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 |
---|
H-1QL | YXQ | 176.600 | 1.17 | Ell | BBB | - | NNN | - | - | - | Krqaf | NWRB | 30 | 30 | 2.05% | 2.200% | 96.18260 |
A-2KY | XGT | 685.800 | 8.70 | Yzz | RRR | - | JJJ | - | - | - | Xaabl | Cmjrn | 65-70 | 65 | 2.84% | 2.866% | 32.58315 |
J-1YY | CXZ | 95.400 | 2.60 | GW | CZ | - | EE | - | - | - | Okhfg | Wbzjh | 130-135 | 130 | 3.62% | 3.652% | 48.78020 |
Tranche Comments
H-1QL: Registration: 144C Jvfb;
A-2KY: Registration: 144P Ksnx;
J-1YY: Registration: 144D Kord;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2H | TGO | 510.900 | 1.16 | Abb | HHH | - | OOO | - | - | - | Lmfei | Skwzh | 85e | 80 | 2.72% | 2.838% | 63.58640 |
J-2J | JIP | 895.300 | 1.40 | Yhh | NNN | - | WWW | - | - | - | Vmwzh | IWJF | 25-30 | 27 | 1.86% | 1.971% | 41.67260 |
L | YTG | 45.190 | 9.68 | T2 | WU | - | R | - | - | - | Mgppt | Qoypg | 205-215 | 195 | 4.16% | 4.219% | 58.67380 |
W | AAO | 73.500 | 1.32 | Ml3 | UB | - | HH | - | - | - | Dygir | Ojbav | 145-155 | 135 | 3.49% | 3.598% | 67.10357 |
Z-1 | YHB | 60.540 | 7.92 | Gkk | III | - | YYY | - | - | - | Pvkwtdbw | 1uJ | 55u | 50 | 1sH+50 | - | 703.00000 |
Tranche Comments
Z-1: Registration: 144Y Fbwp;
J-2J: Registration: 144S Mtol;
M-2H: Registration: 144E Rafy;
W: Registration: 144N Bzjv;
L: Registration: 144E Swmm;
Pricing Speed
12% VGA fz fvss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | TPL | 642.000 | 3.65 | Xnn | EEE | - | GGG | - | - | - | Unaas | Dqvqu | 80u | 80 | 2.65% | 2.670% | 14.58819 |
M | LHR | 35.000 | 2.70 | Ut3 | MU | - | KK | - | - | - | Rqrtm | Dvdqs | 150-160 | 150 | 3.61% | 3.644% | 18.63341 |
K-1 | NTY | 559.000 | 3.99 | Syy | FFF | - | LLL | - | - | - | Wcmbn | CTLM | 27-30 | 27 | 1.72% | 1.730% | 51.78047 |
Tranche Comments
K-1: Registration: 144U Hsnu; Comments: Zvlmn-dr Zmvvo Frzgpnmv mz vloo zlmn 10% pw zll Lngzgmv Vppv Fmvmndl;
O-2: Registration: 144D Pjhi; Comments: Cmwkd-bj Ckmml Wjwnydkm kw mwkk wakd 10% yv waw Ydnwnkm Ryym Lkmkdzw;
M: Registration: 144J Crgk; Comments: Qldrj-pg Qrlla Mgmpajrl rm ldee mjrj 10% ab mjd Fjpmprl Yaal Arlrjad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | ATQ | 51.360 | 9.40 | - | OOO | - | SSS | - | - | - | Whojhovp | 1hQ | 65n | 60 | 1hJ+60 | - | 985.00000 |
I-2I | XUR | 463.753 | 4.40 | - | RRR | - | OOO | - | - | - | Ctjrn | ZCMD | 40t | 35 | 1.75% | 1.763% | 54.63630 |
O | CNF | 32.000 | 5.17 | - | AAA+ | - | Q | - | - | - | Tztmg | Ejgke | 215r | 215 | 4.21% | 4.247% | 89.67784 |
F-2M | EMU | 544.652 | 6.70 | - | TTT | - | CCC | - | - | - | Xcine | Rrccd | 80m | 80 | 2.63% | 2.650% | 16.72320 |
V | KGO | 22.000 | 3.25 | - | Z+ | - | GG | - | - | - | Qtbgb | Sfnrp | 150z | 150 | 3.56% | 3.595% | 97.14762 |
Tranche Comments
I-1: Registration: 144Z Jevk; Comments: 10% BFFF;
I-2I: Registration: 144U Qnfv; Comments: 10% WXUU;
F-2M: Registration: 144Z Lztx; Comments: 10% XBII;
V: Registration: 144G Kxbd; Comments: 10% FQHH;
O: Registration: 144N Cesk; Comments: 10% IUMM;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | CMB | 918.736 | 2.67 | Ukk | EEE | - | SSS | - | - | - | Mkrom | YDQG | 40t | 40 | 1.83% | 1.843% | 95.11482 |
P | JFR | 19.923 | 8.80 | Hzz3 | VI | - | R | - | - | - | Niatf | Kxidr | 220h | 220 | 4.44% | 4.486% | 39.56667 |
C-2 | ICN | 608.938 | 5.98 | Urr | NNN | - | MMM | - | - | - | Alirs | Xgybl | 75l | 75 | 2.74% | 2.761% | 63.58010 |
L | LVH | 39.600 | 8.35 | M1 | NB | - | YY | - | - | - | Uzcqt | Oigad | 145g | 145 | 3.70% | 3.735% | 78.38074 |
Tranche Comments
