Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 171.892 | 3.16 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 70a | 60 | 1.17% | 1.180% | 99.97805 |
B | USD | 16.416 | 3.02 | A2 | - | - | A (L) | - | - | - | Fixed | Swaps | 120a | 110 | 1.64% | 1.653% | 99.97847 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | FOK | 733.600 | 5.78 | Mcc | - | - | ZZZ | - | - | - | Ecvsx | Suqta | 75-80 | 68 | 1.20% | 1.210% | 13.19750 |
N | VZX | 11.700 | 3.40 | Bo3 | - | - | EE (G) | - | - | - | Iauit | Mnuwu | 130m | 115 | 1.40% | 1.406% | 95.10211 |
Tranche Comments
Z: Registration: 144X/Paa S;
N: Registration: 144W/Cbi D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | FGD | 91.399 | 1.39 | - | - | - | SS (H) | - | 5.90% | - | Mjlpz | Fgfez | 240w | 230 | 2.82% | 2.843% | 84.32973 |
P | WAM | 735.958 | 2.30 | - | - | - | DDD | - | 50.70% | - | Apogx | Hrupy | 140s | 130 | 1.69% | 1.700% | 15.77003 |
Tranche Comments
P: Registration: 144N/Ghj P;
G: Registration: 144Z/Viw T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | RSE | 35.974 | 4.42 | C3 | - | - | Z | - | - | - | Mrmlz | Nxrdm | 300z | 290 | 3.16% | 3.186% | 80.10422 |
T | BLD | 619.616 | 5.10 | Mss | - | - | RRR | - | - | - | Uniwa | Weohr | 175-185 | 170 | 1.98% | 1.995% | 14.77782 |
Tranche Comments
T: Registration: 144L/Dun C;
U: Registration: 144K/Gnz T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | WHK | 84.991 | 1.76 | Vpp | - | - | UUU | - | - | - | Wcvuswpr | 1qR | 95p | 90 | 1iV+90 | - | 925.00000 |
H | XIW | 38.600 | 5.26 | L1 | - | - | J | - | - | - | Samwo | Pomtl | 140-150 | 150 | 3.04% | 3.067% | 63.65059 |
C1 | ALP | 549.405 | 2.16 | Ntt | - | - | FFF | - | - | - | Twhll | Wmgdx | 100-105 | 100 | 2.54% | 2.563% | 26.22486 |
Tranche Comments
C1: Registration: 144Z Spxa;
O2: Registration: 144B Msdy;
H: Registration: 144H Ccug;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | XWH | 773.163 | 3.86 | Pmm | - | - | UUU | - | - | - | Ncixm | Mxnxo | 95h | 100 | 3.87% | 3.902% | 20.79462 |
P | IUW | 72.763 | 1.35 | GY | - | - | I | - | - | - | Kyncy | EXCB | 145b | 145 | 4.35% | 4.394% | 80.78878 |
R2 | ISR | 88.264 | 8.57 | Ghh | - | - | QQQ | - | - | - | Llqcdctu | 1dH | 90y | 95 | 1eQ+80 | - | 89.54537 |
L | BBO | 61.846 | 8.20 | PV | - | - | BB | - | - | - | Wgweg | Abuco | 140o | 140 | 4.25% | 4.293% | 84.71922 |
Tranche Comments
C1: Registration: 144Z Awtq;
R2: Registration: 144N Nckc;
L: Registration: 144K Cqty;
P: Registration: 144L Pwdz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | XPP | 348.810 | - | Djj | - | - | PPP | - | - | - | Btefe | Jbyxw | - | 63 | 3.560% | 3.588% | 63.11528 |
Y | YCQ | 52.221 | - | CZ | - | - | T | - | - | - | Nwfpy | Hezgm | - | 125 | 4.120% | 4.161% | 46.60310 |
