Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-R | USD | 252.000 | 3.50 | Aaa | - | AAA | - | - | 37.00% | - | Floating | 3mL | - | 108 | 3mL+108 | - | - |
B-R | USD | 48.000 | 5.60 | Aa2 | - | NR | - | - | 25.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
C-R | USD | 22.500 | 6.20 | A2 | - | NR | - | - | 19.38% | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
D-R | USD | 23.500 | 6.50 | Baa3 | - | NR | - | - | 13.50% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
E-R | USD | 22.000 | 6.70 | Ba3 | - | NR | - | - | 8.00% | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
Tranche Comments
A-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.8
Reinvestment Period (YRS)
1.8
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-H | EQK | 68.400 | - | - | NNN- | - | - | - | - | - | Znwjumsn | 3aP | - | - | 3xW+255 | - | - |
W-G | JYB | 61.000 | - | - | OO- | - | - | - | - | - | Kckjcuhc | 3qG | - | - | 3cD+520 | - | - |
W-K | ESJ | 77.600 | - | - | GG | - | - | - | - | - | Kplpzwif | 3rV | - | - | 3qT+125 | - | - |
F-D | GEW | 8.100 | - | - | L- | - | - | - | - | - | Xtesyxtw | 3zK | - | - | 3vT+675 | - | - |
H-E | ZWL | 503.600 | - | Brr | UUU | - | - | - | - | - | Uyvfpwbd | 3aH | - | - | 3sT+80 | - | - |
Jehlsv | XWR | 91.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
D-Y | RCN | 12.000 | - | - | G | - | - | - | - | - | Brfrxisp | 3aL | - | - | 3bY+150 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-H | UEE | 231.000 | - | Enn | - | SSS | - | - | - | - | Kmofxdbq | 3tM | - | - | 3uV+115 | - | - |
G-I | IMN | 47.500 | - | S2 | - | - | - | - | - | - | Amdppjzm | 3bB | - | - | 3mW+220 | - | - |
O-O | BNU | 60.000 | - | Ml2 | - | - | - | - | - | - | Bcvccuex | 3jA | - | - | 3qQ+150 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1G | OOG | 923.000 | - | Tee | - | EEE | - | - | - | - | Ouulkvqu | 3zF | - | - | 3hI+115 | - | - |
Z-Y | EWH | 21.870 | - | Z2 | - | - | - | - | - | - | Ycxxjfvb | 3iY | - | - | 3fU+220 | - | - |
D2C | ONJ | 55.100 | - | Ny2 | - | - | - | - | - | - | Asccrqng | 3lI | - | - | 3zW+150 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1Z | BUV | 329.000 | - | Css | HHH | - | - | - | - | - | Puovhced | 3qF | - | - | 3mW+113 | - | - |
I2V | VQD | 46.000 | - | - | XX | - | - | - | - | - | Zvceowmb | 3yN | - | - | 3bY+155 | - | - |
L-O | QSO | 26.000 | - | - | E | - | - | - | - | - | Rltbelty | 3vK | - | - | 3tA+225 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1T | PIU | 88.200 | - | U2 | - | - | - | - | - | - | Ipvzalwe | 3uR | - | - | 3pG+265 | - | - |
T-1E | HVV | 35.000 | - | Pu2 | - | - | - | - | - | - | Spvjdzjt | 3gY | - | - | 3hZ+180 | - | - |
W-J | TGT | 953.900 | - | Nmm | QQQ | - | - | - | - | - | Lmmjjpfn | 3oD | - | - | 3fU+132 | - | - |
S-2Z | BHM | 21.000 | - | Di2 | - | - | - | - | - | - | Zhwmw | - | - | - | 0.037% | - | - |
T-2Q | ZJO | 54.000 | - | P2 | - | - | - | - | - | - | Xhxsd | - | - | - | 0.046% | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | BVA | 2.500 | - | Nff | KKK | - | - | - | - | - | Shybymcp | 3pO | - | - | 3cY+100 | - | - |
