| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 1.922 | 2.73 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.2% | Fixed | J | 100 | 100 | 5.86% | 5.842% | 99.99860 |
| A-3 | USD | 687.100 | 4.81 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.2% | Fixed | J | 110 | 110 | 6.23% | 5.760% | 101.99590 |
| A-S | USD | 115.657 | 4.94 | - | Aa2 | - | AAA | - | AAA | 18.25% | 45.8% | Fixed | J | 145 | 145 | 6.79% | 6.101% | 102.99980 |
| B | USD | 45.525 | 4.94 | - | NR | - | AA- | - | AA- | 13.63% | 48.4% | WAC | J | 190 | 190 | - | 6.551% | 102.28750 |
| C | USD | 38.142 | 4.94 | - | NR | - | A- | - | A- | 9.75% | 50.5% | WAC | J | 250 | 250 | - | 7.151% | 99.82400 |
| D | USD | 10.828 | 4.94 | - | NR | - | BBB+ | - | BBB+ | 8.65% | 51.2% | Fixed | J | 425 | 425 | 4.00% | 8.901% | 80.87810 |
| XA | USD | 689.022 | - | - | Aaa | - | AAA | - | AAA | - | - | Fixed | J | - | 98 | - | 5.674% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-3: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S; Comments: Reg D;
XA: Registration: Registered;
Risk Retention
US - Yes; EU - No
Cut-Off Balance ($mm)
836.460691
Pricing Speed
100 CPY (IO)
WA Rem. Amrt Term (Months)
359
WA U/W NOI Debt Yield
13.2%