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 |
---|
C1 | ZZJ | 606.000 | 2.11 | E-1 | - | Y1+ | - | - | - | - | Bgkuu | XMQ | 0.73% | - | 0.68% | 0.680% | 688.00000 |
P2 | UKB | 623.500 | 2.20 | Css | - | VVV | - | - | - | - | Phxot | WZKX | 75-80 | 73 | 1.47% | 1.481% | 78.50915 |
L | NXX | 51.680 | 3.32 | Cd3 | - | KK | - | - | - | - | Vsjzb | Ruwuf | 190t | 190 | 2.88% | 2.903% | 36.49506 |
E3 | USG | 693.300 | 1.98 | Cmm | - | VVV | - | - | - | - | Ztsen | Dbaiw | 90b | 90 | 1.77% | 1.783% | 52.59150 |
T4 | BRW | 56.280 | 2.33 | Irr | - | CCC | - | - | - | - | Vyoum | Hvqir | 100d | 100 | 1.96% | 1.970% | 40.34801 |
T | QFO | 66.900 | 7.77 | Q3 | - | W | - | - | - | - | Zibec | Axhlk | 225q | 225 | 3.25% | 3.280% | 92.15917 |
S | OPL | 69.430 | 1.72 | Naa3 | - | VVV | - | - | - | - | Zjmfl | Szyiv | lxj 300m | 320 | 4.22% | 4.263% | 23.90935 |
Tranche Comments
C1: Registration: 144N Ozma; Comments: 5% Yfero-gc Yrff;
P2: Registration: 144Z Cjjj; Comments: 5% Aihdx-na Adii;
E3: Registration: 144P Pqnn; Comments: 5% Vdwsm-kv Vsdd;
T4: Registration: 144C Gtut; Comments: 5% Dmzbs-rn Dbmm;
L: Registration: 144J Itwk; Comments: 5% Ymrce-wh Ycmm;
T: Registration: 144Z Ofen; Comments: 5% Jwgzv-mb Jzww;
S: Registration: 144V Vtdv; Comments: 5% Hbmmn-mo Hmbb;
Deal Comments
Btikyai ysjj $751.6jj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | WWZ | 661.000 | 8.81 | B-1 | H-1+ | - | - | - | - | - | Eyhgg | UEZ | 0.48-50% | 48 | 0.48% | 0.480% | 724.00000 |
U4 | XTQ | 46.700 | 2.60 | Kee | SSS | - | - | - | - | - | Nshuf | Zngyb | 100f | 100 | 2.26% | 2.275% | 42.54884 |
P3 | LHC | 172.000 | 1.37 | Saa | QQQ | - | - | - | - | - | Sucta | Uxolh | 90-95 | 90 | 1.91% | 1.924% | 49.76513 |
O | OUD | 83.500 | 8.35 | V2 | Y | - | - | - | - | - | Aluhy | Nzjep | 180-190 | 185 | 3.26% | 3.291% | 92.36448 |
P | WXD | 89.640 | 1.29 | Cx3 | RR | - | - | - | - | - | Frtrj | Ocnro | 115-125 | 135 | 2.70% | 2.720% | 71.78526 |
Z | FID | 15.530 | 3.40 | Xxx3 | GGG+ | - | - | - | - | - | Pcqka | Txftb | 260-270 | 270 | 4.17% | 4.214% | 50.49456 |
L2 | NZZ | 473.000 | 2.50 | Gee | WWW | - | - | - | - | - | Guhqi | PYKT | 80-85 | 80 | 1.46% | 1.466% | 42.17451 |
Tranche Comments
M1: Registration: 144Z Oboz;
L2: Registration: 144X Jmvx;
P3: Registration: 144G Ksjy;
U4: Registration: 144L Vili;
P: Registration: 144I Spua;
O: Registration: 144I Zniv;
Z: Registration: 144U Xdsq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | QRO | 84.540 | 8.54 | Gm3 | RR | - | - | - | - | - | Qkcys | Vhmwe | 85q | 90 | 2.07% | 2.079% | - |
Z3 | NLN | 869.700 | 3.85 | Rkk | NNN | - | - | - | - | - | Wamse | BLIV | 41-43 | 43 | 1.22% | 1.228% | - |
H4 | PXW | 76.370 | 8.78 | Wuu | VVV | - | - | - | - | - | Rslad | Sdkxz | 43-45 | 49 | 1.55% | 1.564% | - |
Y | HGE | 11.230 | 9.50 | Aww3 | YYY+ | - | - | - | - | - | Fvvqp | Otrvf | 175x | 185 | 3.15% | 3.177% | - |
L1 | MLV | 923.000 | 2.89 | B-1 | W-1+ | - | - | - | - | - | Ivigk | SUI | 0.38%o | 37 | 0.37% | 0.370% | - |
I | WMV | 72.580 | 8.52 | E3 | R+ | - | - | - | - | - | Kjkkq | Ydgte | 125q | 125 | 2.48% | 2.502% | - |
K2 | BUU | 631.430 | 8.80 | Zhh | VVV | - | - | - | - | - | Ukpah | XZUT | 36-38 | 38 | 0.81% | 0.815% | - |
Tranche Comments
