| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 15.390 | 2.79 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 40a | 40 | 2.04% | 2.020% | 99.99980 |
| A-2 | USD | 58.585 | 4.90 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 62a | 65 | 2.94% | 2.281% | 102.99995 |
| A-SB | USD | 21.534 | 7.10 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 80a | 80 | 2.94% | 2.476% | 102.99937 |
| A-3 | USD | 175.000 | 9.77 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | -2LCF | 89 | 2.75% | 2.638% | 100.99984 |
| A-4 | USD | 266.794 | 9.94 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 92a | 91 | 3.01% | 2.663% | 102.99977 |
| A-S | USD | 84.434 | 9.99 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Swaps | 120a | 120 | 3.30% | 2.955% | 102.99935 |
| B | USD | 31.663 | 9.99 | - | - | AA | AA- | - | AA | - | - | Fixed | Swaps | 145a | 140 | 3.50% | 3.155% | 102.99994 |
| C | USD | 30.703 | 9.99 | - | - | A- | A- | - | A- | - | - | Fixed | Swaps | 185a | 180 | 3.73% | 3.555% | 100.94829 |
| D | USD | 19.189 | 9.99 | - | - | BBB- | BBB | - | BBB+ | - | - | Fixed | Swaps | 260a | 265 | 2.50% | 4.405% | 84.83107 |
| E | USD | 15.352 | 9.99 | - | - | NR | BBB- | - | BBB- | - | - | Fixed | Swaps | 365a | 375 | 2.50% | 5.505% | 77.27265 |
| XA | USD | 537.303 | - | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | 150a | 140 | - | - | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S; Comments: Reg D;
E: Registration: 144A/Reg S; Comments: Reg D;
XA: Registration: Registered;
WA U/W NOI Debt Yield
11.0%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-5 | EYH | 551.258 | 6.92 | - | - | JJJ | JJJ | - | XXX | - | - | Whrej | - | 96g | 96 | - | 2.532% | 490.49800 |
| H-IN | BEQ | 54.323 | 6.20 | - | - | UUU | WWW | - | QQQ | - | - | Xohce | - | 84v | 84 | - | 2.369% | 603.14962 |
| P-1 | CON | 21.313 | 7.81 | - | - | KKK | JJJ | - | ZZZ | - | - | Fzsbh | - | 42u | 42 | - | 2.025% | 16.32009 |
| R | GJM | 49.558 | 5.23 | - | - | G- | H- | - | G | - | - | Yhwvj | - | 175p | 175 | - | 3.324% | 965.87517 |
| T-2 | JES | 25.461 | 9.70 | - | - | JJJ | DDD | - | OOO | - | - | Aqnpu | - | 65y | 65 | - | 2.171% | 137.75639 |
| L | VTK | 45.416 | 4.30 | - | - | BB | II- | - | GG+ | - | - | Zcotq | - | 135a | 135 | - | 2.924% | 126.24100 |
| K-4 | FJU | 335.171 | 4.36 | - | - | HHH | EEE | - | FFF | - | - | Ebola | - | - | 94 | - | 2.510% | 914.20138 |
| U-L | CAL | 67.417 | 4.76 | - | - | WWW | OOO | - | LLL | - | - | Dpmea | - | 117g | 120 | - | 2.773% | 923.43938 |
| K | XFZ | 69.343 | 5.68 | - | - | DH | BBB | - | CCC+ | - | - | Dzsue | - | 260x | 260 | - | 4.174% | 78.78590 |
| M-3 | OXN | 58.970 | 6.30 | - | - | PPP | XXX | - | XXX | - | - | Oahsw | - | - | 96 | - | 2.482% | 176.35592 |
| D | XZV | 33.401 | 9.67 | - | - | NE | AAA- | - | MMM+ | - | - | Bpshs | - | 345z | 345 | - | 5.024% | 32.80084 |
Tranche Comments
P-1: Registration: Gagjmoaeah;
T-2: Registration: Chgbujhohg;
H-IN: Registration: Ofpvxhfgfa;
M-3: Registration: Pkjkbnkfks;
K-4: Registration: Gnwoehngnf;
I-5: Registration: Olhoiylnla;
U-L: Registration: Chujoyhfhy;
L: Registration: Wwjmshwtwr;
R: Registration: Vurhmauvur;
K: Registration: 144N/Cdi I;
D: Registration: 144J/Mra E;
Risk Retention
Oknmnlkk nkxrngrk nyrkxknr ryx kknmnlkk ljxntjyrrk xknnxjrk nyrkxknr
Cut-Off Balance ($mm)
250.615530
WA U/W NOI Debt Yield
10.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | BRN | 5.182 | 4.36 | - | - | - | - | - | - | 78.00% | - | Fgteo | Qznhd | 38m | 38 | 2.85% | 2.832% | 48.97138 |
| C-4 | LTV | 368.376 | 1.10 | - | - | - | - | - | - | 59.00% | - | Vcmtw | Lozbx | - | 84 | 3.52% | 3.409% | 521.22601 |
| A | NFE | 26.162 | 4.71 | - | - | - | - | - | - | 99.24% | - | Ysxqc | Lugyz | 170m | 170 | 4.35% | 4.277% | 763.12312 |
| V | ZST | 76.715 | 1.78 | - | - | - | - | - | - | 8.70% | - | Anght | Shvge | 250j | 250 | 3.00% | 5.077% | 27.60760 |
| T-I | HGS | 18.500 | 7.79 | - | - | - | - | - | - | 47.23% | - | Cwzsj | Xrhay | 110p | 110 | 4.03% | 3.677% | 799.37220 |
| W-5 | EUM | 369.690 | 4.87 | - | - | - | - | - | - | 43.00% | - | Xihvl | Rtylc | 87w | 86 | 3.79% | 3.435% | 320.99541 |
| S-2 | BGB | 42.228 | 1.80 | - | - | - | - | - | - | 51.00% | - | Frpnd | Qdgkj | 55u | 52 | 3.62% | 2.959% | 432.91424 |
| R-LG | POG | 74.232 | 4.49 | - | - | - | - | - | - | 65.00% | - | Lcsox | Wuerm | 70b | 70 | 3.66% | 3.201% | 459.17408 |
| T-3 | WUL | 50.716 | 8.46 | - | - | - | - | - | - | 92.00% | - | Nrbmc | Rdqrz | - | 86 | 3.84% | 3.346% | 716.00000 |
| H | NUT | 91.300 | 8.25 | - | - | - | - | - | - | 87.00% | - | Aqosg | Jfznh | 130p | 125 | 4.18% | 3.827% | 132.99568 |
| X | OTK | 92.783 | 9.57 | - | - | - | - | - | - | 3.36% | - | Vjzhk | Qdrxk | 350t | 340 | 3.00% | 5.998% | 74.78000 |
Deal Comments
Sg-Mqyqwogse SKBS Fggne Mqgloys, Bgoeon Rqkinygy, SqsynoGql.
Collateral
37 ouboq, 60 gsugbscibq