H | KQH | 78.000 | - | Zw2 | - | - | - | - | - | - | Gvshxmkj | 3sM | - | - | 3fH+190 | - | - |
Z | HVX | 724.000 | - | Xyy | YYY | - | - | - | - | - | Rxebahkf | 3sY | - | - | 3rW+145 | - | - |
T | WTK | 13.000 | - | Tc3 | - | - | - | - | - | - | Kuofvxxj | 3jZ | - | - | 3qY+775 | - | - |
Zcumxh | ESL | 28.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Y | IJN | 33.800 | - | L2 | - | - | - | - | - | - | Oyfjupnb | 3rQ | - | - | 3dD+260 | - | - |
P | ILX | 45.200 | - | Gtt3 | - | - | - | - | - | - | Ukcbudwq | 3cW | - | - | 3zJ+420 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | TIV | 91.000 | - | Wy2 | - | - | - | - | - | - | Bxkzwobj | 3cH | - | - | 3iM+215 | - | - |
D-2 | CVU | 3.000 | - | Hjj3 | - | - | - | - | - | - | Brehbcxt | 3wT | - | - | 3mX+475 | - | - |
X | COC | 647.000 | - | Wee | JJJ | - | - | - | - | - | Ozyxtwsv | 3sE | - | - | 3eG+150 | - | - |
T-1 | ZKJ | 74.400 | - | Fii3 | - | - | - | - | - | - | Ubzdxwrc | 3aV | - | - | 3wB+475 | - | - |
B | QCH | 34.600 | - | Y2 | - | - | - | - | - | - | Jkvbobeo | 3bJ | - | - | 3oJ+325 | - | - |
H-1 | BXH | 55.000 | - | Gu2 | - | - | - | - | - | - | Ukwoveyp | 3vX | - | - | 3mM+225 | - | - |
Lrpiml | YZJ | 39.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
W | ZXK | 5.400 | - | Mii | HHH | - | - | - | - | - | Fwmpvhii | 3mV | - | - | 3bR+100 | - | - |
K | LTJ | 80.000 | - | Qb3 | - | - | - | - | - | - | Rwjcfaoo | 3wU | - | - | 3nT+890 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PTY | 71.000 | - | Yzz3 | - | - | - | - | - | - | Njybqyro | 3tX | - | - | 3zU+380 | - | - |
T | VTM | 44.000 | - | Rz3 | - | - | - | - | - | - | Vjwcbemy | 3hT | - | - | 3cM+555 | - | - |
Dmhgbz | RVJ | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N-1 | MRU | 33.220 | - | Do2 | - | - | - | - | - | - | Oqqaekvp | 3mI | - | - | 3uM+190 | - | - |
H-2 | TTB | 20.870 | - | Rb2 | - | - | - | - | - | - | Dgrla | - | - | - | 0.039% | - | - |
R-1 | JPY | 402.000 | - | Iff | - | QQQ | - | - | - | - | Nfekletl | 3dC | - | - | 3gK+140 | - | - |
Q | ETX | 79.000 | - | N2 | - | - | - | - | - | - | Rpudvxsh | 3tR | - | - | 3cK+275 | - | - |
U | PQU | 32.000 | - | Y3 | - | - | - | - | - | - | Dujsklfx | 3tB | - | - | 3hV+675 | - | - |
U-2 | WFQ | 753.000 | - | Tjj | - | UUU | - | - | - | - | Oxdowpsb | 3oN | - | - | 3bY+142 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2Q | MLY | 21.000 | - | - | PP | - | - | - | - | - | Idxrzqff | 3bS | - | - | 3yS+176 | - | - |
I-K | XSN | 81.000 | - | - | III | - | - | - | - | - | Tykzbsdn | 3dX | - | - | 3gX+360 | - | - |
X-1R | XLB | 225.000 | - | Joo | LLL | - | - | - | - | - | Bskldyie | 3nO | - | - | 3dC+124 | - | - |
F-P | YQB | 83.000 | - | - | V | - | - | - | - | - | Qulmeiag | 3eV | - | - | 3kS+255 | - | - |
A-J | FYH | 34.000 | - | - | II | - | - | - | - | - | Gyfhwdoe | 3bQ | - | - | 3pC+555 | - | - |
Tranche Comments
X-1R: Registration: 144Q/Ewv Z;
L2Q: Registration: 144O/Qcx F;
F-P: Registration: 144U/Dpv Z;
I-K: Registration: 144V/Ion E;
A-J: Registration: 144C/Dtt B;