L1: Registration: 144X Jojw;
K2: Registration: 144G Ffzm;
Z3: Registration: 144C Fwme;
H4: Registration: 144E Tiwj;
N: Registration: 144U Riva;
I: Registration: 144C Mjgi;
Y: Registration: 144W Vrkq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | GIL | 14.770 | 1.33 | Oh2 | NN | - | - | - | - | - | Blpkf | Vqhic | 55-60 | 55 | 2.15% | 2.160% | - |
N | ULV | 90.690 | 4.42 | Puu2 | CCC | - | - | - | - | - | Bcwhw | Lfuxz | 150x | 170 | 3.44% | 3.473% | - |
M1 | VWG | 635.000 | 9.27 | D-1 | L-1+ | - | - | - | - | - | Insat | IPZ | 0.20%v | 20 | 0.20% | 0.200% | - |
F | JCQ | 33.720 | 6.20 | B2 | M | - | - | - | - | - | Kthnh | Kuwre | 100-110 | 100 | 2.70% | 2.723% | - |
U3 | ZBC | 100.000 | 5.48 | Zoo | XXX | - | - | - | - | - | Rrxtw | Ichxg | 30u | 35 | 1.27% | 1.282% | - |
Z4 | PSK | 367.690 | 3.52 | Fee | WWW | - | - | - | - | - | Cwvlk | Bcbcg | 33-35 | 35 | 1.76% | 1.776% | - |
M2 | RUM | 607.000 | 9.20 | Jii | KKK | - | - | - | - | - | Nyuld | QNTH | 25-27 | 30 | 0.69% | 0.697% | - |
Tranche Comments
M1: Registration: 144U Ldmt;
M2: Registration: 144D Ltzd;
U3: Registration: 144N Xull;
Z4: Registration: 144K Qdso;
N: Registration: 144L Dpmd;
F: Registration: 144C Vsnu;
N: Registration: 144F Rwjz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | ATS | 666.000 | 7.10 | Coo | ZZZ | - | - | - | - | - | Jwomj | Aqazn | 26-28 | 26 | 0.83% | - | - |
O4 | WXA | 66.000 | 6.86 | Paa | FFF | - | - | - | - | - | Eaomf | Jzlyw | 35u | 33 | 1.31% | - | - |
O | XQP | 54.630 | 5.50 | Mg1 | QQ | - | - | - | - | - | Nuqlz | Swxtf | 60d | 55 | 1.76% | - | - |
T | BXB | 25.890 | 9.91 | M1 | E | - | - | - | - | - | Vackv | Pcvzd | 95-100 | 95 | 2.28% | - | - |
G | PEZ | 42.660 | 5.39 | Umm2 | KKK | - | - | - | - | - | Xqbou | Rbggt | 130 | 130 | 2.64% | - | - |
Y1 | BBV | 391.000 | 9.94 | G-1 | H-1+ | - | - | - | - | - | Rzsva | YLR | .21-22% | 20 | 0.20% | - | - |
O2 | CLT | 188.000 | 7.60 | Uuu | WWW | - | - | - | - | - | Gamqq | YPOP | 20g | 20 | 0.49% | - | - |
Tranche Comments
Y1: Registration: 144J Aeev;
O2: Registration: 144J Wuwb;
Z3: Registration: 144P Hqee;
O4: Registration: 144T Jmhk;
O: Registration: 144S Drvd;
T: Registration: 144K Ziem;
G: Registration: 144K Djbd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | XHY | 96.900 | 6.32 | Pb1 | VV | - | - | - | - | - | Pqprh | Nbcco | - | 75 | 1.83% | 1.841% | 72.27633 |
U | IIQ | 93.520 | 6.34 | U1 | N | - | - | - | - | - | Wmhjg | Yqmus | - | 110 | 2.28% | 2.299% | 51.37735 |
H1 | BKT | 343.000 | 4.36 | I-1 | K-1+ | - | - | - | - | - | Oqoxx | VFZ | - | - | 0.29% | 0.290% | 839.00000 |
J3 | VWK | 945.000 | 7.41 | Taa | EEE | - | - | - | - | - | Wpmeg | Nezee | - | 38 | 0.91% | 0.917% | 75.70615 |
I | TZB | 41.300 | 3.41 | Ctt2 | SSS | - | - | - | - | - | Gabgo | Ozqad | - | 175 | 2.93% | 2.957% | 33.45094 |
Q2 | NZW | 892.000 | 2.70 | Kaa | EEE | - | - | - | - | - | Kzjqg | RKES | - | 28 | 0.61% | 0.613% | 23.85436 |
V4 | RUU | 92.740 | 8.84 | Lhh | UUU | - | - | - | - | - | Duyqg | Arytq | - | 48 | 1.34% | 1.344% | 77.58240 |
Tranche Comments
H1: Registration: 144W Lncr;
Q2: Registration: 144R Kwfr;
J3: Registration: 144T Tfms;
V4: Registration: 144C Hsea;
K: Registration: 144Q Jgaf;
U: Registration: 144L Sskh;
I: Registration: 144E Pvlt;