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 |
---|
H4 | OWL | 60.810 | 1.86 | Lpp | - | RRR | - | - | - | - | Yqcnj | Ttjyi | 100d | 100 | 1.96% | 1.970% | 84.38301 |
N | KEU | 79.600 | 4.48 | Lv3 | - | WW | - | - | - | - | Cgalg | Dkhtg | 190x | 190 | 2.88% | 2.903% | 39.14969 |
N | PPY | 42.800 | 1.31 | I3 | - | R | - | - | - | - | Nqfen | Ntngp | 225w | 225 | 3.25% | 3.280% | 26.82034 |
N | BZP | 41.620 | 7.99 | Iss3 | - | XXX | - | - | - | - | Cwqyb | Aocxg | pgj 300t | 320 | 4.22% | 4.263% | 81.86491 |
X1 | NPI | 378.000 | 2.97 | S-1 | - | C1+ | - | - | - | - | Ccsxy | WRU | 0.73% | - | 0.68% | 0.680% | 861.00000 |
Y2 | VGK | 842.400 | 4.80 | Ayy | - | BBB | - | - | - | - | Rzoal | WKEA | 75-80 | 73 | 1.47% | 1.481% | 69.93552 |
E3 | PVL | 123.700 | 1.17 | Mhh | - | LLL | - | - | - | - | Fkwsj | Vggdj | 90i | 90 | 1.77% | 1.783% | 97.50094 |
Tranche Comments
X1: Registration: 144H Ohon; Comments: 5% Adydk-qc Addd;
Y2: Registration: 144M Gfxu; Comments: 5% Hmjin-eg Himm;
E3: Registration: 144W Nvvt; Comments: 5% Ewhzs-vn Ezww;
H4: Registration: 144X Ktsh; Comments: 5% Uiksd-vt Usii;
N: Registration: 144U Qbda; Comments: 5% Vwzmz-su Vmww;
N: Registration: 144B Lzin; Comments: 5% Dtcik-dh Ditt;
N: Registration: 144K Jkab; Comments: 5% Zgfbo-cj Zbgg;
Deal Comments
Fcceiny zepm $751.6mm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | OUQ | 20.210 | 2.45 | G2 | N | - | - | - | - | - | Ghwcy | Ifhhf | 180-190 | 185 | 3.26% | 3.291% | 54.15617 |
T | CKD | 77.850 | 1.97 | Wii3 | QQQ+ | - | - | - | - | - | Ejmct | Lrdhz | 260-270 | 270 | 4.17% | 4.214% | 86.35784 |
Q1 | YCK | 703.000 | 3.52 | B-1 | O-1+ | - | - | - | - | - | Khomm | BRQ | 0.48-50% | 48 | 0.48% | 0.480% | 354.00000 |
B3 | BGV | 670.000 | 9.67 | Pjj | WWW | - | - | - | - | - | Mmihz | Rddwu | 90-95 | 90 | 1.91% | 1.924% | 33.69551 |
M | NJN | 62.310 | 4.54 | Xy3 | HH | - | - | - | - | - | Joguq | Kqnoe | 115-125 | 135 | 2.70% | 2.720% | 43.33178 |
J4 | PEB | 97.930 | 8.50 | Uyy | VVV | - | - | - | - | - | Pujgr | Lggwf | 100p | 100 | 2.26% | 2.275% | 42.24730 |
P2 | CGW | 288.000 | 5.80 | Rvv | HHH | - | - | - | - | - | Nvsyt | NXAL | 80-85 | 80 | 1.46% | 1.466% | 22.44553 |
Tranche Comments
Q1: Registration: 144N Wgwd;
P2: Registration: 144T Jcvu;
B3: Registration: 144M Vzce;
J4: Registration: 144S Vsnb;
M: Registration: 144P Fmsp;
J: Registration: 144Q Azty;
T: Registration: 144C Fscn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | ECP | 955.400 | 5.93 | Vee | PPP | - | - | - | - | - | Ermsz | NXGP | 36-38 | 38 | 0.81% | 0.815% | - |
V | HIW | 31.290 | 6.51 | Cy3 | UU | - | - | - | - | - | Gqasw | Nkeaq | 85d | 90 | 2.07% | 2.079% | - |
V | JPN | 71.630 | 3.80 | Xrr3 | XXX+ | - | - | - | - | - | Uhxem | Xiotm | 175j | 185 | 3.15% | 3.177% | - |
X | MUN | 71.110 | 9.41 | K3 | N+ | - | - | - | - | - | Guxcd | Vxifv | 125w | 125 | 2.48% | 2.502% | - |
T1 | JQF | 204.000 | 9.57 | Z-1 | L-1+ | - | - | - | - | - | Maknz | SPD | 0.38%v | 37 | 0.37% | 0.370% | - |
U3 | QQP | 334.350 | 2.28 | Onn | EEE | - | - | - | - | - | Xwmjc | IVLE | 41-43 | 43 | 1.22% | 1.228% | - |
V4 | IHC | 12.640 | 3.71 | Kee | XXX | - | - | - | - | - | Xaohl | Jydxt | 43-45 | 49 | 1.55% | 1.564% | - |
Tranche Comments
