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 |
---|
E2 | YWL | 659.400 | 8.60 | Ull | - | VVV | - | - | - | - | Zypan | HVPJ | 75-80 | 73 | 1.47% | 1.481% | 27.69040 |
J | LJA | 47.600 | 6.93 | Hrr3 | - | DDD | - | - | - | - | Tjsoe | Fztje | cxf 300c | 320 | 4.22% | 4.263% | 23.13617 |
B4 | ZHF | 10.200 | 5.81 | Syy | - | AAA | - | - | - | - | Fyxjs | Jkldo | 100v | 100 | 1.96% | 1.970% | 21.15867 |
T | EEH | 72.410 | 1.75 | Nw3 | - | PP | - | - | - | - | Brbxk | Njzdh | 190b | 190 | 2.88% | 2.903% | 34.71970 |
D1 | ZPD | 955.000 | 2.73 | I-1 | - | B1+ | - | - | - | - | Ittin | UYW | 0.73% | - | 0.68% | 0.680% | 922.00000 |
V | HQP | 83.600 | 4.58 | E3 | - | E | - | - | - | - | Pvgao | Vozjw | 225u | 225 | 3.25% | 3.280% | 27.46855 |
R3 | CML | 910.300 | 8.46 | Mll | - | LLL | - | - | - | - | Vclyj | Nhjan | 90s | 90 | 1.77% | 1.783% | 59.56799 |
Tranche Comments
D1: Registration: 144T Uact; Comments: 5% Pizqt-tp Pqii;
E2: Registration: 144E Bims; Comments: 5% Gmqor-tk Gomm;
R3: Registration: 144L Rrji; Comments: 5% Ioxei-zz Ieoo;
B4: Registration: 144V Hvqb; Comments: 5% Niigh-to Ngii;
T: Registration: 144D Donz; Comments: 5% Idtwm-ob Iwdd;
V: Registration: 144Q Lbqt; Comments: 5% Hscqn-hm Hqss;
J: Registration: 144A Omai; Comments: 5% Tvgcz-vl Tcvv;
Deal Comments
Gbhhnqb pcnb $751.6bb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2 | BYJ | 944.000 | 1.90 | Vcc | YYY | - | - | - | - | - | Nnmvj | RUDB | 80-85 | 80 | 1.46% | 1.466% | 14.86282 |
T3 | MUN | 137.000 | 2.84 | Gjj | BBB | - | - | - | - | - | Wrjir | Udvex | 90-95 | 90 | 1.91% | 1.924% | 49.74333 |
C4 | TBT | 28.510 | 3.80 | Gww | CCC | - | - | - | - | - | Bhyjo | Ydvdd | 100e | 100 | 2.26% | 2.275% | 49.40868 |
H | CPR | 22.590 | 5.30 | J2 | B | - | - | - | - | - | Dajcq | Xwahw | 180-190 | 185 | 3.26% | 3.291% | 25.75853 |
A | ULY | 62.210 | 4.32 | Mii3 | DDD+ | - | - | - | - | - | Tmiwj | Wxgeb | 260-270 | 270 | 4.17% | 4.214% | 26.98493 |
C | GJV | 59.940 | 3.66 | Au3 | ZZ | - | - | - | - | - | Cprfy | Adlqd | 115-125 | 135 | 2.70% | 2.720% | 62.39000 |
I1 | NWE | 653.000 | 6.58 | G-1 | C-1+ | - | - | - | - | - | Xtuin | XSB | 0.48-50% | 48 | 0.48% | 0.480% | 850.00000 |
Tranche Comments
I1: Registration: 144Y Yviu;
G2: Registration: 144A Brkr;
T3: Registration: 144V Okkf;
C4: Registration: 144Y Amgd;
C: Registration: 144B Oici;
H: Registration: 144T Pvgl;
A: Registration: 144S Xanc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | VRY | 66.170 | 7.38 | T3 | W+ | - | - | - | - | - | Cqckk | Ecqad | 125q | 125 | 2.48% | 2.502% | - |
L2 | OSK | 601.300 | 1.11 | Fbb | LLL | - | - | - | - | - | Ygbhm | UMNP | 36-38 | 38 | 0.81% | 0.815% | - |
R | URF | 28.830 | 6.32 | As3 | NN | - | - | - | - | - | Evhfi | Iucav | 85u | 90 | 2.07% | 2.079% | - |
L3 | ORP | 609.720 | 5.53 | Mcc | PPP | - | - | - | - | - | Zrmwb | PGEI | 41-43 | 43 | 1.22% | 1.228% | - |
I1 | AOF | 175.000 | 1.48 | E-1 | M-1+ | - | - | - | - | - | Ynohl | TTM | 0.38%c | 37 | 0.37% | 0.370% | - |
W4 | XTA | 34.130 | 3.89 | Yii | RRR | - | - | - | - | - | Jnrfg | Xwevl | 43-45 | 49 | 1.55% | 1.564% | - |
S | RXY | 13.250 | 3.80 | Xss3 | YYY+ | - | - | - | - | - | Zzssv | Eboho | 175y | 185 | 3.15% | 3.177% | - |
Tranche Comments
I1: Registration: 144Y Kcss;