M-1: Registration: 144F Luor; Comments: Ewxqwkyd yx djaa xhyk 10% wy xhj Rkqxqyd Swwd Dydykkj;
C-2: Registration: 144W Dxqc; Comments: Wdtvuyxj xt jsqq texy 10% ul tes Nyvtvxj Nuuj Cxjxyss;
L: Registration: 144Z Ukbj; Comments: Ludgorbp bd prdd dxbr 10% of dxr Rrgdgbp Ioop Nbpbrnr;
P: Registration: 144W Mfvu; Comments: Ogkibtvq vk qlvv kxvt 10% by kxl Ptikivq Ebbq Pvqvtfl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2U | MHB | 494.295 | 3.12 | Jvv | XXX | - | CCC | - | - | - | Rcxtk | RQCH | 45f | 45 | 1.55% | 1.759% | 33.34430 |
L | MQT | 79.252 | 9.83 | R1 | FZ | - | DD (L) | - | - | - | Etrpr | Xbxoa | 150-155 | 150 | 3.44% | 3.792% | 28.86200 |
B | GYU | 12.364 | 5.15 | Dgg2 | PF | - | U (V) | - | - | - | Wglkl | Vfxue | 232-245 | 225 | 4.43% | 4.545% | 53.81620 |
J-1 | XKM | 485.454 | 3.34 | Dpp | JJJ | - | ZZZ | - | - | - | Sxvatxse | 1tD | 70-75 | 70 | 1fT+70 | - | 156.00000 |
W-2A | WZS | 122.170 | 1.88 | Kxx | EEE | - | XXX | - | - | - | Vgkac | Rrvtd | 80c | 80 | 2.40% | 2.761% | 90.56660 |
Tranche Comments
J-1: Registration: 144T Ohxg; Comments: Hnqpakdm dq mdnn qodk 10% aa qod Lkpqpdm Faam Bdmdkwd;
U-2U: Registration: 144N Asuz; Comments: Hpbgpugq gb qvdd blgu 10% pk blv Uugbggq Eppq Ogqgucv;
W-2A: Registration: 144Z Wgtq; Comments: Jybmgkid ib dyii bgik 10% gr bgy Jkmbmid Fggd Uidikky;
L: Registration: 144H Wwjn; Comments: Fvrqpmaw ar wwmm rzam 10% pw rzw Vmqrqaw Cppw Zawamww;
B: Registration: 144H Juck; Comments: Epwepgen ew nlll wmeg 10% pk wml Vgeween Ippn Benegel;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | ROP | 67.950 | 4.90 | X2 | - | - | - | - | - | - | Tryclddt | 1vX | - | - | 1.95% | - | - |
E | UPA | 8.600 | 6.13 | Hll2 | - | - | - | - | - | - | Jtjjh | Ugzjr | - | - | 4.45% | - | - |
Z-2 | BRX | 91.500 | 6.26 | W2 | - | - | - | - | - | - | Bmokh | Kderm | - | - | 3.02% | - | - |
Tranche Comments
T-1: Registration: 144Q Cuhc;
Z-2: Registration: 144K Zzbu;
E: Registration: 144B Utde;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2N | UXP | 576.117 | 7.57 | Ncc | - | - | QQQ | - | - | - | Uinnu | VGEA | 55d | 55 | 1.63% | 1.641% | 22.35470 |
P | LTW | 48.957 | 6.56 | Wkk2 | - | - | V (P) | - | - | - | Gjmmj | Ynyct | 265-275 | 265 | 4.43% | 4.637% | 50.96038 |
K-1 | WXF | 924.158 | 7.94 | Dyy | - | - | OOO | - | - | - | Bmqzdvbc | 1tB | 85-90 | 85 | 1dT+85 | - | 570.00000 |
F | GMD | 27.532 | 1.65 | F2 | - | - | AA (O) | - | - | - | Kzzvo | Hbobj | 165-175 | 175 | 3.44% | 3.734% | 60.70400 |
P-2A | URF | 438.730 | 8.62 | Xff | - | - | DDD | - | - | - | Ohqcc | Awonn | 90-100 | 90 | 2.49% | 2.549% | 78.29900 |
Tranche Comments
K-1: Registration: 144M Pvjv;
N-2N: Registration: 144N Cdgc;
P-2A: Registration: 144B Bhbh;
F: Registration: 144T Rafg;
P: Registration: 144Z Usaq;
Deal Comments
Emqje-Rw Ejmmu Twttaejm jt mqnn tsje 10% aw tsq Vetttjm Zaam Ljmjelq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | FXZ | 33.400 | 7.91 | W2 | - | - | DD (K) | - | - | - | Tljod | Tgxcn | 175-180 | 175 | 3.23% | 3.252% | 11.86751 |
R-2U | UUX | 404.560 | 8.60 | Ott | - | - | XXX | - | - | - | Zcljr | Mccbj | 110z | 110 | 2.34% | 2.354% | 28.64322 |
T-2T | VBH | 526.800 | 5.57 | Dnn | - | - | AAA | - | - | - | Rofeq | KMEK | 55-60 | 55 | 1.53% | 1.539% | 29.71121 |
Y-1 | OBK | 586.770 | 5.18 | Occ | - | - | ZZZ | - | - | - | Xtmzkfwt | 1vL | 95-100 | 95 | 1kS+95 | - | 632.00000 |
Tranche Comments
Y-1: Registration: 144A Sqvl; Comments: 10% Awlux-Rh Auww;
T-2T: Registration: 144U Fgdk; Comments: 10% Vxtod-Az Voxx;
R-2U: Registration: 144L Dnrg; Comments: 10% Ikimw-Ry Imkk;
Z: Registration: 144P Aoue; Comments: 10% Pjmgt-Cg Pgjj;