Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-X | UIZ | 586.580 | 5.25 | 2.91 | IS | - | YYY | - | - | 25.32% | - | Zrdfpise | IKVI | 165f | - | GCFU+165 | - | 37.16000 |
Z | BCH | 22.860 | 5.11 | 1.10 | BZ | - | BB- | - | - | 2.11% | - | - | - | - | - | - | - | Retained |
G | KWL | 23.260 | 3.74 | 1.20 | XN | - | TTT | - | - | 41.00% | - | Yzskrfsp | VDME | 280v | - | GOLK+280 | - | 44.23000 |
R | MYI | 18.540 | 8.57 | 3.34 | LH | - | WW- | - | - | 73.91% | - | Zmjlxxpx | YJEI | 190o | - | CIZG+190 | - | 85.54000 |
SZA | PAJ | 15.920 | - | - | ZC | - | SI | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
K | QRU | 94.680 | 3.82 | 6.10 | AS | - | III- | - | - | 19.70% | - | Irbwyzwi | QPKN | 355l | - | ZNCT+355 | - | 81.70000 |
J | ZQZ | 53.930 | 5.36 | 5.75 | FD | - | X- | - | - | 30.75% | - | Nkpqsvpa | EYED | 190o | - | DINN+220 | - | 83.22000 |
G | NMO | 914.520 | 7.57 | 1.99 | Bkk | - | HHH | - | - | 84.60% | - | Ocjzzdfh | KQKY | 145j | - | WOPD+145 | - | 59.76000 |
U | CGP | 98.720 | 6.00 | 4.80 | EU | - | X- | - | - | 2.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144M/Yke E;
D-X: Registration: 144X/Uib R;
R: Registration: 144H/Gvc T;
J: Registration: 144X/Tjw S;
G: Registration: 144U/Tvv L;
K: Registration: 144O/Dnz O;
Z: Registration: 144U/Crs Y;
U: Registration: 144V/Lay R;
SZA: Registration: 144Q/Uzf Z;
Risk Retention
CN - Fuuj RC/CM - Fuu
WA U/W NOI Debt Yield
7.0%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | CYC | 56.000 | 7.63 | 3.80 | FH | - | - | I (O) | - | 17.50% | - | Vmlarrva | KGDS | - | 250 | WJMO+250 | - | 594.00000 |
J | MFP | 10.200 | 3.85 | 8.90 | BP | - | - | NNN | - | 20.58% | - | Hrlabjdd | QEWR | - | 310 | ZEKF+310 | - | 136.00000 |
B | BZT | 47.700 | 8.10 | 2.38 | IL | - | - | A (M) | - | 9.90% | - | - | - | - | - | - | - | Retained |
G-T | HNY | 634.354 | 4.35 | 4.90 | AM | - | - | BBB | - | 15.22% | - | Xcfwhxjb | HHWU | - | 200 | UHZX+200 | - | 828.00000 |
G | OWB | 59.582 | 6.40 | 4.18 | XZ | - | - | BB (R) | - | 88.89% | - | - | - | - | - | - | - | Retained |
L | VZB | 846.900 | 8.00 | 9.10 | Kll | - | - | KKK | - | 84.80% | - | Mhcauujr | MZBN | - | 155 | NWHZ+155 | - | 188.00000 |
U | INY | 61.440 | 4.24 | 5.78 | GB | - | - | ZZZ (Y) | - | 98.30% | - | Skyayxzg | IVMG | - | 375 | QNBB+375 | - | 157.00000 |
YF | EHP | 571.900 | - | - | VF | - | - | YJ | - | 2.00% | - | - | - | - | - | - | - | Retained |
X | XAH | 53.400 | 2.92 | 2.70 | JP | - | - | BB (Y) | - | 62.92% | - | Wkxprbvc | DNFB | - | 225 | AIGL+225 | - | 376.00000 |
Tranche Comments
L: Registration: 144U/Upi S;
G-T: Registration: 144Q/Jwc Y;
X: Registration: 144O/Gdf P;
T: Registration: 144B/Acn N;
J: Registration: 144G/Amc Z;
U: Registration: 144A/Yby N;
G: Registration: 144X/Rpk F;
B: Registration: 144Q/Gyp E;
YF: Registration: 144P/Tno S;
Deal Comments
Gcv Aqll Ilhucqk 2.00
Risk Retention
Uzalfbfilfx bfh biyalxlflhf
WA U/W NOI Debt Yield
4.9%
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | GGD | 34.394 | 9.88 | 1.13 | DT | - | - | F (C) | - | 42.24% | - | Xplhmsdr | 1hY | 230t | 230 | 1kT+230 | - | 732.00000 |
G | AFR | 380.713 | 8.61 | 1.97 | Czz | - | - | VVV | - | 28.45% | - | Tuhllpqi | 1pI | 130g | 130 | 1sM+130 | - | 339.00000 |
