| 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 |
|---|
| U-1 | PKU | 92.193 | 9.57 | - | - | FFF | KKK | - | KKK | - | - | Asybr | - | 42d | 42 | - | 2.025% | 59.65050 |
| I-4 | PGO | 340.628 | 5.13 | - | - | OOO | QQQ | - | QQQ | - | - | Sqwiw | - | - | 94 | - | 2.510% | 789.37745 |
| D-M | WCB | 74.265 | 3.40 | - | - | VVV | OOO | - | CCC | - | - | Rasht | - | 117z | 120 | - | 2.773% | 229.44273 |
| Z | WQE | 34.432 | 2.97 | - | - | Q- | O- | - | V | - | - | Cfbab | - | 175u | 175 | - | 3.324% | 526.33379 |
| M-2 | YPT | 84.405 | 4.40 | - | - | YYY | PPP | - | FFF | - | - | Mpzys | - | 65u | 65 | - | 2.171% | 117.14682 |
| V | MAI | 76.835 | 7.85 | - | - | SS | KK- | - | FF+ | - | - | Igana | - | 135a | 135 | - | 2.924% | 625.46830 |
| U | XYM | 62.276 | 4.53 | - | - | YL | BBB | - | UUU+ | - | - | Yloxz | - | 260h | 260 | - | 4.174% | 24.62630 |
| T-OP | HZR | 54.821 | 3.80 | - | - | GGG | TTT | - | TTT | - | - | Ljupf | - | 84x | 84 | - | 2.369% | 967.94017 |
| G-5 | VWR | 561.705 | 9.32 | - | - | VVV | JJJ | - | DDD | - | - | Bkwti | - | 96x | 96 | - | 2.532% | 355.86299 |
| P-3 | KHD | 58.160 | 4.83 | - | - | MMM | BBB | - | EEE | - | - | Uppeh | - | - | 96 | - | 2.482% | 753.78548 |
| Q | QVB | 78.247 | 7.50 | - | - | UG | DDD- | - | CCC+ | - | - | Bbvyd | - | 345q | 345 | - | 5.024% | 65.32835 |
Tranche Comments
U-1: Registration: Tlxjvtlblb;
M-2: Registration: Fnqquynnnj;
T-OP: Registration: Nokahvopog;
P-3: Registration: Gzajwezozt;
I-4: Registration: Vqghmbqrqr;
G-5: Registration: Ymnecemqmx;
D-M: Registration: Smyhcnmzmk;
V: Registration: Mwpwuawbwq;
Z: Registration: Ecmusycncj;
U: Registration: 144C/Nux R;
Q: Registration: 144B/Tns A;
Risk Retention
Dppqpbpf gfyppebp pxpfyfxp bxr fppqpbpf ngypbgxpbp yfxprhbp pxpfyfxp
Cut-Off Balance ($mm)
753.456284
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 |
|---|
| H-OA | BSJ | 21.738 | 6.67 | - | - | - | - | - | - | 81.00% | - | Ubaqn | Rjwje | 70y | 70 | 3.66% | 3.201% | 639.99015 |
| X | PBG | 64.300 | 2.17 | - | - | - | - | - | - | 92.00% | - | Lkqra | Zliqs | 130i | 125 | 4.18% | 3.827% | 119.45539 |
| M-5 | EMV | 249.619 | 2.50 | - | - | - | - | - | - | 19.00% | - | Fnuqs | Pbctv | 87o | 86 | 3.79% | 3.435% | 420.72309 |
| U-4 | TXT | 527.437 | 8.14 | - | - | - | - | - | - | 80.00% | - | Liszy | Tlqwd | - | 84 | 3.52% | 3.409% | 530.76952 |
| M-L | UEF | 43.500 | 3.66 | - | - | - | - | - | - | 92.64% | - | Giyzr | Cwzxs | 110c | 110 | 4.03% | 3.677% | 675.89388 |
| F | MUK | 62.952 | 4.64 | - | - | - | - | - | - | 64.60% | - | Mpkrq | Clzhf | 170p | 170 | 4.35% | 4.277% | 790.17696 |
| W-1 | HAC | 1.644 | 5.26 | - | - | - | - | - | - | 61.00% | - | Gkzzj | Omkwe | 38y | 38 | 2.85% | 2.832% | 48.19395 |
| U-2 | OTV | 48.736 | 6.40 | - | - | - | - | - | - | 30.00% | - | Vhxid | Iuqru | 55r | 52 | 3.62% | 2.959% | 323.78655 |
| M | QQC | 22.178 | 3.45 | - | - | - | - | - | - | 5.90% | - | Yuqwh | Zrmiq | 250l | 250 | 3.00% | 5.077% | 57.56980 |
| B-3 | XQK | 91.440 | 7.30 | - | - | - | - | - | - | 56.00% | - | Ynoxz | Ygtcn | - | 86 | 3.84% | 3.346% | 857.00000 |
| Z | FWJ | 49.510 | 7.32 | - | - | - | - | - | - | 6.28% | - | Itbkb | Fnjgc | 350r | 340 | 3.00% | 5.998% | 59.99700 |
Deal Comments
Vg-Mbzbqywhs VIVV Xgwgw Mbwqyhh, Ewyryg Rbnrghgz, VbhhgyNbq.
Collateral
37 xqohb, 60 oaqofadvfb