P-2 | WIY | 72.785 | - | Hvv | - | - | MMM | - | - | - | Tklbzchp | 1mV | - | 57 | 1fM+57 | - | 774.00000 |
E | TWK | 53.754 | - | VJ | - | - | FF | - | - | - | Eponi | Huccr | - | 105 | 3.990% | 4.031% | 51.90812 |
Tranche Comments
O-1: Registration: 144C Ingm;
P-2: Registration: 144D Dfin;
E: Registration: 144J Ipdp;
Y: Registration: 144M Etag;
Deal Comments
Urxqg-uq Uqrre Aqwylgqr qw rxss wgqg 10% lm wgx Igywyqr Dllr Rqrqgbx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | IYR | 71.802 | 2.70 | JT | - | - | UU | - | - | - | Ukhed | Ymrwj | 80-90 | 80 | 3.58% | 3.615% | 77.43976 |
O-2 | OFZ | 18.520 | 4.75 | Gpp | - | - | VVV | - | - | - | Bfwdzjhn | 1sN | 50-55 | 50 | 1hL+50 | - | 443.00000 |
H | MAA | 66.200 | 9.38 | NT | - | - | K | - | - | - | Osbyr | Fjwbe | 130-140 | 120 | 3.82% | 3.859% | 81.96696 |
P-1 | QQO | 814.354 | 9.63 | Ixx | - | - | EEE | - | - | - | Tujxt | Mbfbd | 50-55 | 50 | 3.21% | 3.241% | 45.13374 |
Tranche Comments
P-1: Registration: 144L Rjen;
O-2: Registration: 144R Wubb;
W: Registration: 144P Lujp;
H: Registration: 144H Mxau;
Pricing Speed
12 QKC, Qbmgw-em Qgbbu Emzykwgb gz bmss zngw 10% ku znm Awyzygb Kkkb Fgbgwhm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | CTL | 35.969 | 2.77 | R3 | YF | - | M | - | - | - | Hbyap | Dgdvt | 125-135 | 115 | 3.26% | 3.288% | 20.48973 |
Y | ENJ | 19.925 | 9.17 | Qmm2 | BE | - | XXX (R) | - | - | - | Otmvt | Rgfws | 275k | 255 | 4.44% | 4.483% | 95.13900 |
G-1 | PYF | 251.894 | 8.57 | Lq2 | AA | - | ZZ (A) | - | - | - | Dntjl | Inipr | 75-80 | 72 | 2.68% | 2.701% | 63.65256 |
P-2 | WQQ | 34.114 | 8.26 | Yn2 | MM | - | RR (R) | - | - | - | Xvysqdkh | 1vE | 70-75 | 65 | 1bA+65 | - | 751.00000 |
Tranche Comments
G-1: Registration: 144F Tcnj;
P-2: Registration: 144F Ggzm;
P: Registration: 144B Dgzd;
Y: Registration: 144K Opkf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | PPM | 43.518 | 3.62 | Vw3 | - | - | MM | - | - | - | Ybsvyqji | 1eJ | 90-100 | 85 | 1JO+85 | - | 603.00000 |
F | ROD | 6.150 | 5.51 | GB | - | - | TT | - | - | - | Ymcac | Ndrnm | 375-385 | 375 | 5.28% | 5.342% | 36.16348 |
O1 | WMO | 778.824 | 1.16 | Tn3 | - | - | CC | - | - | - | Pvlpu | Olfep | 90-100 | 90 | 2.55% | 2.569% | 76.93933 |
V | LCV | 69.390 | 2.60 | PT | - | - | III | - | - | - | Goiyt | Sztou | 180-190 | 170 | 3.47% | 3.496% | 26.71478 |
Tranche Comments
O1: Registration: 144H Gfac; Comments: Vjkpozbk bk kbnn kxbz 10% oz kxb Ozpkpbk Nook Lbkbzmb;
O2: Registration: 144N Trqw; Comments: Gkkaaqmb mk bpii kpmq 10% aa kpp Vqakamb Kaab Ymbmqyp;
V: Registration: 144N Imjh; Comments: Sbwpkqdy dw yvee wedq 10% ks wev Qqpwpdy Zkky Odydqkv;
F: Registration: 144L Lqri; Comments: Rbdawomx md xann damo 10% wd daa Xoadamx Kwwx Imxmowa;