| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NQR | 27.379 | 7.90 | 3.58 | QZ | - | - | - | MM- | 72.56% | - | Fxzeszlu | 1kR | 190x | 190 | 1zP+190 | - | 598.00000 |
| A | NLO | 42.199 | 2.20 | 2.52 | ZZ | - | - | - | M- | 31.50% | - | Jnecolmn | 1hK | 215-225 | 205 | 1wK+205 | - | 133.00000 |
| L | LZB | 60.880 | 5.30 | 6.60 | FM | - | - | - | MMM- | 87.50% | - | Bmejhkbr | 1pR | 360-375 | 345 | 1iT+345 | - | 847.00000 |
| Jugll | NNQ | 38.650 | - | - | YP | - | - | - | IF | 5.00% | - | - | - | - | - | - | - | Retained |
| T | HIL | 59.634 | 6.90 | 6.80 | QY | - | - | - | CCC | 52.36% | - | Rauduahc | 1uV | 290-300 | 280 | 1qR+280 | - | 597.00000 |
| F | AFU | 272.222 | 6.26 | 3.95 | Vii | - | - | - | UUU | 20.00% | - | Gsjxzckd | 1pI | 122-125 | 122 | 1xM+122 | - | 631.00000 |
| PY | FLA | 69.629 | 8.80 | 7.24 | HC | - | - | - | MMM | 24.68% | - | Lwdudarw | 1pH | 155g | 155 | 1eA+155 | - | 877.00000 |
| S | NVR | 43.376 | 4.74 | 6.10 | VY | - | - | - | Q- | 50.13% | - | - | - | - | - | - | - | Retained |
| S | UTL | 84.590 | 3.11 | 3.10 | KY | - | - | - | HH- | 39.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144F/Hvf Q;
PY: Registration: 144F/Zdx D;
D: Registration: 144G/Fre L;
A: Registration: 144C/Dvc W;
T: Registration: 144A/Ccy X;
L: Registration: 144Z/Fru P;
S: Registration: 144H/Vys V;
S: Registration: 144K/Phm M;
Jugll: Registration: 144D/Mro O;
WA U/W NOI Debt Yield
5.4%