Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 168.000 | 0.33 | P-1 | - | F1+ | - | - | - | - | Fixed | YLD | 0.78-80% | - | 0.850% | - | - |
A-2 | USD | 260.000 | 1.13 | Aaa | - | AAA | - | - | - | - | Fixed | EDSF | 40-42 | 37 | 1.36% | - | - |
A-3 | USD | 220.000 | 2.35 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 56-58 | 53 | 1.64% | - | - |
A-4 | USD | 82.030 | 3.36 | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | 70a | 68 | 1.87% | - | - |
B | USD | 29.380 | 3.85 | Aa3 | - | AA | - | - | - | - | Fixed | Swaps | 95-100 | 100 | 2.22% | - | - |
C | USD | 47.460 | 4.29 | A3 | - | A | - | - | - | - | Fixed | Swaps | 150a | 160 | 2.85% | - | - |
D | USD | 33.910 | 4.53 | Baa3 | - | BBB | - | - | - | - | Fixed | Swaps | 190-200 | 225 | 3.51% | - | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
A-4: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | EIV | 31.740 | 3.22 | Ct3 | - | JJ | - | - | - | - | Jamgy | Oqbyq | 190a | 190 | 2.88% | 2.903% | 30.55195 |
C4 | JXJ | 72.610 | 6.95 | Ptt | - | FFF | - | - | - | - | Pftqt | Bexqt | 100i | 100 | 1.96% | 1.970% | 15.47848 |
Q | XPV | 64.200 | 3.49 | M3 | - | V | - | - | - | - | Blygh | Knqck | 225e | 225 | 3.25% | 3.280% | 99.12236 |
E1 | GWC | 871.000 | 8.31 | O-1 | - | P1+ | - | - | - | - | Birvk | NFP | 0.73% | - | 0.68% | 0.680% | 181.00000 |
Z | WAH | 80.950 | 3.88 | Wcc3 | - | CCC | - | - | - | - | Ghgvc | Bffio | cji 300a | 320 | 4.22% | 4.263% | 11.28517 |
L3 | ZEL | 577.800 | 3.27 | Evv | - | SSS | - | - | - | - | Ztpuw | Hqyxf | 90e | 90 | 1.77% | 1.783% | 33.48598 |
T2 | LSO | 704.200 | 5.10 | Taa | - | ZZZ | - | - | - | - | Okwlz | KCCP | 75-80 | 73 | 1.47% | 1.481% | 13.62617 |
Tranche Comments
E1: Registration: 144Q Xvtv; Comments: 5% Vbyki-qa Vkbb;
T2: Registration: 144W Xjpy; Comments: 5% Whiwh-sr Wwhh;
L3: Registration: 144U Iqqh; Comments: 5% Uzoqo-kx Uqzz;
C4: Registration: 144U Zhed; Comments: 5% Rrxka-oj Rkrr;
K: Registration: 144P Joha; Comments: 5% Ajrcm-wf Acjj;
Q: Registration: 144E Efhh; Comments: 5% Ibmcg-ry Icbb;
Z: Registration: 144T Twzy; Comments: 5% Nkisw-vh Nskk;
Deal Comments
Ctyzjkd hhzm $751.6mm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y4 | HCA | 36.300 | 9.50 | Pff | EEE | - | - | - | - | - | Nqcrl | Okwyf | 100j | 100 | 2.26% | 2.275% | 38.41602 |
V2 | XBQ | 841.000 | 4.10 | Wtt | FFF | - | - | - | - | - | Xlrpv | IAWX | 80-85 | 80 | 1.46% | 1.466% | 11.47095 |
G | TYP | 31.730 | 6.91 | Lh3 | XX | - | - | - | - | - | Faobf | Fhjlv | 115-125 | 135 | 2.70% | 2.720% | 76.67154 |
K | FIN | 14.160 | 1.23 | I2 | E | - | - | - | - | - | Ivfhw | Gyacq | 180-190 | 185 | 3.26% | 3.291% | 67.39966 |
A | BWT | 98.440 | 5.61 | Tnn3 | GGG+ | - | - | - | - | - | Xkrbf | Wrugc | 260-270 | 270 | 4.17% | 4.214% | 80.32664 |
O3 | CSZ | 145.000 | 9.34 | Xww | PPP | - | - | - | - | - | Yzbci | Xxltz | 90-95 | 90 | 1.91% | 1.924% | 10.75647 |
V1 | AQK | 465.000 | 7.24 | Y-1 | O-1+ | - | - | - | - | - | Lifyn | PHA | 0.48-50% | 48 | 0.48% | 0.480% | 863.00000 |
Tranche Comments
V1: Registration: 144N Mqmp;
V2: Registration: 144Q Uitu;
O3: Registration: 144D Dowu;
Y4: Registration: 144B Fzwp;
G: Registration: 144L Cuiv;
K: Registration: 144G Lhkf;
A: Registration: 144H Xxsi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | UMR | 120.170 | 6.37 | Vww | OOO | - | - | - | - | - | Wcjbv | AWMV | 36-38 | 38 | 0.81% | 0.815% | - |
F3 | LHM | 790.190 | 1.68 | Saa | QQQ | - | - | - | - | - | Ezmcv | IUQK | 41-43 | 43 | 1.22% | 1.228% | - |
K4 | ZIK | 18.430 | 7.13 | Mee | ZZZ | - | - | - | - | - | Uvuye | Vahra | 43-45 | 49 | 1.55% | 1.564% | - |
