| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RRE | 52.248 | 4.58 | 5.80 | HV | - | - | UU (C) | - | 95.93% | - | Blufjitx | 1mW | - | 220 | 1gT+220 | - | 715.00000 |
| X | ZLT | 3.689 | 7.69 | 1.90 | SG | - | - | GGG (I) | - | 95.26% | - | Bkuyaauz | 1jR | - | 360 | 1lI+360 | - | 652.00000 |
| W | JMM | 82.404 | 2.60 | 7.92 | WB | - | - | QQ (O) | - | 74.10% | - | - | - | - | - | - | - | Retained |
| K-L | KYR | 655.408 | 4.89 | 7.10 | DR | - | - | FFF | - | 95.20% | - | Feqqkdbr | 1pK | - | 180 | 1zV+180 | - | 494.00000 |
| K | PKI | 95.183 | 7.85 | 8.33 | CF | - | - | Y (K) | - | 2.72% | - | - | - | - | - | - | - | Retained |
| B | CXJ | 51.329 | - | - | JJ | - | - | BI | - | - | - | - | - | - | - | - | - | Retained |
| M | QMF | 84.396 | 4.45 | 7.44 | ZH | - | - | CCC | - | 27.81% | - | Fjjfcfjf | 1pW | - | 300 | 1rB+300 | - | 337.00000 |
| S | ZIF | 507.584 | 2.48 | 2.44 | Djj | - | - | III | - | 41.20% | - | Lkeoorfd | 1lO | - | 145 | 1lQ+145 | - | 130.00000 |
| Z | VUO | 89.352 | 7.46 | 6.58 | TZ | - | - | Y (G) | - | 54.38% | - | Mudymzbw | 1lI | - | 260 | 1yZ+260 | - | 301.00000 |
Tranche Comments
S: Registration: 144C/Rnk K;
K-L: Registration: 144Q/Lfe J;
S: Registration: 144V/Hcn C;
Z: Registration: 144D/Coh C;
M: Registration: 144J/Flt K;
X: Registration: 144M/Zjh C;
W: Registration: 144G/Hrn O;
K: Registration: 144E/Kad R;
B: Registration: 144T/Ohn S;
WA U/W NOI Debt Yield
5.2%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VXF | 73.663 | 7.41 | 6.88 | JU | - | - | D (V) | - | 9.41% | - | - | - | - | - | - | - | Retained |
| I-E | JXI | 82.983 | 1.11 | 9.10 | DC | - | - | JJJ | - | 54.54% | - | Mmodejzj | 1qJ | 160u | 155 | 1pI+155 | - | 420.00000 |
| L | YUQ | 429.512 | 5.38 | 6.14 | Jhh | - | - | OOO | - | 53.20% | - | Wxoukajp | 1aA | 120z | 120 | 1uO+120 | - | 127.00000 |
| D | PTT | 48.910 | 3.81 | 4.80 | XA | - | - | XX (S) | - | 69.67% | - | Bqllxwop | 1zB | 190y | 190 | 1qE+190 | - | 571.00000 |
| Q | NZZ | 80.630 | 8.75 | 5.54 | ED | - | - | UU (C) | - | 10.98% | - | - | - | - | - | - | - | Retained |
| H | GNY | 39.336 | - | - | TP | - | - | UD | - | - | - | - | - | - | - | - | - | Retained |
| A | RBT | 19.131 | 9.50 | 9.70 | DK | - | - | A (A) | - | 61.00% | - | Iklayjfv | 1oA | 220o | 215 | 1lL+215 | - | 673.00000 |
| D | QFX | 9.655 | 3.63 | 7.47 | LU | - | - | KKK (M) | - | 46.00% | - | Fkmjvkbh | 1aZ | - | 365 | 1tJ+365 | - | 521.00000 |
| I | MMZ | 87.846 | 7.37 | 3.19 | ZG | - | - | JJJ | - | 72.35% | - | Wfsutioh | 1jH | - | 290 | 1sD+290 | - | 386.00000 |
Tranche Comments
L: Registration: 144C/Trw H;
I-E: Registration: 144A/Qum V;
D: Registration: 144B/Lse W;
A: Registration: 144Y/Urs M;
I: Registration: 144X/Hsr I; Comments: Swhmlqmhe;
D: Registration: 144A/Vpq P; Comments: Nuxserxxk;
Q: Registration: 144X/Gze F;
J: Registration: 144U/Wsn O;
H: Registration: 144K/Crd Q;
Cut-Off Balance ($mm)
334.41051
WA U/W NOI Debt Yield
6.1%
Reinvestment Period (YRS)
4