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 | WME | 848.590 | 6.56 | Vxx | - | - | III | - | - | - | Hrsgs | WNBG | 53-55 | 50 | 3.23% | 3.260% | 99.99899 |
D-1 | UUA | 295.100 | 4.84 | Qww | - | - | VVV | - | - | - | Ayqvdxsc | 1gW | 53-55 | 50 | 1vZ+50 | - | 143.00000 |
L | LCT | 98.160 | 4.53 | W2 | - | - | C (A) | - | - | - | Ebhro | Cjzyi | 100b | 95 | 3.77% | 3.809% | 66.10342 |
J | CKM | 23.319 | 4.22 | Hxx2 | - | - | YYY (D) | - | - | - | Ozrmd | Qtujj | 140o | 135 | 4.17% | 4.214% | 26.66562 |
P | BTI | 64.840 | 4.62 | Oi2 | - | - | TT (K) | - | - | - | Kqrvr | Hjzai | 85p | 82 | 3.64% | 3.673% | 25.64262 |
D | MYU | 33.425 | 9.10 | - | - | - | AAA | - | - | - | Hvczb | Amhyr | 300t | 275 | 5.55% | 5.617% | 16.40114 |
Tranche Comments
D-1: First Pay: 2018-06-11; Registration: 144Z Mwkz;
G-2: First Pay: 2018-06-11; Registration: 144K Nxpq;
P: First Pay: 2018-06-11; Registration: 144X Chlk;
L: First Pay: 2018-06-11; Registration: 144H Hidn;
J: First Pay: 2018-06-11; Registration: 144T Wzhl;
D: First Pay: 2018-06-11; Registration: 144E Pcfg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | TGQ | 23.743 | 1.27 | Z2 | - | - | E (J) | - | - | - | Ytmbe | Pqttv | 170-180 | 155 | 3.14% | 3.164% | 54.41155 |
L-1 | GCX | 609.580 | 1.63 | Qoo | - | - | PPP | - | - | - | Jukssvzx | 1tI | 70-75 | 65 | 1aX+65 | - | 777.00000 |
X-2 | NUC | 596.190 | 9.61 | Yss | - | - | QQQ | - | - | - | Pgwow | RGRP | 70-75 | 65 | 2.13% | 2.146% | 68.96576 |
T | ZFL | 85.840 | 4.99 | Xw2 | - | - | JJ (J) | - | - | - | Xlmbp | Ojccv | 140-150 | 130 | 2.88% | 2.907% | 62.34229 |
R | WLV | 47.574 | 2.94 | Skk2 | - | - | RRR (E) | - | - | - | Yrvsf | Bfbvp | 225-250 | 210 | 3.69% | 3.722% | 18.41976 |
V | PLV | 59.224 | 3.94 | JG | - | - | OOO | - | - | - | Oqxvr | Fdghd | 400j | 425 | 5.80% | 5.877% | 83.70279 |
Tranche Comments
L-1: Registration: 144S Kuoz;
X-2: Registration: 144Z Ecdf;
T: Registration: 144D Vedd;
Z: Registration: 144L Cihd;
R: Registration: 144I Xfgv;
V: Registration: 144Y Qowu;
Pricing Speed
100% GGH qn Gdqzuvqe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | TLH | 15.300 | 4.32 | Kv2 | - | - | UU (E) | - | - | - | Dqwqivki | 1nC | 220p | 220 | 1uL+220 | - | 382.00000 |
S | GOW | 1.200 | 2.18 | Brr2 | - | - | TTT (N) | - | - | - | Oqjetjav | 1oF | 325u | 335 | 1lM+335 | - | 588.00000 |
M2 | IAW | 126.000 | 6.40 | Wrr | - | - | GGG | - | - | - | Jskay | EVGZ | 115v | 110 | 1.96% | 1.969% | 93.97356 |
P1 | UCV | 320.400 | 2.55 | Hpp | - | - | GGG | - | - | - | Jeklhriq | 1iL | 115f | 110 | 1uG+110 | - | 646.00000 |
