| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CBZ | 15.730 | 4.80 | 8.80 | JH | - | - | - | XXX- | 54.24% | - | - | - | - | - | - | - | Retained |
| QZ | JFO | 73.497 | - | - | GQ | - | - | - | IV | 4.00% | - | - | - | - | - | - | - | Retained |
| B | KLX | 73.500 | 7.70 | 5.20 | PF | - | - | - | BB- | 88.13% | - | - | - | - | - | - | - | Retained |
| J | IVE | 66.219 | 9.45 | 2.20 | FJ | - | - | - | X- | 8.94% | - | - | - | - | - | - | - | Retained |
| W | EIN | 79.792 | 8.30 | 4.99 | SY | - | - | - | I- | 61.84% | - | Lpyvaprj | 1yUVEQ | 430l | - | 1wCJPR+425 | - | 53.10000 |
| W | CFL | 20.482 | 1.20 | 6.89 | OQ | - | - | - | BBB | 65.74% | - | - | - | - | - | - | - | Retained |
| D-P | VGN | 401.978 | 6.52 | 9.44 | KZ | - | - | - | SSS | 78.35% | - | Yydydewf | 1wDIXW | 315f | - | 1qGGLJ+315 | - | 18.10000 |
| U | IPN | 67.463 | 1.84 | 5.79 | AL | - | - | - | TT- | 70.42% | - | Hxumpthc | 1wDMTG | 355d | - | 1fXSFU+355 | - | 48.70000 |
| K | FBE | 909.832 | 2.91 | 2.17 | Nll | - | - | - | CCC | 37.80% | - | Ywozqiqm | 1cGBLK | 258z | - | 1lAXBJ+250 | - | 10.50000 |
Tranche Comments
K: Registration: 144H/Uri F; Comments: Azk L;
D-P: Registration: 144I/Rzv A; Comments: Lwy C;
U: Registration: 144X/Ocx V; Comments: Wxn T;
W: Registration: 144A/Tsl O; Comments: Xps Y;
W: Registration: 144H/Bhl F; Comments: Vmd G;
V: Registration: 144F/Aqj A; Comments: Efq F;
B: Registration: 144I/Gvr X; Comments: Ppw N;
J: Registration: 144O/Ron G; Comments: Csz N;
QZ: Registration: 144F/Vbh W; Comments: Qjz K;
Risk Retention
DC - Orkj DD/DL - Ork
WA U/W NOI Debt Yield
7.60%