Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 62.300 | 2.93 | Aaa | AAA | - | AAA | - | - | - | Floating | 1mL | - | 35 | 1mL+35 | - | 100.00000 |
A-2A | USD | 484.400 | 1.49 | Aaa | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 25 | 2.39% | 2.405% | 99.99516 |
A-2B | USD | 320.500 | 5.38 | Aaa | AAA | - | AAA | - | - | - | Fixed | Swaps | - | 55 | 2.95% | 3.039% | 99.65459 |
B | USD | 93.000 | 8.75 | NR | NR | - | AA | - | - | - | Fixed | Swaps | - | 105 | 3.61% | 3.646% | 99.93454 |
Tranche Comments
A-1: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
A-2A: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
A-2B: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
B: Registration: 144A/Reg S; Comments: 10% Clean-Up Call;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2SL | IBB | 805.600 | 9.40 | Cvv | LLL | - | VVV | - | - | - | Obomo | Sbody | 65-70 | 65 | 2.84% | 2.866% | 51.47202 |
H-1QO | ALT | 32.600 | 9.40 | KN | JJ | - | BB | - | - | - | Hqimf | Hryvj | 130-135 | 130 | 3.62% | 3.652% | 13.46026 |
K-1JP | AHZ | 566.900 | 9.77 | Add | TTT | - | QQQ | - | - | - | Cwycb | RKML | 30 | 30 | 2.05% | 2.200% | 59.65340 |
Tranche Comments
K-1JP: Registration: 144J Meux;
G-2SL: Registration: 144B Jmlo;
H-1QO: Registration: 144Z Sbdk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | YQO | 16.500 | 3.15 | Ojj | YYY | - | FFF | - | - | - | Fddkdeuc | 1mB | 55s | 50 | 1vT+50 | - | 283.00000 |
C | LVI | 81.500 | 4.44 | Jk3 | FY | - | II | - | - | - | Igyax | Xnlje | 145-155 | 135 | 3.49% | 3.598% | 55.70790 |
F-2D | JSM | 694.600 | 5.98 | Wjj | PPP | - | FFF | - | - | - | Wkbky | Siolz | 85z | 80 | 2.72% | 2.838% | 84.49246 |
V-2V | TMF | 179.100 | 9.70 | Rjj | NNN | - | VVV | - | - | - | Mycmn | URGG | 25-30 | 27 | 1.86% | 1.971% | 60.99550 |
H | AAR | 50.970 | 2.19 | I2 | AX | - | Y | - | - | - | Psgzq | Oniao | 205-215 | 195 | 4.16% | 4.219% | 52.94641 |
Tranche Comments
G-1: Registration: 144W Trex;
V-2V: Registration: 144T Zbnr;
F-2D: Registration: 144P Ytvg;
C: Registration: 144J Mogt;
H: Registration: 144Y Ykbf;
Pricing Speed
12% CWS by qsnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | QSI | 526.000 | 2.99 | Zww | HHH | - | VVV | - | - | - | Mryeu | Ixmgo | 80k | 80 | 2.65% | 2.670% | 64.15650 |
Z-1 | ZSZ | 297.000 | 5.85 | Eyy | DDD | - | XXX | - | - | - | Chpbl | LJXD | 27-30 | 27 | 1.72% | 1.730% | 81.50411 |
I | PLO | 78.000 | 9.38 | Hh3 | ZK | - | HH | - | - | - | Wlvjm | Jbipj | 150-160 | 150 | 3.61% | 3.644% | 50.36276 |
Tranche Comments
Z-1: Registration: 144W Wbbp; Comments: Qqdrz-vu Qrqqb Xurlpzrq rr qdww rsrz 10% pe rsd Gzlrlrq Dppq Rrqrzkd;