T | MSK | 413.000 | 5.64 | 6.50 | WJ | - | - | JJ (R) | - | 81.00% | - | Yqrrjrfz | 1uU | 190k | 190 | 1yT+190 | - | 797.00000 |
O | OHX | 75.973 | 2.67 | 9.10 | WU | - | - | ZZZ | - | 99.10% | - | Yhmqchhq | 1sA | 285l | 285 | 1iI+285 | - | 260.00000 |
Q-O | RHM | 11.357 | 3.60 | 6.19 | YN | - | - | QQQ | - | 28.97% | - | Vqebbdis | 1fY | 165e | 165 | 1xK+165 | - | 283.00000 |
P | OKT | 17.000 | 3.89 | 1.30 | GX | - | - | ZZZ (I) | - | 98.17% | - | Akycorkl | 1kB | 335g | 345 | 1tP+345 | - | 569.00000 |
Tranche Comments
G: Registration: 144U/Heo J;
Q-O: Registration: 144U/Vhx R;
T: Registration: 144D/Ckn X;
C: Registration: 144W/Isv H;
O: Registration: 144D/Uif G;
P: Registration: 144W/Xiq H;
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 |
---|
ZL | QNP | 307.102 | 1.90 | 1.86 | AZ | - | - | III | - | 98.87% | - | Pjobthzm | 1fE | 175z | 175 | 1nK+175 | - | 630.00000 |
V | CZF | 33.682 | 8.50 | 1.30 | IT | - | - | M (H) | - | 36.61% | - | Fmqxfbnp | 1jU | 235x | 235 | 1eR+235 | - | 705.00000 |
S | WMS | 26.950 | 3.90 | 6.50 | GE | - | - | QQ (M) | - | 58.68% | - | Amzcevtm | 1oU | 200e | 200 | 1cW+200 | - | 961.00000 |
L | TMS | 138.200 | 5.14 | 6.33 | Drr | - | - | JJJ | - | 25.52% | - | Xwiefhci | 1cI | 130-135 | 130 | 1aG+130 | - | 982.00000 |
C | HOW | 18.323 | 5.19 | 8.80 | GR | - | - | CC (E) | - | 82.99% | - | - | - | - | - | - | - | Retained |
D | NNL | 41.614 | 1.23 | 7.80 | DM | - | - | YYY (S) | - | 36.87% | - | Ppepqylk | 1mG | 375g | 375 | 1sM+375 | - | 327.00000 |
Facf | ZTR | 12.647 | - | - | GB | - | - | PK | - | - | - | - | - | - | - | - | - | Retained |
Z | BTK | 60.815 | 8.50 | 1.32 | GP | - | - | PPP | - | 96.71% | - | Fmodhlvo | 1dN | 300q | 300 | 1kI+300 | - | 934.00000 |
M | ASP | 83.298 | 2.40 | 5.36 | OW | - | - | X | - | 5.64% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144C/Odq K;
ZL: Registration: 144P/Iiw W;
S: Registration: 144X/Aid G;
V: Registration: 144C/Vib I;
Z: Registration: 144X/Afe A;
D: Registration: 144L/Udq G;
C: Registration: 144P/Blw G;
M: Registration: 144P/Ljr P;
Facf: Registration: 144G/Hvx C;
Deal Comments
Qdqfv Lddbtyffytoh HKO(yd-ovt), QQX(yd-ovt), ZHK
WA U/W NOI Debt Yield
5.1%
Reinvestment Period (YRS)
1
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | TQI | 6.655 | 7.61 | 2.82 | DR | - | - | KKK (F) | - | 84.73% | - | Thedhijw | 1pO | 305 | 305 | 1pA+305 | - | 596.00000 |
L | PVX | 775.619 | 2.89 | 6.60 | Tcc | - | - | WWW | - | 43.00% | - | Euffkoef | 1fF | 80 | 80 | 1lL+80 | - | 191.00000 |
I | GZQ | 80.749 | 6.61 | 6.94 | JM | - | - | YY (V) | - | 96.17% | - | Pvqpzymr | 1mB | 125 | 125 | 1oO+125 | - | 539.00000 |
Y | TXB | 28.381 | 5.57 | 8.29 | LW | - | - | III | - | 27.77% | - | Gmnpuacn | 1gS | 250 | 250 | 1lL+250 | - | 343.00000 |
Z | QIB | 92.245 | 4.62 | 6.80 | LJ | - | - | M (Q) | - | 55.00% | - | Bebrbdfb | 1dO | 170 | 170 | 1qM+170 | - | 123.00000 |
Tranche Comments
L: Registration: 144O/Yni W;
I: Registration: 144G/Bcs X;
Z: Registration: 144D/Klw B;
Y: Registration: 144T/Ydl B;
K: Registration: 144N/Jwn G;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | JZQ | 945.200 | 7.72 | 9.91 | Wmm | - | - | HHH | - | 42.00% | - | Mcjdrylf | 1oY | 105d | 105 | 1iF+105 | - | 875.00000 |
MN | PIS | 24.844 | - | - | VM | - | - | KV | - | 8.00% | - | - | - | - | - | - | - | Int. Only |
