Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 71.152 | 3.40 | - | AAA | - | - | AAA | - | - | Fixed | Swaps | 95-100 | 100 | 2.80% | 2.818% | 99.99490 |
B | USD | 36.724 | 3.40 | - | A | - | - | A | - | - | Fixed | Swaps | 120-125 | 120 | 2.99% | 3.018% | 99.97091 |
C | USD | 35.194 | 3.40 | - | BBB+ | - | - | BBB | - | - | Fixed | Swaps | 155a | 155 | 3.34% | 3.368% | 99.98552 |
D | USD | 7.650 | 3.40 | - | BBB | - | - | BBB- | - | - | Fixed | Swaps | 225-235 | 225 | 4.03% | 4.068% | 99.98777 |
Tranche Comments
A: First Pay: 2019-07-15; Registration: 144A Only;
B: First Pay: 2019-07-15; Registration: 144A Only;
C: First Pay: 2019-07-15; Registration: 144A Only;
D: First Pay: 2019-07-15; Registration: 144A Only;
Pricing Speed
15% CPR, 15% CALL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | GCK | 984.100 | 1.29 | - | Y | - | - | Q | - | - | Inyht | Oygmx | 120-125 | 115 | 2.82% | 2.840% | 50.89890 |
O | ZZR | 67.960 | 9.56 | - | OOO | - | - | KKK | - | - | Ptqlq | Bwtqr | 185-190 | 175 | 3.41% | 3.440% | 41.48347 |
Tranche Comments
G: Registration: 144Z Smke;
O: Registration: 144I Vjek;
Deal Comments
Gwwvwcw h 15% CDS yv yrc Maykvshh Scecwaykvs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | RYC | 923.930 | 4.75 | - | O | - | - | M | - | - | Qpcrf | Ourqr | 150x | 150 | 2.79% | 2.809% | - |
K | UAQ | 91.950 | 8.86 | - | YYY+ | - | - | BBB+ | - | - | Dgyrj | Otrim | 200-210 | 200 | 3.28% | 3.309% | - |
Tranche Comments
B: Registration: 144Y Vmlg;
K: Registration: 144H Pkgg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | ZVX | 95.110 | 7.10 | - | QQQ+ | - | - | - | - | - | Bjyzy | Gtidq | - | - | 3.96% | 4.000% | 38.19180 |
C | QRP | 369.800 | 5.10 | - | Q | - | - | - | - | - | Csbhk | Pfqtl | - | - | 3.10% | 3.125% | 33.35235 |
Tranche Comments
C: Registration: 144Q Bhjd;
J: Registration: 144D Fewt;