| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FRQ | 74.800 | 5.81 | 8.14 | FU | - | - | BB (C) | - | 20.27% | - | Lrosmiip | 1sO | 225g | 225 | 1dB+225 | - | 602.00000 |
| S | TGU | 23.000 | 2.43 | 8.89 | IH | - | - | UUU (P) | - | 68.00% | - | Tmpvtyih | 1hO | 365g | 400 | 1vB+400 | - | 696.00000 |
| M-Y | PWL | 77.653 | 4.70 | 4.10 | TV | - | - | YYY | - | 16.33% | - | Wycuepzt | 1lI | 180g | 175 | 1dT+175 | - | 815.00000 |
| F | LZP | 84.187 | 2.39 | 5.83 | NZ | - | - | WW (H) | - | 97.49% | - | - | - | - | - | - | - | Retained |
| W | APX | 13.260 | 3.71 | 6.10 | MR | - | - | P (D) | - | 35.64% | - | Ysadbaue | 1aM | 265p | 265 | 1lQ+265 | - | 966.00000 |
| K | JVO | 125.000 | 9.30 | 1.66 | Bqq | - | - | CCC | - | 83.00% | - | Gkflqfkd | 1sN | 145s | 140 | 1lG+140 | - | 154.00000 |
| N | FIA | 75.950 | 6.47 | 8.19 | CA | - | - | N (W) | - | 9.00% | - | - | - | - | - | - | - | Retained |
| ZW | NRT | 97.000 | - | - | DI | - | - | EW | - | 2.00% | - | - | - | - | - | - | - | Retained |
| V | OKS | 60.137 | 7.34 | 3.50 | DY | - | - | PPP | - | 70.00% | - | Dpxqklrh | 1xK | 310w | 310 | 1zN+310 | - | 349.00000 |
Tranche Comments
K: Registration: 144A/Xqo V;
M-Y: Registration: 144E/Otf O;
S: Registration: 144D/Qdq K;
W: Registration: 144T/Ebi W;
V: Registration: 144N/Xos D;
S: Registration: 144H/Wbb L;
F: Registration: 144G/Iky F;
N: Registration: 144W/Xzh T;
ZW: Registration: 144U/Zjs U;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ULR | 29.289 | 5.70 | 3.60 | GZ | - | - | T (B) | - | 53.78% | - | Ajuzzpcx | 1dV | 200e | 200 | 1zR+200 | - | 537.00000 |
| G | GML | 58.210 | 5.90 | 8.30 | ZI | - | - | AAA (J) | - | 32.60% | - | Uumfatls | 1wE | 310e | 310 | 1mD+310 | - | 292.00000 |
| K | XZT | 44.645 | 3.70 | 6.70 | TX | - | - | MM (M) | - | 86.65% | - | Qzehhzzq | 1wG | 180a | 180 | 1eG+180 | - | 854.00000 |
| O-L | ANQ | 620.301 | 3.25 | 7.72 | MB | - | - | KKK | - | 56.89% | - | Fhqkopyc | 1tN | 160i | 160 | 1hO+160 | - | 673.00000 |
| NL | HYV | 76.313 | - | - | BL | - | - | PR | - | 5.00% | - | - | - | - | - | - | - | Retained |
| L | ETF | 73.590 | 2.18 | 4.80 | CR | - | - | UU (I) | - | 53.91% | - | - | - | - | - | - | - | Retained |
| L | ZMD | 185.600 | 4.80 | 9.38 | Kkk | - | - | VVV | - | 83.81% | - | Xshukfka | 1gE | 120z | 120 | 1rA+120 | - | 260.00000 |
| O | PTF | 63.429 | 3.70 | 8.20 | TX | - | - | TTT | - | 88.50% | - | Frjvxiaa | 1aX | 265i | 265 | 1mL+265 | - | 940.00000 |
| A | EBM | 19.150 | 8.92 | 5.60 | LX | - | - | I (L) | - | 5.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144Y/Dkq T;
O-L: Registration: 144D/Rzh E;
K: Registration: 144X/Ejd L;
K: Registration: 144K/Wuz A;
O: Registration: 144E/Vol C;
G: Registration: 144E/Eym M;
L: Registration: 144W/Wap N;
A: Registration: 144A/Fcz N;
NL: Registration: 144Y/Gnm T;
Collateral
100% fifks-xiff tvfsiaifk, ozvxf xvafk afx jafi jakks jafsitijasivf ifsfffksk
Cut-Off Balance ($mm)
474.827201
WA U/W NOI Debt Yield
5.9%