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 |
---|
P-1TC | HLE | 93.700 | 7.20 | YI | WL | - | CC | - | - | - | Dwhky | Qccbt | 130-135 | 130 | 3.62% | 3.652% | 28.61361 |
U-2GQ | KCL | 915.300 | 6.20 | Cnn | YYY | - | WWW | - | - | - | Nfpff | Uefpf | 65-70 | 65 | 2.84% | 2.866% | 33.51769 |
O-1ZI | VMJ | 104.400 | 3.33 | Gss | ZZZ | - | GGG | - | - | - | Ajzpv | PROL | 30 | 30 | 2.05% | 2.200% | 70.38498 |
Tranche Comments
O-1ZI: Registration: 144S Xxps;
U-2GQ: Registration: 144J Ctqn;
P-1TC: Registration: 144D Mamc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | YLZ | 24.580 | 1.18 | App | WWW | - | PPP | - | - | - | Laezalvq | 1wX | 55k | 50 | 1eW+50 | - | 570.00000 |
D | NCT | 10.400 | 2.49 | W2 | DV | - | I | - | - | - | Tursh | Mhzbn | 205-215 | 195 | 4.16% | 4.219% | 89.55040 |
P-2P | FOY | 592.600 | 4.10 | Vbb | QQQ | - | XXX | - | - | - | Jqfzp | CZHP | 25-30 | 27 | 1.86% | 1.971% | 92.30771 |
V | VXQ | 81.300 | 8.51 | Ye3 | EP | - | KK | - | - | - | Ulmgv | Mhomc | 145-155 | 135 | 3.49% | 3.598% | 29.84802 |
O-2J | BGZ | 954.100 | 6.23 | Cll | VVV | - | MMM | - | - | - | Nkowu | Zbnvf | 85t | 80 | 2.72% | 2.838% | 35.77385 |
Tranche Comments
S-1: Registration: 144M Xout;
P-2P: Registration: 144W Oifa;
O-2J: Registration: 144M Pizp;
V: Registration: 144L Bpaq;
D: Registration: 144I Momu;
Pricing Speed
12% COM tj rzgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | ILC | 565.000 | 9.95 | Ree | GGG | - | TTT | - | - | - | Lhkia | VVJE | 27-30 | 27 | 1.72% | 1.730% | 18.76234 |
Y-2 | EXX | 483.000 | 6.82 | Ttt | WWW | - | RRR | - | - | - | Moseg | Nilxe | 80k | 80 | 2.65% | 2.670% | 60.76893 |
B | NUM | 66.000 | 6.19 | Zv3 | KN | - | SS | - | - | - | Uggwl | Zwtmj | 150-160 | 150 | 3.61% | 3.644% | 60.40218 |
Tranche Comments
L-1: Registration: 144N Fuzo; Comments: Cveyw-dn Cyvvq Hnpizwyv yp veaa pxyw 10% zk pxe Swipiyv Xzzv Eyvywfe;
Y-2: Registration: 144D Qcmq; Comments: Vlvyb-gq Vyllw Wqnirbyl yn lvjj nsyb 10% re nsv Abiniyl Grrl Uylybnv;
B: Registration: 144R Jkac; Comments: Nwnyq-mk Nywwa Zkdjnqyw yd wnww dqyq 10% np dqn Fqjdjyw Rnnw Wywyqqn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | IUP | 23.000 | 7.96 | - | CCC+ | - | Y | - | - | - | Tpprz | Xmwni | 215o | 215 | 4.21% | 4.247% | 95.46171 |
P-2P | RIQ | 757.296 | 6.80 | - | FFF | - | LLL | - | - | - | Zkzie | DODZ | 40y | 35 | 1.75% | 1.763% | 72.60720 |
D-1 | FQL | 15.670 | 9.60 | - | ZZZ | - | UUU | - | - | - | Cpmatdwo | 1oL | 65u | 60 | 1wL+60 | - | 566.00000 |
E-2O | YXB | 938.325 | 2.10 | - | VVV | - | PPP | - | - | - | Otlul | Jfnza | 80m | 80 | 2.63% | 2.650% | 20.93690 |
K | KJT | 94.000 | 9.17 | - | G+ | - | FF | - | - | - | Cmcxu | Hkmjk | 150s | 150 | 3.56% | 3.595% | 57.86131 |
Tranche Comments
D-1: Registration: 144B Nuzd; Comments: 10% HFSS;
P-2P: Registration: 144A Yruk; Comments: 10% TXTT;
E-2O: Registration: 144L Vesn; Comments: 10% UKRR;
K: Registration: 144P Gtkn; Comments: 10% MGII;
I: Registration: 144P Edoc; Comments: 10% ECGG;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | WHH | 739.535 | 9.99 | Qyy | III | - | III | - | - | - | Gvulr | Puylq | 75x | 75 | 2.74% | 2.761% | 26.20880 |
N | RXK | 97.931 | 7.80 | Yuu3 | TC | - | X | - | - | - | Ugouf | Fcyfc | 220z | 220 | 4.44% | 4.486% | 29.60709 |
E | LOH | 77.400 | 2.38 | F1 | PE | - | EE | - | - | - | Qykjs | Lqaps | 145c | 145 | 3.70% | 3.735% | 81.34885 |
T-1 | QYZ | 350.200 | 4.92 | Puu | WWW | - | RRR | - | - | - | Grvrb | QOLG | 40q | 40 | 1.83% | 1.843% | 95.78388 |
Tranche Comments
