) | - | - | - | Phbuq | Cllge | 170-180 | 155 | 3.14% | 3.164% | 12.90767 |
F | EAV | 37.825 | 5.21 | Iee2 | - | - | WWW (C) | - | - | - | Nimrp | Ekfuc | 225-250 | 210 | 3.69% | 3.722% | 63.38202 |
B | RWZ | 40.664 | 5.40 | QL | - | - | FFF | - | - | - | Pfsno | Kcoay | 400n | 425 | 5.80% | 5.877% | 89.78662 |
Tranche Comments
M-1: Registration: 144N Mufk;
K-2: Registration: 144X Vqtu;
R: Registration: 144D Hjam;
B: Registration: 144B Ltgd;
F: Registration: 144Y Ueoi;
B: Registration: 144R Kpqg;
Pricing Speed
100% RRT hm Fdhhvdhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | YXR | 965.100 | 9.74 | Cff | - | - | YYY | - | - | - | Gberhboy | 1pR | 115f | 110 | 1yV+110 | - | 265.00000 |
A | KCY | 75.500 | 4.15 | KQ | - | - | UUU | - | - | - | - | - | - | - | - | - | Retained |
C | COV | 8.300 | 9.18 | Att2 | - | - | KKK (D) | - | - | - | Zpkwzyom | 1kL | 325b | 335 | 1yZ+335 | - | 264.00000 |
V | TCO | 8.500 | 2.67 | G2 | - | - | C (F) | - | - | - | Bvokeqwi | 1eL | 250s | 250 | 1mA+250 | - | 628.00000 |
C | HXE | 19.200 | 7.50 | Zm2 | - | - | QQ (K) | - | - | - | Xcdvreac | 1fE | 220j | 220 | 1tU+220 | - | 183.00000 |
U2 | INI | 954.000 | 5.14 | Vdd | - | - | NNN | - | - | - | Ynirb | PYMG | 115a | 110 | 1.96% | 1.969% | 20.68316 |
Tranche Comments
J1: Registration: 144K Czew;
U2: Registration: 144R Aalc;
C: Registration: 144R Ipoy;
V: Registration: 144A Fgdu;
C: Registration: 144Q Zxgz;
A: Registration: 144Z Deqp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | FRI | 6.830 | 1.47 | Fh2 | - | - | LL (U) | - | - | - | Zvxrphyr | 1pV | - | 105 | 1fB+105 | - | 590.00000 |
M | UQZ | 805.800 | 2.98 | Roo | - | - | AAA | - | - | - | Bhuelevv | 1fY | - | 57 | 1sN+57 | - | 797.00000 |
N | QJH | 22.730 | 9.18 | KC | - | - | TTT | - | - | - | - | - | - | - | - | - | Retained |
O | QKB | 2.630 | 6.40 | S2 | - | - | D (C) | - | - | - | Bxbwyzzd | 1yA | - | 150 | 1jG+150 | - | 857.00000 |
W | YUZ | 3.870 | 5.64 | Xzz2 | - | - | YYY (H) | - | - | - | Uwfjtcbt | 1lN | - | 190 | 1oE+190 | - | 368.00000 |
Tranche Comments
M: Registration: 144C Ibzu;
D: Registration: 144G Scsm;
O: Registration: 144P Cxfq;
W: Registration: 144J Arvw;
N: Registration: 144R Pijx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | CYI | 155.300 | 4.17 | Ruu | - | - | CCC | - | - | - | Mlscuklp | 1tA | 42-44 | 40 | 1bE+40 | - | 826.00000 |
D4 | BBW | 16.500 | 8.99 | DS | - | - | JJJ | - | - | - | Nvxvxjwj | 1aP | 200-210 | 195 | 1vV+195 | - | 490.00000 |
Y2I | ATH | 9.800 | 5.79 | U2 | - | - | M (V) | - | - | - | Wqrhwjfu | 1iZ | 120-130 | 115 | 1kV+115 | - | 881.00000 |
S2S | LGV | 86.230 | 1.23 | Qh2 | - | - | WW (O) | - | - | - | Lseajyxz | 1vD | 80-90 | 75 | 1rK+75 | - | 570.00000 |
B3 | PXP | 3.600 | 1.63 | Laa2 | - | - | KKK (U) | - | - | - | Jcewhcwa | 1kZ | 155-165 | 150 | 1kJ+150 | - | 380.00000 |
Tranche Comments
K1: Registration: 144I Soqx;
S2S: Registration: 144R Xast;
Y2I: Registration: 144Y Scbb;
B3: Registration: 144D Qrwh;
D4: Registration: 144E Mgdz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | REE | 198.100 | 3.86 | Vqq | - | - | KKK | - | - | - | Tvyavdbd | 1pB | - | 55 | 1eC+55 | - | 167.00000 |
S | BGL | 36.300 | 5.34 | Ct2 | - | - | QQ | - | - | - | Umylhhtr | 1fR | - | 105 | 1aB+105 | - | 169.00000 |
Z | NOU | 65.600 | 3.97 | Bss2 | - | - | CCC | - | - | - | Tshufrof | 1dA | - | 200 | 1mF+200 | - | 883.00000 |
A | TAK | 47.500 | 8.37 | N2 | - | - | T | - | - | - | Dbmywink | 1wD | - | 145 | 1cI+145 | - | 477.00000 |
Tranche Comments
K: Registration: 144J Gztu;
S: Registration: 144E Hrcj;
A: Registration: 144B Ietu;
Z: Registration: 144A Qzzn;