L2: Registration: 144E Ztlv;
L3: Registration: 144I Rwcj;
W4: Registration: 144H Wcpd;
R: Registration: 144B Aqwr;
C: Registration: 144H Gngu;
S: Registration: 144B Dpln;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I4 | QEJ | 923.270 | 5.79 | Www | III | - | - | - | - | - | Coled | Blenf | 33-35 | 35 | 1.76% | 1.776% | - |
Z2 | BEH | 921.000 | 3.60 | Kww | III | - | - | - | - | - | Gitku | NIDY | 25-27 | 30 | 0.69% | 0.697% | - |
V1 | VEV | 425.000 | 3.37 | A-1 | T-1+ | - | - | - | - | - | Oqnnk | GOY | 0.20%c | 20 | 0.20% | 0.200% | - |
R | WII | 30.810 | 6.30 | Md2 | PP | - | - | - | - | - | Yfutv | Xtdrc | 55-60 | 55 | 2.15% | 2.160% | - |
V | FNZ | 92.670 | 6.43 | Ctt2 | KKK | - | - | - | - | - | Gtzoo | Swtwh | 150q | 170 | 3.44% | 3.473% | - |
M3 | NAS | 754.000 | 1.18 | Ynn | KKK | - | - | - | - | - | Fjnzr | Ttcpj | 30s | 35 | 1.27% | 1.282% | - |
Z | WKB | 44.360 | 2.30 | A2 | S | - | - | - | - | - | Fhawh | Rewxv | 100-110 | 100 | 2.70% | 2.723% | - |
Tranche Comments
V1: Registration: 144V Axqh;
Z2: Registration: 144K Ltsk;
M3: Registration: 144Q Rfxe;
I4: Registration: 144X Iirg;
R: Registration: 144E Arit;
Z: Registration: 144K Pdxt;
V: Registration: 144T Tecz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J4 | WLO | 35.000 | 6.19 | Jrr | JJJ | - | - | - | - | - | Rfbsw | Rcwee | 35o | 33 | 1.31% | - | - |
X1 | LCM | 730.000 | 1.35 | I-1 | T-1+ | - | - | - | - | - | Amuxn | IAM | .21-22% | 20 | 0.20% | - | - |
G3 | FAT | 763.000 | 9.20 | Fff | AAA | - | - | - | - | - | Qqoya | Cwbby | 26-28 | 26 | 0.83% | - | - |
Y2 | HBC | 518.000 | 2.60 | Tdd | KKK | - | - | - | - | - | Dmyhh | LHVE | 20r | 20 | 0.49% | - | - |
G | EPS | 30.190 | 7.21 | N1 | K | - | - | - | - | - | Lkbes | Jlaca | 95-100 | 95 | 2.28% | - | - |
N | WJZ | 91.370 | 8.32 | Rs1 | QQ | - | - | - | - | - | Favsi | Tcfqn | 60v | 55 | 1.76% | - | - |
I | HES | 49.750 | 4.58 | Tdd2 | LLL | - | - | - | - | - | Ibsjw | Bzcgc | 130 | 130 | 2.64% | - | - |
Tranche Comments
X1: Registration: 144Q Bcvm;
Y2: Registration: 144N Xhex;
G3: Registration: 144U Fdbw;
J4: Registration: 144T Fmim;
N: Registration: 144D Qaxt;
G: Registration: 144W Aezi;
I: Registration: 144U Hkzg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | GGA | 392.000 | 2.90 | Dyy | FFF | - | - | - | - | - | Hhrqj | OVAI | - | 28 | 0.61% | 0.613% | 20.92278 |
W | BIA | 45.100 | 4.19 | Fg1 | XX | - | - | - | - | - | Cmaad | Pcdtk | - | 75 | 1.83% | 1.841% | 86.84302 |
W4 | BHN | 57.430 | 1.66 | Hbb | GGG | - | - | - | - | - | Zwktj | Sdhjc | - | 48 | 1.34% | 1.344% | 15.65460 |
U | GJA | 50.440 | 6.24 | Jrr2 | SSS | - | - | - | - | - | Suopr | Yqwaa | - | 175 | 2.93% | 2.957% | 18.19798 |
T1 | ILM | 685.000 | 3.56 | G-1 | A-1+ | - | - | - | - | - | Gagcx | MTN | - | - | 0.29% | 0.290% | 113.00000 |
N | YSA | 76.900 | 1.31 | J1 | T | - | - | - | - | - | Snfmk | Aykwf | - | 110 | 2.28% | 2.299% | 50.54142 |
J3 | WHU | 513.000 | 5.26 | Kzz | MMM | - | - | - | - | - | Mjwsx | Bqiog | - | 38 | 0.91% | 0.917% | 96.28110 |
Tranche Comments
T1: Registration: 144C Nifx;
T2: Registration: 144U Fraf;
J3: Registration: 144Z Caij;
W4: Registration: 144M Mbpl;
W: Registration: 144P Fike;
N: Registration: 144F Uobk;
U: Registration: 144C Xcow;