| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TRZ | 471.875 | 8.30 | 7.60 | Vww | - | - | - | RRR | 51.77% | - | Yyoreqci | 1vY | - | 105 | 1dJ+105 | - | 475.00000 |
| Z | XSR | 47.738 | 3.78 | 1.20 | BV | - | - | - | SS- | 52.00% | - | Mlrkseec | 1eE | - | 165 | 1sX+165 | - | 621.00000 |
| U | FRY | 74.182 | 9.97 | 7.96 | ZK | - | - | - | S- | 13.83% | - | Afuuzodh | 1sK | - | 210 | 1oU+210 | - | 139.00000 |
| Ukly | IXZ | 39.820 | - | - | SD | - | - | - | HE | - | - | - | - | - | - | - | - | Retained |
| J | UVG | 20.613 | 2.40 | 2.59 | OU | - | - | - | WWW | 82.00% | - | Hsblsumn | 1iR | - | 300 | 1uQ+300 | - | 603.00000 |
| V | WTA | 31.731 | 3.86 | 5.22 | CM | - | - | - | HHH- | 93.00% | - | Icmyuzof | 1cV | - | 350 | 1wT+350 | - | 331.00000 |
| N | FHV | 83.960 | 9.85 | 5.85 | EW | - | - | - | CC- | 12.80% | - | - | - | - | - | - | - | Retained |
| E | YGX | 58.830 | 4.33 | 3.57 | LS | - | - | - | V- | 79.95% | - | - | - | - | - | - | - | Retained |
| F-O | WOK | 10.829 | 1.86 | 9.60 | LZ | - | - | - | EEE | 93.00% | - | Nlbsmbfw | 1mM | - | 130 | 1rF+130 | - | 525.00000 |
Tranche Comments
X: Registration: 144A/Tjc B;
F-O: Registration: 144K/Qup H;
Z: Registration: 144K/Eol N;
U: Registration: 144V/Ncf V;
J: Registration: 144I/Njc C;
V: Registration: 144T/Gnq X;
N: Registration: 144Y/Mbz P;
E: Registration: 144G/Dxp I;
Ukly: Registration: 144T/Uub V;
WA U/W NOI Debt Yield
4.1%