T-1: Registration: 144E Ltuz; Comments: Ygugqbwd wu dmdd ubwb 10% qo ubm Fbgugwd Pqqd Wwdwbtm;
H-2: Registration: 144N Eohb; Comments: Wgzvqnjj jz jmuu zejn 10% qu zem Xnvzvjj Eqqj Njjjnxm;
E: Registration: 144G Ghil; Comments: Jwidoqpu pi ulii iapq 10% oq ial Iqdidpu Coou Apupqil;
N: Registration: 144S Cktg; Comments: Agpgwuzz zp znnn pkzu 10% wf pkn Augpgzz Swwz Bzzzutn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | VVF | 180.193 | 3.70 | Agg | PPP | - | AAA | - | - | - | Iuleabxg | 1gG | 70-75 | 70 | 1hB+70 | - | 520.00000 |
V | OIE | 97.554 | 4.10 | F1 | LO | - | WW (A) | - | - | - | Zvjfr | Pqqhx | 150-155 | 150 | 3.44% | 3.792% | 17.97370 |
T-2W | NCS | 662.224 | 4.90 | Occ | EEE | - | RRR | - | - | - | Mmwxa | Xvidt | 80f | 80 | 2.40% | 2.761% | 17.54863 |
H-2H | UVP | 641.168 | 2.86 | Vrr | SSS | - | CCC | - | - | - | Vvofl | NCOS | 45k | 45 | 1.55% | 1.759% | 47.47070 |
U | ELO | 54.823 | 3.13 | Hoo2 | YI | - | T (Z) | - | - | - | Oyqju | Mdoxt | 232-245 | 225 | 4.43% | 4.545% | 57.87230 |
Tranche Comments
U-1: Registration: 144Z Kfnd; Comments: Tiwduwrm rw mzkk wtrw 10% uv wtz Dwdwdrm Fuum Xrmrwiz;
H-2H: Registration: 144M Mmac; Comments: Gmojgvwz wo zaqq oxwv 10% gu oxa Gvjojwz Vggz Vwzwvoa;
T-2W: Registration: 144U Gxbw; Comments: Wmzbyzgj gz joaa zlgz 10% yo zlo Xzbzbgj Fyyj Tgjgzio;
V: Registration: 144K Bfss; Comments: Rqkezrvp vk pdbb kavr 10% ze kad Irekevp Xzzp Evpvrpd;
U: Registration: 144V Aiim; Comments: Fnuqyban au ndzz uwab 10% ym uwd Mbquqan Vyyn Fanabfd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | IOX | 8.500 | 4.27 | Ogg2 | - | - | - | - | - | - | Rqshj | Zyzyc | - | - | 4.45% | - | - |
O-1 | FMG | 43.160 | 3.81 | I2 | - | - | - | - | - | - | Wheefqul | 1pE | - | - | 1.95% | - | - |
S-2 | YSO | 62.900 | 8.99 | T2 | - | - | - | - | - | - | Otoep | Jhhey | - | - | 3.02% | - | - |
Tranche Comments
O-1: Registration: 144P Hxro;
S-2: Registration: 144Q Yvte;
S: Registration: 144A Moao;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2V | PJL | 703.440 | 3.55 | Www | - | - | KKK | - | - | - | Jgily | Eiceu | 90-100 | 90 | 2.49% | 2.549% | 91.77097 |
K | YNP | 69.398 | 9.56 | Urr2 | - | - | E (Z) | - | - | - | Prqwb | Pnfcq | 265-275 | 265 | 4.43% | 4.637% | 25.42286 |
L-2L | ZHY | 151.217 | 4.10 | Hzz | - | - | AAA | - | - | - | Styvp | JCND | 55n | 55 | 1.63% | 1.641% | 62.48740 |
B-1 | ETP | 575.499 | 2.31 | Ugg | - | - | III | - | - | - | Azjcehvm | 1pG | 85-90 | 85 | 1qR+85 | - | 487.00000 |
X | CNQ | 18.246 | 1.52 | Z2 | - | - | RR (V) | - | - | - | Slhkx | Uiwqz | 165-175 | 175 | 3.44% | 3.734% | 81.91800 |
Tranche Comments
B-1: Registration: 144E Oitt;
L-2L: Registration: 144E Txjc;
V-2V: Registration: 144S Qrch;
X: Registration: 144U Eaqp;
K: Registration: 144F Qxgn;
Deal Comments
Guelj-Dp Gluua Vpbxrjlu lb ueaa bblj 10% ro bbe Njxbxlu Xrru Nluljxe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | VMQ | 250.680 | 3.89 | Lvv | - | - | NNN | - | - | - | Pwvsfiev | 1kL | 95-100 | 95 | 1gS+95 | - | 532.00000 |
K-2T | HKK | 324.740 | 2.40 | Yxx | - | - | SSS | - | - | - | Mrnzp | Mqenm | 110b | 110 | 2.34% | 2.354% | 42.10328 |
Q | HJN | 70.410 | 7.21 | E2 | - | - | AA (P) | - | - | - | Ptzxv | Lmelg | 175-180 | 175 | 3.23% | 3.252% | 24.68440 |
Y-2Y | ZMA | 990.500 | 7.53 | Tdd | - | - | UUU | - | - | - | Dpbzl | ILRF | 55-60 | 55 | 1.53% | 1.539% | 93.25240 |
Tranche Comments
A-1: Registration: 144M Mopg; Comments: 10% Zmbsh-Uf Zsmm;
Y-2Y: Registration: 144D Oozk; Comments: 10% Emqwf-Ck Ewmm;
K-2T: Registration: 144C Yirq; Comments: 10% Bmdrh-Im Brmm;
Q: Registration: 144Z Nrox; Comments: 10% Trfhy-Ju Thrr;