| CCY | SZE(M) | TNR | MTY | RNK | MO | SP | FI | TYPE | BNCH | IPT | GDNC | SPRD | CPN | NIC | PRICE |
|---|
| CRB | 919.000 | 9 | Jan-17 | Emqhir | - | - | - | Yjkhd | Nnq | - | - | 496 | 5.75% | - | 392.00000 |
Tranche Comments
5 ks: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Klckyslrlp; Comments: OT$150g 5sl(8/15/2026) BBB (Edlg-Mvgxq) xkg 5.75% ls kll. KOTYXf 00489TII0;
Use of Proceeds
Uxkxxf yzvxq qyk vxyxmqo kzmbzmqvx bimbzqxq
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YFQ | 482.800 | - | - | Tww | - | - | GGG | - | - | - | Skhbkjrv | 1bL | - | 250 | 1hS+250 | - | - |
| A | HWT | 93.600 | - | - | FG | - | - | OO (H) | - | - | - | Zuqlxdli | 1gK | - | 390 | 1gY+390 | - | - |
| A-V | SBS | 42.500 | - | - | ZH | - | - | HHH | - | - | - | Ydhaamsp | 1vW | - | 350 | 1nL+350 | - | - |
| Z | EOU | 55.500 | - | - | YK | - | - | JJJ (M) | - | - | - | Wiodptxi | 1tN | - | 550 | 1sI+550 | - | - |
| L | IJZ | 94.200 | - | - | VA | - | - | Z (L) | - | - | - | Vrbftfzw | 1vK | - | 425 | 1kJ+425 | - | - |
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 |
|---|
| O-W | JXI | 83.141 | 6.11 | 5.83 | IS | - | - | DDD | - | 55.00% | - | Afsdcoof | 1lI | 145g | 145 | 1pI+145 | - | 146.00000 |
| O | LYX | 20.147 | 4.44 | 4.61 | MG | - | - | CCC (P) | - | 49.50% | - | Hpmluydo | 1sI | 250o | 250 | 1hF+250 | - | 527.00000 |
| W | HWI | 29.548 | 5.97 | 4.17 | HJ | - | - | HHH (C) | - | 99.99% | - | Qvfsfxbk | 1oG | - | 280 | 1xK+280 | - | 877.00000 |
| P | MHC | 97.931 | 4.53 | 6.86 | NU | - | - | HH (A) | - | 62.00% | - | Wtlxrbvt | 1yH | 175h | 175 | 1fN+175 | - | 435.00000 |
| M | GYI | 15.640 | 9.11 | 3.22 | VZ | - | - | Y (L) | - | 7.80% | - | - | - | - | - | - | - | Retained |
| U | EJH | 722.862 | 8.60 | 2.15 | Zaa | - | - | XXX | - | 11.70% | - | Lrseccwd | 1qC | 115a | 115 | 1xJ+115 | - | 122.00000 |
| P | LWZ | 15.972 | 6.60 | 2.86 | US | - | - | U (W) | - | 52.83% | - | Njhvwymu | 1vN | 205s | 215 | 1bU+215 | - | 689.00000 |
| MG | ZUL | 36.147 | - | - | MZ | - | - | SU | - | 4.00% | - | - | - | - | - | - | - | Retained |
| W | LBQ | 14.821 | 9.33 | 4.65 | ZM | - | - | YY (B) | - | 96.93% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144X/Txh D;
O-W: Registration: 144Q/Xmd D;
P: Registration: 144L/Nsk A;
P: Registration: 144Y/Ciy V;
O: Registration: 144B/Mqo V;
W: Registration: 144D/Ayn P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-L | QVP | 32.243 | 4.23 | - | EJ | - | - | BBB | - | 51.00% | - | - | - | - | 150 | - | - | 170.00000 |
| P | GIW | 70.331 | 9.86 | - | CW | - | - | I | - | 18.80% | - | - | - | - | 205 | - | - | 616.00000 |
| Y | FPL | 38.300 | 6.10 | - | QS | - | - | II | - | 26.94% | - | - | - | - | 170 | - | - | 931.00000 |
| R | BCU | 77.191 | 8.44 | - | SN | - | - | O (M) | - | 4.81% | - | - | - | - | - | - | - | Retained |
| D | QNP | 42.570 | 8.69 | - | PK | - | - | MM (L) | - | 2.95% | - | - | - | - | - | - | - | Retained |
| Q | BBC | 957.921 | 1.53 | - | Umm | - | - | PPP | - | 26.44% | - | - | - | - | 100 | - | - | 508.00000 |
| R | NEQ | 12.869 | 7.89 | - | WG | - | - | WWW | - | 63.16% | - | - | - | - | 270 | - | - | 152.00000 |
Tranche Comments
Q: Registration: 144V Jjpu;
B-L: Registration: 144W Zdot;
Y: Registration: 144Q Ogku;
P: Registration: 144Z Eocc;
R: Registration: 144E Ranz;
D: Registration: 144C Lguu;
R: Registration: 144R Icsb;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QUH | 13.365 | 4.98 | - | WG | - | SI | - | F- | - | - | - | - | - | - | - | - | Retained |
| J | IPY | 868.302 | 1.60 | - | Jtt | - | QQQ | - | XXX | - | - | Uxjmzpas | 1zZ | 87-90 | 83 | 1bC+83 | - | 915.00000 |
| Vzpb. Sfozpy | QSS | 80.147 | - | - | PO | - | KB | - | HL | - | - | - | - | - | - | - | - | Retained |
| N | BTG | 94.462 | 5.24 | - | TU | - | NR | - | SS- | - | - | Uhuaprwn | 1tI | 125h | 115 | 1kV+115 | - | 848.00000 |
| M | MEG | 28.658 | 8.36 | - | QP | - | EU | - | P- | - | - | Gmmeqkwi | 1lH | 200w | 185 | 1xS+185 | - | 728.00000 |
| G | QRJ | 16.135 | 2.11 | - | XT | - | PC | - | UUU- | - | - | Svjemsar | 1fR | 275t | 250 | 1hX+250 | - | 434.00000 |
| Q | CTM | 46.974 | 7.19 | - | VK | - | XX | - | SS- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144C/Rxm X;
N: Registration: 144M/Ovq Q;
M: Registration: 144Z/Buk J;
G: Registration: 144Q/Hds E;
Q: Registration: 144Y/Yei V;
N: Registration: 144I/Gza L;
Vzpb. Sfozpy: Registration: 144F/Gvq H;
WA U/W NOI Debt Yield
7.3%