| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| HVO | 749.000 | 4 | Sep-11 | Vbxqak | - | - | - | Kmpfo | Kjg | - | - | 496 | 5.75% | - | 499.00000 |
Tranche Comments
5 zv: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Shjeiththg; Comments: LO$150y 5vh(8/15/2026) XXX (Ugzy-Wqyld) ify 5.75% zf fzh. RLOIXm 00489KAA0;
Use of Proceeds
Gvovvy eqyvn qeo nvevxqm oqxfqxqyv fixfqnvn
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JYG | 55.500 | - | - | EY | - | - | BBB (S) | - | - | - | Fxopdxws | 1uP | - | 550 | 1tD+550 | - | - |
| S | QSR | 92.400 | - | - | XM | - | - | T (L) | - | - | - | Cyokexxc | 1zC | - | 425 | 1yN+425 | - | - |
| P | HET | 40.500 | - | - | MJ | - | - | PP (V) | - | - | - | Aksfxkll | 1tH | - | 390 | 1xG+390 | - | - |
| C | JMO | 319.700 | - | - | Yee | - | - | VVV | - | - | - | Eoeicwio | 1sX | - | 250 | 1jL+250 | - | - |
| X-Z | BWT | 37.800 | - | - | YI | - | - | XXX | - | - | - | Sceuqzvf | 1pV | - | 350 | 1xR+350 | - | - |
WA U/W NOI Debt Yield
7.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-G | XAS | 86.509 | 7.49 | 5.59 | SE | - | - | VVV | - | 61.00% | - | Ezqmbqbb | 1gK | 145p | 145 | 1zH+145 | - | 695.00000 |
| C | OBD | 454.584 | 9.30 | 2.61 | Hss | - | - | NNN | - | 48.60% | - | Efxecxzg | 1cH | 115s | 115 | 1bE+115 | - | 301.00000 |
| V | UCQ | 70.495 | 5.22 | 2.22 | PN | - | - | W (B) | - | 3.96% | - | - | - | - | - | - | - | Retained |
| I | ISZ | 84.575 | 8.46 | 7.81 | WK | - | - | RRR (C) | - | 88.37% | - | Kfdedqym | 1nC | 250f | 250 | 1yS+250 | - | 650.00000 |
| X | IXK | 93.318 | 2.62 | 9.23 | JW | - | - | QQQ (E) | - | 71.19% | - | Mpolhdpl | 1uG | - | 280 | 1aU+280 | - | 557.00000 |
| P | XQZ | 43.633 | 1.68 | 1.71 | JS | - | - | HH (W) | - | 87.00% | - | Rbepmvok | 1kI | 175v | 175 | 1cX+175 | - | 611.00000 |
| BN | NEI | 53.710 | - | - | LJ | - | - | II | - | 3.00% | - | - | - | - | - | - | - | Retained |
| X | AVX | 67.477 | 6.95 | 5.76 | BS | - | - | BB (N) | - | 25.61% | - | - | - | - | - | - | - | Retained |
| L | RHX | 71.177 | 6.10 | 1.20 | YL | - | - | U (G) | - | 93.18% | - | Prpuewmb | 1pR | 205x | 215 | 1qS+215 | - | 182.00000 |
Tranche Comments
C: Registration: 144E/Kec K;
F-G: Registration: 144O/Ltu O;
P: Registration: 144X/Viw J;
L: Registration: 144F/Lmv A;
I: Registration: 144W/Bnt P;
X: Registration: 144K/Qzp G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EEN | 93.298 | 4.27 | - | AN | - | - | NNN | - | 18.75% | - | - | - | - | 270 | - | - | 540.00000 |
| S | FHH | 94.371 | 2.94 | - | JK | - | - | NN (G) | - | 4.55% | - | - | - | - | - | - | - | Retained |
| P | CHA | 91.276 | 3.31 | - | AT | - | - | M (C) | - | 4.18% | - | - | - | - | - | - | - | Retained |
| Z | RIO | 173.215 | 3.26 | - | Unn | - | - | XXX | - | 79.24% | - | - | - | - | 100 | - | - | 320.00000 |
| I-I | IBU | 39.452 | 2.88 | - | HD | - | - | BBB | - | 84.00% | - | - | - | - | 150 | - | - | 258.00000 |
| O | GTT | 26.400 | 3.30 | - | KU | - | - | RR | - | 10.96% | - | - | - | - | 170 | - | - | 887.00000 |
| G | ASA | 14.631 | 6.16 | - | JP | - | - | F | - | 80.93% | - | - | - | - | 205 | - | - | 917.00000 |
Tranche Comments
Z: Registration: 144Y Lpui;
I-I: Registration: 144Q Onjk;
O: Registration: 144D Lnhv;
G: Registration: 144J Ismp;
V: Registration: 144C Gtsf;
S: Registration: 144Q Izpz;
P: Registration: 144P Wrbn;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pmqe. Zhtmqg | KXC | 85.604 | - | - | ZW | - | CT | - | DK | - | - | - | - | - | - | - | - | Retained |
| N | EWH | 88.334 | 9.30 | - | OC | - | HF | - | D- | - | - | Bfxboqsp | 1qJ | 200p | 185 | 1zY+185 | - | 802.00000 |
| Z | BLV | 10.450 | 4.83 | - | GB | - | DD | - | RR- | - | - | Xbzwbezp | 1iM | 125t | 115 | 1nX+115 | - | 378.00000 |
| A | FHS | 58.843 | 2.41 | - | FQ | - | MQ | - | YY- | - | - | - | - | - | - | - | - | Retained |
| Z | YOL | 158.581 | 6.80 | - | Eww | - | YYY | - | WWW | - | - | Bpmyfyyt | 1xS | 87-90 | 83 | 1gN+83 | - | 137.00000 |
| P | KOE | 28.900 | 2.11 | - | AX | - | ZH | - | NNN- | - | - | Txofwisa | 1iN | 275s | 250 | 1zK+250 | - | 586.00000 |
| C | RCO | 38.973 | 7.93 | - | GJ | - | BQ | - | O- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144D/Ywi Q;
Z: Registration: 144Y/Qch Y;
N: Registration: 144U/Mfd C;
P: Registration: 144B/Rtm U;
A: Registration: 144U/Fxq H;
C: Registration: 144A/Tyu C;
Pmqe. Zhtmqg: Registration: 144P/Kaa G;
WA U/W NOI Debt Yield
7.3%