| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 19.800 | 2.68 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 25a | 25 | 1.36% | 1.341% | 99.99832 |
| A-2 | USD | 138.050 | 4.90 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 55a | 55 | 2.59% | 1.933% | 102.99603 |
| A-3 | USD | 23.220 | 6.90 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 73 | 2.70% | 2.228% | 102.99419 |
| A-4 | USD | 215.000 | 9.80 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | A5-2 | 71 | 2.42% | 2.307% | 100.99310 |
| A-5 | USD | 575.676 | 9.94 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 73a | 73 | 2.67% | 2.331% | 102.99272 |
| A-AB | USD | 23.526 | 7.36 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 60a | 65 | 2.62% | 2.167% | 102.99985 |
| A-S | USD | 142.182 | 9.98 | - | - | AA- | AAA | - | AAA | 20.00% | - | Fixed | Swaps | 95a | 95 | 2.89% | 2.552% | 102.99808 |
| B | USD | 63.981 | 9.98 | - | - | NR | AA- | - | AA- | 15.50% | - | Fixed | Swaps | 115a | 115 | 2.75% | 2.752% | 99.99194 |
| C | USD | 60.428 | 9.98 | - | - | NR | A- | - | A- | 11.25% | - | Fixed | Swaps | 160a | 160 | 3.20% | 3.202% | 99.99388 |
| D | USD | 37.322 | 9.98 | - | - | NR | BBB | - | BBB | 8.63% | - | Fixed | Swaps | 260a | 260 | 2.25% | 4.202% | 84.28894 |
| E | USD | 26.659 | 9.98 | - | - | NR | BBB- | - | BBB- | 6.75% | - | Fixed | Swaps | 375a | 375 | 2.25% | 5.352% | 76.35489 |
| X-A | USD | 1,137.454 | 8.74 | - | - | AA- | AAA | - | AAA | - | - | Fixed | Tsy | - | 125 | 0.78% | 2.704% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-AB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
X-A: Registration: Registered;
WA Rem. Amrt Term (Months)
374
WA U/W NOI Debt Yield
11.2%
AllReportsSurveillanceOther