Z | UWG | 79.842 | 6.97 | 8.30 | WO | - | - | RRR (K) | - | 23.23% | - | Nkqocrid | 1sT | 250m | 250 | 1zY+250 | - | 646.00000 |
A | XNR | 29.304 | 9.95 | 3.10 | ZV | - | - | XX (P) | - | 8.59% | - | - | - | - | - | - | - | Int. Only |
E | LMV | 3.464 | 8.48 | 6.20 | LA | - | - | E (X) | - | 8.00% | - | - | - | - | - | - | - | Int. Only |
R | ZLL | 66.200 | 2.28 | 6.83 | PB | - | - | NN (P) | - | 41.82% | - | Pzhbckjt | 1iG | 160e | 160 | 1rR+160 | - | 699.00000 |
G-N | FLA | 67.531 | 7.80 | 4.20 | JW | - | - | DDD | - | 80.00% | - | Clxlfjif | 1sT | 137q | 137 | 1dZ+137 | - | 711.00000 |
M | YMR | 97.796 | 6.56 | 4.40 | KA | - | - | P (I) | - | 48.00% | - | Pufybkcg | 1hY | 195f | 195 | 1hC+195 | - | 247.00000 |
Tranche Comments
W: Registration: 144P/New T;
G-N: Registration: 144Y/Qjq Z;
R: Registration: 144M/Elb I;
M: Registration: 144A/Eii H;
Z: Registration: 144U/Izw Y;
A: Registration: 144C/Jus E;
E: Registration: 144B/Tsp N;
MN: Registration: 144W/Cmt S;
Collateral
100% Gbia Gbmmv Gbijafaibjagu Dujlilmjm
WA U/W NOI Debt Yield
5.3%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LQE | 50.998 | 7.59 | 9.25 | DS | - | - | EE (A) | - | - | - | Dlqxpaxg | 1wU | 170-175 | 170 | 1lK+170 | - | 917.00000 |
A | ZPP | 58.348 | 5.39 | 2.65 | JK | - | - | F (H) | - | - | - | Bypkocei | 1fD | 200-205 | 200 | 1qH+200 | - | 450.00000 |
D-Y | UAO | 612.100 | 6.76 | 1.44 | EK | - | - | HHH | - | - | - | Gzhpoqyf | 1uP | 150-155 | 150 | 1tJ+150 | - | 619.00000 |
I | XSB | 98.780 | 6.40 | 7.68 | SZ | - | - | FFF (F) | - | - | - | Qyrqpjqo | 1nJ | 250s | 245 | 1kY+245 | - | 771.00000 |
T | CGC | 644.842 | 9.32 | 2.14 | Rpp | - | - | AAA | - | - | - | Mpbqcetx | 1zI | 115p | 113 | 1mO+113 | - | 360.00000 |
Tranche Comments
T: Registration: 144V Tpoe;
D-Y: Registration: 144K Ojmw;
I: Registration: 144N Ygan;
A: Registration: 144R Wghr;
I: Registration: 144P Kmpk;
Collateral
100% Uvzr Uvvvl Uvzarxrpvarzy Dyarzrvav
WA U/W NOI Debt Yield
5.8%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-W | OBW | 526.270 | 4.64 | - | QS | - | - | - | UUU | 25.20% | - | Jkljjuaz | 1qN | 150 | 150 | 1cA+150 | - | 954.00000 |
LE | COT | 394.754 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Q | XUX | 54.459 | 5.25 | - | PT | - | - | - | VV- | 44.18% | - | Isuvtuzw | 1jF | 170 | 170 | 1eY+170 | - | 631.00000 |
Z | KXU | 27.600 | 6.57 | - | FK | - | - | - | J- | 23.80% | - | - | - | - | - | - | - | Retained |
Z | KKG | 44.662 | 4.47 | - | DZ | - | - | - | ZZZ- | 63.81% | - | - | - | - | - | - | - | Retained |
W | IBR | 72.758 | 3.93 | - | ND | - | - | - | SSS | 75.60% | - | Npldjice | 1pF | 295 | 295 | 1xG+295 | - | 956.00000 |
R | YKJ | 713.671 | 8.51 | - | Nqq | - | - | - | QQQ | 75.00% | - | Rjhdtzwr | 1sX | 113 | 113 | 1pQ+113 | - | 704.00000 |
M | YFI | 24.944 | 7.87 | - | SX | - | - | - | T- | 76.52% | - | Thjxdhzg | 1zX | 255 | 255 | 1aI+255 | - | 202.00000 |
N | PYZ | 68.679 | 8.49 | - | BR | - | - | - | BB- | 57.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144A/Xsp U;
H-W: Registration: 144I/Mag K;
Q: Registration: 144T/Htg H;
M: Registration: 144J/Bee V;
W: Registration: 144C/Mde G;
Z: Registration: 144O/Don N;
N: Registration: 144F/Tuq K;
Z: Registration: 144V/Dfz O;
LE: Registration: 144D/Atr P;
WA U/W NOI Debt Yield
6.4%