| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 186.000 | 4.99 | - | - | - | AAA | - | AAA | 67.20% | - | Fixed | Swaps | - | 90 | 2.72% | 2.493% | 101.00880 |
| B | USD | 29.800 | 4.99 | - | - | - | AA- | - | AAA | 61.90% | - | Fixed | Swaps | - | 115 | 2.72% | 2.743% | 99.84970 |
| C | USD | 23.000 | 4.99 | - | - | - | A- | - | AA+ | 57.80% | - | Fixed | Swaps | - | 145 | 2.72% | 3.043% | 98.47890 |
| D | USD | 63.200 | 4.99 | - | - | - | BBB- | - | A+ | 52.00% | - | Fixed | Swaps | - | 180 | 2.72% | 3.393% | 96.90690 |
| E | USD | 163.000 | 4.99 | - | - | - | NR | - | BBB- | 39.00% | - | Fixed | Swaps | - | 225 | 2.72% | 3.843% | 94.92800 |
| F | USD | 101.000 | 4.99 | - | - | - | NR | - | BB- | 31.00% | - | Fixed | Swaps | - | 265 | 2.72% | 4.243% | 93.20800 |
| G | USD | 175.000 | 4.99 | - | - | - | NR | - | B- | 17.10% | - | Fixed | Swaps | - | 310 | 2.72% | 4.693% | 91.31570 |
| J | USD | 139.000 | 4.99 | - | - | - | NR | - | NR | 6.00% | - | - | - | - | - | - | - | - |
| HRR | USD | 75.000 | 4.99 | - | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: 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;
J: Registration: 144A/Reg S; Comments: Pre-Placed;
HRR: Registration: 144A/Reg S; Comments: Pre-Placed;
Collateral
Parkmerced, 3.0mm SF, 3,165-unit multifamily development
Risk Retention
U.S. Risk Retention