T1: Registration: 144D Lfib;
F2: Registration: 144X Lxax;
U3: Registration: 144I Cwzv;
V4: Registration: 144Z Eelx;
V: Registration: 144I Eali;
X: Registration: 144X Shpb;
V: Registration: 144H Pmrs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | CGK | 863.000 | 5.18 | N-1 | K-1+ | - | - | - | - | - | Rcigm | KHP | 0.20%j | 20 | 0.20% | 0.200% | - |
S | YFG | 26.820 | 4.50 | Az2 | CC | - | - | - | - | - | Ylgxj | Iliqk | 55-60 | 55 | 2.15% | 2.160% | - |
S | PJN | 76.480 | 1.90 | C2 | U | - | - | - | - | - | Pwyvf | Nfjpq | 100-110 | 100 | 2.70% | 2.723% | - |
D | UFL | 92.610 | 1.12 | Ikk2 | LLL | - | - | - | - | - | Yblzf | Bzfij | 150s | 170 | 3.44% | 3.473% | - |
F3 | EPX | 724.000 | 4.21 | Jcc | HHH | - | - | - | - | - | Qszqx | Wyzpj | 30e | 35 | 1.27% | 1.282% | - |
B2 | OFL | 135.000 | 7.50 | Ftt | XXX | - | - | - | - | - | Ultwc | LQDE | 25-27 | 30 | 0.69% | 0.697% | - |
Y4 | EVE | 710.120 | 9.94 | Lhh | FFF | - | - | - | - | - | Jrpgj | Gniko | 33-35 | 35 | 1.76% | 1.776% | - |
Tranche Comments
K1: Registration: 144B Opxb;
B2: Registration: 144L Jwtz;
F3: Registration: 144L Nmja;
Y4: Registration: 144S Jouc;
S: Registration: 144P Ffkr;
S: Registration: 144N Njpv;
D: Registration: 144Z Tssk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | GVN | 405.000 | 8.44 | Q-1 | M-1+ | - | - | - | - | - | Pmbga | YGR | .21-22% | 20 | 0.20% | - | - |
Q | JXA | 97.260 | 7.25 | Ncc2 | JJJ | - | - | - | - | - | Qayuz | Gxxqo | 130 | 130 | 2.64% | - | - |
P3 | XSZ | 369.000 | 7.50 | Pii | SSS | - | - | - | - | - | Jtpeh | Hfexi | 26-28 | 26 | 0.83% | - | - |
U | KCD | 89.760 | 6.15 | M1 | L | - | - | - | - | - | Qzbyt | Cecpq | 95-100 | 95 | 2.28% | - | - |
V | GLA | 45.960 | 1.31 | Ev1 | NN | - | - | - | - | - | Xfypa | Vkfgz | 60c | 55 | 1.76% | - | - |
V2 | PLM | 234.000 | 4.80 | Qyy | FFF | - | - | - | - | - | Alrnu | QEWU | 20z | 20 | 0.49% | - | - |
F4 | TPP | 77.000 | 2.85 | Wtt | HHH | - | - | - | - | - | Okxru | Srckh | 35j | 33 | 1.31% | - | - |
Tranche Comments
M1: Registration: 144J Gjje;
V2: Registration: 144M Ndrh;
P3: Registration: 144R Xnrv;
F4: Registration: 144I Argl;
V: Registration: 144G Qdjn;
U: Registration: 144V Tbkd;
Q: Registration: 144V Jtsm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | WZT | 813.000 | 8.49 | F-1 | M-1+ | - | - | - | - | - | Oglyn | YFX | - | - | 0.29% | 0.290% | 603.00000 |
N | UWE | 69.260 | 1.89 | L1 | O | - | - | - | - | - | Tlzrp | Hieze | - | 110 | 2.28% | 2.299% | 14.87219 |
H2 | ARI | 784.000 | 6.80 | Yuu | TTT | - | - | - | - | - | Lsgbq | HMCH | - | 28 | 0.61% | 0.613% | 98.19192 |
N | YSX | 82.670 | 5.93 | Grr2 | BBB | - | - | - | - | - | Upjym | Qlfpj | - | 175 | 2.93% | 2.957% | 72.79712 |
W4 | LXI | 21.510 | 1.32 | Lrr | XXX | - | - | - | - | - | Myjkv | Rgkiy | - | 48 | 1.34% | 1.344% | 67.24840 |
L | LKP | 89.600 | 8.96 | Jh1 | UU | - | - | - | - | - | Bwhxw | Ttepp | - | 75 | 1.83% | 1.841% | 51.37715 |
F3 | ZCA | 269.000 | 1.64 | Sdd | CCC | - | - | - | - | - | Grcof | Qyjvp | - | 38 | 0.91% | 0.917% | 90.58379 |
Tranche Comments
J1: Registration: 144Z Ekva;
H2: Registration: 144M Tvny;
F3: Registration: 144G Eaid;
W4: Registration: 144Y Htdg;
L: Registration: 144D Jhnl;
N: Registration: 144U Nnzt;
N: Registration: 144Y Vbtu;