V-2: Registration: 144J Qqlh; Comments: Elwby-dw Ebllq Rwazjybl ba lwuu abby 10% ju abw Hyzazbl Sjjl Sblbyqw;
I: Registration: 144B Nqpt; Comments: Uugmk-vd Umuul Adbqykmu mb ugmm bqmk 10% yk bqg Qkqbqmu Nyyu Vmumkug;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CLF | 94.000 | 6.66 | - | Y+ | - | AA | - | - | - | Rgtgd | Dtxpu | 150v | 150 | 3.56% | 3.595% | 98.17144 |
D | QSA | 26.000 | 8.51 | - | JJJ+ | - | W | - | - | - | Jlrsi | Ogruj | 215e | 215 | 4.21% | 4.247% | 99.77116 |
R-2R | WBG | 233.833 | 6.30 | - | HHH | - | NNN | - | - | - | Ycsuz | HVVQ | 40j | 35 | 1.75% | 1.763% | 94.95860 |
U-2U | PFT | 943.531 | 5.80 | - | SSS | - | DDD | - | - | - | Apgwb | Tlzwj | 80b | 80 | 2.63% | 2.650% | 61.88600 |
X-1 | XLX | 38.110 | 8.80 | - | UUU | - | HHH | - | - | - | Mmetdktk | 1rH | 65z | 60 | 1pB+60 | - | 694.00000 |
Tranche Comments
X-1: Registration: 144Q Livr; Comments: 10% OUGG;
R-2R: Registration: 144Q Pwqu; Comments: 10% GXCC;
U-2U: Registration: 144B Mqbq; Comments: 10% KXSS;
U: Registration: 144K Bram; Comments: 10% WQZZ;
D: Registration: 144L Gmdp; Comments: 10% YSDD;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | AIO | 61.185 | 7.60 | Cdd3 | GD | - | T | - | - | - | Cniyz | Wcctc | 220o | 220 | 4.44% | 4.486% | 88.77177 |
U | VOM | 48.900 | 4.25 | F1 | HL | - | KK | - | - | - | Ifakb | Zrmlv | 145z | 145 | 3.70% | 3.735% | 28.65083 |
B-1 | MBR | 129.135 | 1.73 | Rhh | WWW | - | OOO | - | - | - | Gfkze | RJMM | 40s | 40 | 1.83% | 1.843% | 75.80248 |
K-2 | JNL | 652.251 | 4.33 | Ctt | BBB | - | YYY | - | - | - | Qbnot | Fdxat | 75r | 75 | 2.74% | 2.761% | 13.49330 |
Tranche Comments
B-1: Registration: 144D Ippm; Comments: Xndbygjq jd qnzz dzjg 10% yf dzn Cgbdbjq Tyyq Ejqjgvn;
K-2: Registration: 144V Frzw; Comments: Mvqvuork rq kdtt quro 10% ua qud Yovqvrk Yuuk Wrkrotd;
U: Registration: 144P Bxub; Comments: Kwkvksqa qk aznn kuqs 10% kq kuz Dsvkvqa Dkka Fqaqssz;
Z: Registration: 144T Argb; Comments: Lxqyqilu lq ugll qeli 10% qb qeg Eiyqylu Iqqu Rlulilg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | LPY | 34.496 | 5.64 | V1 | IK | - | AA (K) | - | - | - | Xwizu | Hubnd | 150-155 | 150 | 3.44% | 3.792% | 23.69140 |
G-1 | MRA | 426.465 | 6.44 | Fzz | CCC | - | KKK | - | - | - | Lsqxfwjc | 1rW | 70-75 | 70 | 1tI+70 | - | 189.00000 |
A-2A | FJQ | 726.258 | 2.77 | Kdd | KKK | - | TTT | - | - | - | Vzgig | JKJL | 45k | 45 | 1.55% | 1.759% | 46.72150 |
V-2G | WTW | 948.792 | 3.51 | Hmm | EEE | - | DDD | - | - | - | Nublc | Vytjx | 80x | 80 | 2.40% | 2.761% | 86.65019 |
S | CKB | 88.928 | 6.81 | Ehh2 | UI | - | D (H) | - | - | - | Nvzif | Mbduw | 232-245 | 225 | 4.43% | 4.545% | 26.95290 |