O | NEM | 8.400 | 7.50 | B2 | - | - | A (D) | - | - | - | Tshhiyiy | 1yC | 250a | 250 | 1zQ+250 | - | 755.00000 |
K | GFK | 65.400 | 9.40 | MT | - | - | OOO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1: Registration: 144Z Acpt;
M2: Registration: 144E Ajow;
T: Registration: 144I Kzaq;
O: Registration: 144D Eznf;
S: Registration: 144E Vkio;
K: Registration: 144A Xeaw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | YTQ | 18.590 | 4.80 | CM | - | - | FFF | - | - | - | - | - | - | - | - | - | Retained |
J | JSG | 721.700 | 3.64 | Pee | - | - | FFF | - | - | - | Mvmfluod | 1qD | - | 57 | 1oI+57 | - | 422.00000 |
M | JSS | 2.290 | 6.56 | Rpp2 | - | - | QQQ (C) | - | - | - | Hfbcowzn | 1fW | - | 190 | 1jG+190 | - | 454.00000 |
I | JVR | 9.760 | 9.43 | Ea2 | - | - | QQ (P) | - | - | - | Pjxvoxac | 1iA | - | 105 | 1qN+105 | - | 141.00000 |
W | ITS | 2.370 | 4.40 | V2 | - | - | R (G) | - | - | - | Cpyluepj | 1xF | - | 150 | 1iP+150 | - | 422.00000 |
Tranche Comments
J: Registration: 144A Xxni;
I: Registration: 144W Lojw;
W: Registration: 144K Tvew;
M: Registration: 144W Vouh;
K: Registration: 144L Lnom;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | GCK | 839.200 | 7.88 | Xss | - | - | BBB | - | - | - | Oeszdsee | 1yA | 42-44 | 40 | 1zC+40 | - | 995.00000 |
I2W | OKF | 6.600 | 3.34 | C2 | - | - | D (F) | - | - | - | Hlkbxban | 1pC | 120-130 | 115 | 1yM+115 | - | 981.00000 |
U3 | XQO | 5.900 | 9.63 | Wyy2 | - | - | LLL (W) | - | - | - | Acfxcfju | 1kZ | 155-165 | 150 | 1zK+150 | - | 800.00000 |
P4 | XCH | 36.300 | 2.63 | ZF | - | - | QQQ | - | - | - | Yjuceflh | 1tI | 200-210 | 195 | 1lR+195 | - | 151.00000 |
R2R | XMJ | 37.710 | 6.15 | Yk2 | - | - | XX (I) | - | - | - | Lsrwdpeh | 1vB | 80-90 | 75 | 1kC+75 | - | 612.00000 |
Tranche Comments
H1: Registration: 144X Prfd;
R2R: Registration: 144Q Zpiq;
I2W: Registration: 144L Suud;
U3: Registration: 144H Ukvr;
P4: Registration: 144K Uzfy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | YSZ | 92.600 | 7.53 | Fn2 | - | - | RR | - | - | - | Exuemorh | 1pM | - | 105 | 1oG+105 | - | 954.00000 |
N | RWR | 91.600 | 7.56 | M2 | - | - | F | - | - | - | Tsentxhn | 1iI | - | 145 | 1dF+145 | - | 272.00000 |
N | VYZ | 14.300 | 7.39 | Xcc2 | - | - | UUU | - | - | - | Gvxuvypq | 1pF | - | 200 | 1oO+200 | - | 864.00000 |
X | PHQ | 793.400 | 8.90 | Kqq | - | - | KKK | - | - | - | Mdzskvrx | 1vQ | - | 55 | 1fZ+55 | - | 222.00000 |
Tranche Comments
X: Registration: 144R Ojdp;
H: Registration: 144Q Vekz;
N: Registration: 144G Yopy;
N: Registration: 144B Mjjx;