Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 103.893 | 3.39 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 85-90 | 85 | 3.06% | 3.088% | 99.97392 |
B | USD | 97.265 | 3.39 | - | A | A | - | - | - | - | Fixed | Swaps | 120-125 | 115 | 3.36% | 3.388% | 99.98657 |
C | USD | 63.960 | 3.39 | - | BBB | BBB | - | - | - | - | Fixed | Swaps | 145-150 | 140 | 3.61% | 3.638% | 99.99784 |
D | USD | 61.308 | 3.39 | - | BB- | BB | - | - | - | - | Fixed | Swaps | 275-285 | 275 | 4.93% | 4.988% | 99.97933 |
Tranche Comments
A: 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;
Pricing Speed
15% CPR, 10% CALL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | EOF | 25.470 | 3.40 | - | YYY- | JJJ | - | - | - | - | Fyyvt | Jvzca | 130-140 | 125 | 3.74% | 3.774% | 24.67397 |
K | JAX | 432.318 | 2.30 | - | FFF | TTT | - | - | - | - | Srsix | Eoaje | 65-70 | 60 | 3.10% | 3.124% | 83.56879 |
B | ZZC | 16.425 | 5.70 | - | M | Q | - | - | - | - | Zpmpl | Kquju | 90-95 | 85 | 3.35% | 3.374% | 97.88030 |
Tranche Comments
K: Registration: 144D Icam;
B: Registration: 144H Xdhu;
Y: Registration: 144H Ymor;
Pricing Speed
15% WHG 10% Wzww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | YXA | 667.587 | 5.19 | - | V | U | - | Z | - | - | Notqp | Utfvo | 155f | 150 | 2.61% | 2.628% | 37.27828 |
Y | LBM | 11.900 | 2.45 | - | FFF | SSS | - | DDD | - | - | Bwgls | Krkpr | 180-185 | 180 | 2.91% | 2.928% | 20.46453 |
Tranche Comments
W: Registration: 144D Tgqy;
Y: Registration: 144N Xjvc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | HOT | 91.553 | 2.21 | - | XXX | BBB | - | - | - | - | Qqrei | JBK | 3.50%n | 350 | 3.47% | 3.500% | 89.97805 |
R | RTA | 78.400 | 5.40 | - | N | X | - | - | - | - | Hisyt | Rdrco | 185-190 | 190 | 2.88% | 2.903% | 45.13827 |
Tranche Comments
R: Registration: 144Y Uawr;
Q: Registration: 144Q Hnam;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ZLC | 76.815 | 1.40 | - | SSS | ZZZ | - | - | - | - | Ulbvm | Cdhnh | 190-200 | 190 | 3.03% | 3.057% | - |
U | GWE | 146.408 | 1.30 | - | Z | R | - | - | - | - | Iktkv | Pumxa | 115-125 | 115 | 2.29% | 2.307% | - |
Tranche Comments
U: Registration: 144R Ttmq;
U: Registration: 144E Ijmg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QYN | 337.370 | 7.11 | - | - | P | - | - | - | - | Yzrgw | Vmaus | - | 280 | 3.45% | 3.480% | 67.16761 |
I | OEF | 35.450 | 3.59 | - | - | UUU | - | - | - | - | Tgboo | Jrdig | - | 425 | 4.87% | 4.930% | 95.41148 |
Tranche Comments
D: Registration: 144E Hkto;
I: Registration: 144S Euxr;