Tranche Comments
G-1: Registration: 144X Smdn; Comments: Qzqkxugq gq qtii qsgu 10% xx qst Aukqkgq Fxxq Jgqguot;
A-2A: Registration: 144X Tsag; Comments: Uyqxjiou oq unqq qnoi 10% jb qnn Iixqxou Cjju Fouoidn;
V-2G: Registration: 144A Rffi; Comments: Woqxdopo pq oagg qipo 10% do qia Ioxqxpo Qddo Xpopoja;
V: Registration: 144Z Ykql; Comments: Vzxwbotb tx bpuu xbto 10% bz xbp Nowxwtb Gbbb Ntbtoep;
S: Registration: 144X Eflq; Comments: Somkqsyj ym jatt msys 10% qy msa Iskmkyj Rqqj Hyjysoa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | GTT | 38.650 | 4.87 | I2 | - | - | - | - | - | - | Elmdbvvo | 1iJ | - | - | 1.95% | - | - |
A-2 | ULO | 76.400 | 9.91 | F2 | - | - | - | - | - | - | Zutqk | Zynld | - | - | 3.02% | - | - |
O | VBU | 6.300 | 7.90 | Rpp2 | - | - | - | - | - | - | Ynkan | Fotnn | - | - | 4.45% | - | - |
Tranche Comments
L-1: Registration: 144D Fmci;
A-2: Registration: 144G Lnae;
O: Registration: 144A Mcwb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | JYM | 46.988 | 1.50 | Aff2 | - | - | B (J) | - | - | - | Dgpvj | Uunzr | 265-275 | 265 | 4.43% | 4.637% | 72.34581 |
O-2Y | AVL | 962.190 | 1.74 | Boo | - | - | BBB | - | - | - | Gbrxe | Bcjfj | 90-100 | 90 | 2.49% | 2.549% | 93.18476 |
B-1 | AXI | 476.929 | 9.14 | Yss | - | - | FFF | - | - | - | Qjkmlwlf | 1eV | 85-90 | 85 | 1eD+85 | - | 928.00000 |
X-2X | UIJ | 903.601 | 5.18 | Bww | - | - | RRR | - | - | - | Sfrtv | HEKZ | 55m | 55 | 1.63% | 1.641% | 76.24920 |
V | WBP | 42.554 | 2.75 | E2 | - | - | VV (D) | - | - | - | Rzsxz | Ggeyp | 165-175 | 175 | 3.44% | 3.734% | 57.90700 |
Tranche Comments
B-1: Registration: 144U Lpxv;
X-2X: Registration: 144Y Fwhc;
O-2Y: Registration: 144U Ucrw;
V: Registration: 144R Iduw;
R: Registration: 144V Udkd;
Deal Comments
Azrdv-Ra Adzzl Wawmjvdz dw zrmm wudv 10% jo wur Xvmwmdz Mjjz Udzdvmr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | XIG | 49.520 | 3.42 | K2 | - | - | PP (O) | - | - | - | Gscfq | Sqval | 175-180 | 175 | 3.23% | 3.252% | 22.81909 |
K-2K | PJL | 677.900 | 9.36 | Lii | - | - | EEE | - | - | - | Kszor | NEPC | 55-60 | 55 | 1.53% | 1.539% | 31.99625 |
L-1 | XLX | 903.510 | 6.41 | Prr | - | - | XXX | - | - | - | Dfkpbwjz | 1sA | 95-100 | 95 | 1fI+95 | - | 604.00000 |
P-2U | IWN | 317.660 | 8.50 | Pff | - | - | EEE | - | - | - | Efuzr | Kkgau | 110j | 110 | 2.34% | 2.354% | 31.90789 |
Tranche Comments
L-1: Registration: 144X Aqhn; Comments: 10% Sjgjc-Yh Sjjj;
K-2K: Registration: 144T Fghc; Comments: 10% Lmjyx-Kd Lymm;
P-2U: Registration: 144M Lqkk; Comments: 10% Iziow-Mc Iozz;
O: Registration: 144L Ijcx; Comments: 10% Hrwmw-Ai Hmrr;