| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 447.450 | 3.55 | 3.85 | Aaa | - | - | AAA | - | 43.00% | - | Floating | 1mL | - | 97 | 1mL+97 | - | 100.00000 |
| A-S | USD | 51.025 | 4.28 | 4.91 | NR | - | - | AAA | - | 36.50% | - | Floating | 1mL | - | 120 | 1mL+120 | - | 100.00000 |
| B | USD | 36.306 | 4.53 | 5.01 | NR | - | - | AA (L) | - | 31.88% | - | Floating | 1mL | - | 150 | 1mL+150 | - | 100.00000 |
| C | USD | 45.137 | 4.68 | 5.01 | NR | - | - | A (L) | - | 26.13% | - | Floating | 1mL | - | 200 | 1mL+200 | - | 100.00000 |
| D | USD | 56.913 | 4.74 | 5.13 | NR | - | - | BBB | - | 18.88% | - | Floating | 1mL | - | 295 | 1mL+295 | - | 100.00000 |
| E | USD | 18.644 | 4.79 | 5.47 | NR | - | - | BBB (L) | - | 16.50% | - | Floating | 1mL | - | 340 | 1mL+340 | - | 100.00000 |
| F | USD | 42.193 | 4.88 | 5.68 | NR | - | - | BB (L) | - | 11.13% | - | - | - | - | - | - | - | Retained |
| G | USD | 26.494 | 5.06 | 5.86 | NR | - | - | B (L) | - | 7.75% | - | - | - | - | - | - | - | Retained |
| PS | USD | 60.838 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
PS: Registration: 144A/Reg S;
Collateral
100% first-lien mortgages and senior participation interests
AllReportsSurveillanceOther