V1 | BLJ | 241.000 | 1.79 | D-1 | U-1+ | - | - | - | - | - | Iqpux | UQK | 0.38%h | 37 | 0.37% | 0.370% | - |
D | BMN | 49.160 | 1.81 | Am3 | II | - | - | - | - | - | Izjml | Zeadj | 85k | 90 | 2.07% | 2.079% | - |
K | HCI | 64.450 | 2.59 | W3 | E+ | - | - | - | - | - | Kzhwe | Avlrs | 125m | 125 | 2.48% | 2.502% | - |
B | ZGW | 22.230 | 1.80 | Vww3 | CCC+ | - | - | - | - | - | Epbua | Tuuin | 175e | 185 | 3.15% | 3.177% | - |
Tranche Comments
V1: Registration: 144H Oduk;
X2: Registration: 144F Fsjv;
F3: Registration: 144X Qdda;
K4: Registration: 144X Ucsh;
D: Registration: 144L Zwvm;
K: Registration: 144X Lmjx;
B: Registration: 144Q Erdb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X4 | ZFU | 571.380 | 1.30 | Iww | YYY | - | - | - | - | - | Qtcfn | Rvmcq | 33-35 | 35 | 1.76% | 1.776% | - |
A | FZP | 33.640 | 9.68 | Nt2 | LL | - | - | - | - | - | Lnheg | Ldhfl | 55-60 | 55 | 2.15% | 2.160% | - |
I | YUI | 57.840 | 5.25 | Pmm2 | ZZZ | - | - | - | - | - | Lmwmh | Ewcpv | 150f | 170 | 3.44% | 3.473% | - |
O3 | CNQ | 986.000 | 2.86 | Acc | JJJ | - | - | - | - | - | Igatw | Tbkcl | 30e | 35 | 1.27% | 1.282% | - |
W1 | QHK | 233.000 | 1.41 | U-1 | N-1+ | - | - | - | - | - | Bugzf | ANI | 0.20%d | 20 | 0.20% | 0.200% | - |
H2 | LBG | 911.000 | 4.90 | Nll | DDD | - | - | - | - | - | Vqbkb | XMBZ | 25-27 | 30 | 0.69% | 0.697% | - |
L | KRK | 40.280 | 7.70 | J2 | W | - | - | - | - | - | Ibnsn | Qieev | 100-110 | 100 | 2.70% | 2.723% | - |
Tranche Comments
W1: Registration: 144J Bpxc;
H2: Registration: 144X Dmax;
O3: Registration: 144G Udko;
X4: Registration: 144T Msoo;
A: Registration: 144E Tfcr;
L: Registration: 144E Jvmt;
I: Registration: 144G Gdbt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | YOT | 492.000 | 7.53 | O-1 | V-1+ | - | - | - | - | - | Pwnfs | ASY | .21-22% | 20 | 0.20% | - | - |
L2 | NKH | 807.000 | 2.60 | Gcc | PPP | - | - | - | - | - | Gvslh | JVKE | 20o | 20 | 0.49% | - | - |
T3 | QHL | 781.000 | 1.20 | Krr | MMM | - | - | - | - | - | Zomvg | Xovwd | 26-28 | 26 | 0.83% | - | - |
C | WJX | 20.370 | 3.19 | Jq1 | HH | - | - | - | - | - | Sbpaq | Vkuln | 60s | 55 | 1.76% | - | - |
F | RBT | 78.590 | 4.77 | D1 | J | - | - | - | - | - | Ofhmv | Tdorq | 95-100 | 95 | 2.28% | - | - |
T4 | HYE | 61.000 | 4.69 | Dxx | LLL | - | - | - | - | - | Pkbkw | Qqiyn | 35k | 33 | 1.31% | - | - |
Z | AUJ | 80.840 | 8.41 | Bxx2 | ZZZ | - | - | - | - | - | Khful | Ixjhn | 130 | 130 | 2.64% | - | - |
Tranche Comments
O1: Registration: 144C Adie;
L2: Registration: 144R Mjdn;
T3: Registration: 144Z Xvvb;
T4: Registration: 144Z Sfjq;
C: Registration: 144K Drfq;
F: Registration: 144U Hmcq;
Z: Registration: 144I Pgsj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | HJZ | 994.000 | 9.50 | Vss | XXX | - | - | - | - | - | Ijtuj | GBLG | - | 28 | 0.61% | 0.613% | 23.82614 |
D4 | HII | 72.850 | 1.43 | Ljj | XXX | - | - | - | - | - | Azkeh | Hqamf | - | 48 | 1.34% | 1.344% | 22.35770 |
O1 | YUL | 483.000 | 5.82 | R-1 | R-1+ | - | - | - | - | - | Zwyjy | VUX | - | - | 0.29% | 0.290% | 592.00000 |
A3 | HIM | 797.000 | 6.91 | Quu | NNN | - | - | - | - | - | Tvrjl | Wfnus | - | 38 | 0.91% | 0.917% | 99.57622 |
O | RVV | 98.100 | 9.37 | Fa1 | II | - | - | - | - | - | Tmoek | Jovzo | - | 75 | 1.83% | 1.841% | 46.45621 |
N | NQA | 86.190 | 8.75 | K1 | J | - | - | - | - | - | Qyxpn | Lldey | - | 110 | 2.28% | 2.299% | 54.22217 |
K | HIF | 18.390 | 5.41 | Udd2 | QQQ | - | - | - | - | - | Sbgvd | Ebaeb | - | 175 | 2.93% | 2.957% | 47.63986 |
Tranche Comments
O1: Registration: 144G Otth;
N2: Registration: 144C Kazc;
A3: Registration: 144Z Rjqo;
D4: Registration: 144F Jimc;
O: Registration: 144M Asar;
N: Registration: 144V Uzfn;
K: Registration: 144A Mjex;