| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | CFH | 8.451 | 9.50 | - | - | KKK | CCC | - | FFF | 63.00% | 15.1% | Lqxtq | Wwmiv | 22 | 28 | 0.79% | 0.777% | 68.25200 |
| P-3 | QYP | 603.000 | 9.62 | - | - | OOO | XXX | - | GGG | 12.00% | 79.4% | Pnuxb | Jivaa | NXN-2 | 71 | 2.44% | 2.321% | 940.57055 |
| K-4 | WQL | 800.150 | 2.79 | - | - | HHH | UUU | - | BBB | 22.00% | 27.5% | Eayjf | Gmwoa | 75 | 73 | 2.73% | 2.389% | 765.63541 |
| R | OKS | 32.630 | 67.90 | - | - | WG | KKK- | - | RRR- | 6.87% | 48.9% | Viobq | Gkjok | 350-360 | 325 | 2.50% | 4.917% | 25.54557 |
| R-2 | VTQ | 34.917 | 5.29 | - | - | QQQ | SSS | - | YYY | 31.00% | 41.3% | Ropak | Grcxr | 50 | 55 | 1.52% | 1.511% | 40.77612 |
| D-A | ABC | 84.636 | 6.62 | - | - | OOO | EEE | - | BBB | 31.63% | 32.6% | Muvoh | Gnurx | 100 | 95 | 2.95% | 2.609% | 766.98260 |
| R | RPY | 23.253 | 63.10 | - | - | GU | YYY | - | FFF | 3.67% | 55.4% | Oufih | Dgtik | 255 | 230 | 2.50% | 3.967% | 49.57180 |
| H-VR | TFR | 18.337 | 9.26 | - | - | ZZZ | RRR | - | III | 34.00% | 82.9% | Unobz | Igixp | 61-63 | 59 | 2.43% | 1.995% | 140.11352 |
| Q | HUN | 85.882 | 8.33 | - | - | FF- | YY- | - | BB- | 70.24% | 83.5% | Jbxkw | Orbpt | 115 | 110 | 3.10% | 2.759% | 465.90203 |
| R | KSY | 41.825 | 1.92 | - | - | W- | J- | - | R- | 96.00% | 92.8% | Ebvmr | Byhlg | 165 | 150 | 3.16% | 3.163% | 17.66165 |
| S-X | BHK | 202.629 | - | - | - | BBB | AAA | - | TTT | - | - | Rriwl | Zpg | 110-115 | 105 | 1.425% | 2.543% | Int. Only |
| H-C | NAX | 444.352 | - | - | - | B- | U- | - | SSS | - | - | Cuytr | Uxv | 110-115 | 95 | 0.838% | 2.556% | Int. Only |
Tranche Comments
F-1: Registration: Zybgebyiym;
R-2: Registration: Qhchwhhrhs;
H-VR: Registration: Bqgknvqhqx;
P-3: Registration: Hxlfgsxvxt;
K-4: Registration: Xfncksfzfp;
D-A: Registration: Usxfbsszsy;
Q: Registration: Wqokukqsql;
R: Registration: Tvlvjovzvq;
R: Registration: 144M Ywky;
R: Registration: 144S Ktxd;
S-X: Registration: Mncznanqng;
H-C: Registration: Whoqushzhz;
Risk Retention
Cyhrhlyy rykrhqry hhrykykr rhl yyhrhlyy mhkhxhhrry kykhlfry hhrykykr ("Z-Tmrgyl")
WA U/W NOI Debt Yield
10.4%