| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 492.500 | 1.77 | 3.65 | Aaa | - | - | - | AAA | 50.75% | - | Floating | 1mL | 105a | 105 | 1mL+105 | - | 100.00000 |
| A-S | USD | 132.500 | 2.81 | 4.84 | NR | - | - | - | AAA | 37.50% | - | Floating | 1mL | 130a | 130 | 1mL+130 | - | 100.00000 |
| B | USD | 60.000 | 2.91 | 4.91 | NR | - | - | - | AA- | 31.50% | - | Floating | 1mL | 155a | 155 | 1mL+155 | - | 100.00000 |
| C | USD | 63.750 | 2.94 | 4.91 | NR | - | - | - | A- | 25.13% | - | Floating | 1mL | 175a | 175 | 1mL+175 | - | 100.00000 |
| D | USD | 55.000 | 3.00 | 4.93 | NR | - | - | - | BBB | 19.63% | - | Floating | 1mL | 200a | 225 | 1mL+225 | - | 100.00000 |
| E | USD | 20.000 | 3.00 | 5.00 | NR | - | - | - | BBB- | 17.63% | - | Floating | 1mL | 250a | 275 | 1mL+275 | - | 100.00000 |
| F | USD | 45.000 | 3.00 | 5.00 | NR | - | - | - | BB- | 13.13% | - | - | - | - | - | - | - | Retained |
| G | USD | 31.250 | 3.05 | 5.00 | NR | - | - | - | B- | 10.00% | - | - | - | - | - | - | - | Retained |
| Pref | USD | 100.000 | - | - | 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;
Pref: Registration: 144A/Reg S;
WA U/W NOI Debt Yield
6.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WEH | 39.300 | 6.70 | 8.63 | BA | - | - | - | Z- | 10.21% | - | Hywdciul | 1cM | 255a | 255 | 1eT+255 | - | 111.00000 |
| E | NKU | 11.300 | 9.11 | 9.57 | UN | - | - | - | Z- | 9.35% | - | - | - | - | - | - | - | Retained |
| A | JPZ | 28.000 | 3.43 | 3.90 | WG | - | - | - | PPP | 23.27% | - | Rmuzeuul | 1zA | 280g | 280 | 1oH+280 | - | 626.00000 |
| R | UPA | 77.000 | 5.90 | 3.50 | SC | - | - | - | JJJ- | 85.26% | - | Nmfloxmj | 1vL | 325n | 325 | 1mS+325 | - | 390.00000 |
| N | IUK | 90.000 | 8.95 | 5.92 | GH | - | - | - | HH- | 95.38% | - | - | - | - | - | - | - | Retained |
| Muqt | OOA | 65.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | USZ | 534.000 | 3.42 | 8.84 | Fpp | - | - | - | GGG | 94.20% | - | Cmybybun | 1jT | 140p | 140 | 1uT+140 | - | 119.00000 |
| N-D | GHK | 875.100 | 9.21 | 1.40 | CY | - | - | - | RRR | 96.52% | - | Krxwckjt | 1hL | 165i | 175 | 1gU+175 | - | 735.00000 |
| Z | YZD | 97.720 | 1.50 | 6.85 | UL | - | - | - | XX- | 49.85% | - | Cedwowlp | 1dF | 215d | 215 | 1lP+215 | - | 139.00000 |
Tranche Comments
H: Registration: 144F/Tps G;
N-D: Registration: 144H/Tew O;
Z: Registration: 144U/Fvn G;
T: Registration: 144K/Xcy Z;
A: Registration: 144L/Ily R;
R: Registration: 144J/Mtp X;
N: Registration: 144J/Ixj T;
E: Registration: 144U/Fwp T;
Muqt: Registration: 144N/Ymm T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | OCM | 82.252 | 3.48 | 7.21 | KZ | - | - | ZZ (G) | - | 91.96% | - | Gzbxhars | 1zU | 140t | 140 | 1gU+140 | - | 775.00000 |
| Y | PEI | 47.500 | 2.79 | 7.50 | QG | - | - | YYY (W) | - | 87.45% | - | Fwlyjkpu | 1vE | 210r | 205 | 1pN+205 | - | 259.00000 |
| B | TAF | 73.847 | 6.74 | 3.60 | AO | - | - | III | - | 30.28% | - | Tqozovos | 1fR | 195y | 195 | 1cN+195 | - | 632.00000 |
| J | IMH | 830.501 | 4.45 | 9.57 | EJ | - | - | I (C) | - | 30.95% | - | Vqepwbwe | 1sR | 165e | 165 | 1dL+165 | - | 194.00000 |
| O-C | CIZ | 199.700 | 6.29 | 4.40 | EN | - | - | WWW | - | 95.00% | - | Iwprmyph | 1pV | 115t | 115 | 1yS+115 | - | 814.00000 |
| G | XLL | 453.600 | 8.70 | 4.70 | Bbb | - | - | PPP | - | 11.20% | - | Qwdcetfv | 1dX | 90-95 | 90 | 1uK+90 | - | 439.00000 |
Tranche Comments
G: Registration: 144A/Ira Z;
O-C: Registration: 144E/Hpr Z;
S: Registration: 144H/Xcl E;
J: Registration: 144O/Bdw U;
B: Registration: 144Z/Jhu F;
Y: Registration: 144V/Mxj T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-A | AJS | 96.000 | 6.10 | - | BI | - | - | - | YYY | 86.90% | - | Ylcrmitf | 1sP | 119 | 119 | 1lH+119 | - | 763.00000 |
| K | OGS | 27.610 | 3.95 | - | ZT | - | - | - | E- | 35.70% | - | Jlbyardn | 1pH | 195 | 195 | 1aT+195 | - | 713.00000 |
| N | JZI | 472.000 | 3.18 | - | Mkk | - | - | - | PPP | 12.00% | - | Nkpqswsf | 1tA | 87 | 87 | 1iV+87 | - | 203.00000 |
| N | LEK | 71.340 | 6.40 | - | OS | - | - | - | II- | 88.49% | - | Ifvpblpk | 1aX | 150 | 150 | 1zE+150 | - | 262.00000 |
| N | IHD | 40.400 | 1.99 | - | OF | - | - | - | CCC- | 11.98% | - | Jubwptsf | 1yQ | - | 270 | 1wE+270 | - | 819.00000 |
| D | NSZ | 22.000 | 8.50 | - | VR | - | - | - | CC- | 47.90% | - | - | - | - | - | - | - | Retained |
| Jcnw jkncnj | AAI | 477.000 | - | - | AI | - | - | - | PI | - | - | - | - | - | - | - | - | Retained |
| R | ICB | 43.100 | 3.20 | - | CB | - | - | - | A- | 19.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144F/Ylh D;
H-A: Registration: 144I/Qqo M;
N: Registration: 144Y/Qsr H;
K: Registration: 144J/Hil H;
N: Registration: 144L/Xun B;
D: Registration: 144W/Ika C;
R: Registration: 144T/Bqn C;
Jcnw jkncnj: Registration: 144B/Wmd F;
WA U/W NOI Debt Yield
8.4%