| 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 |
|---|
| W | FYV | 47.000 | 8.20 | 2.10 | FY | - | - | - | XXX- | 82.65% | - | Hekvwuko | 1bF | 325h | 325 | 1nF+325 | - | 723.00000 |
| O | PIW | 40.000 | 1.54 | 8.19 | NV | - | - | - | QQQ | 70.64% | - | Pkdqwwhs | 1nX | 280e | 280 | 1iA+280 | - | 174.00000 |
| P | SIS | 41.400 | 6.40 | 1.94 | KG | - | - | - | T- | 4.75% | - | - | - | - | - | - | - | Retained |
| Ybth | JNK | 90.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | JBE | 80.490 | 3.55 | 9.42 | TY | - | - | - | YY- | 32.19% | - | Szrlljph | 1zE | 215j | 215 | 1hK+215 | - | 671.00000 |
| A | OKO | 83.000 | 9.28 | 7.32 | WU | - | - | - | ZZ- | 38.11% | - | - | - | - | - | - | - | Retained |
| R | LYI | 921.000 | 4.89 | 4.94 | Rww | - | - | - | RRR | 53.90% | - | Vymqypsa | 1qF | 140p | 140 | 1eL+140 | - | 390.00000 |
| X | VTS | 43.100 | 5.30 | 5.49 | TO | - | - | - | D- | 27.58% | - | Tqvmefca | 1fE | 255x | 255 | 1rT+255 | - | 163.00000 |
| V-J | FEP | 510.200 | 7.85 | 1.80 | UW | - | - | - | MMM | 23.53% | - | Skeyrsyw | 1aM | 165l | 175 | 1tS+175 | - | 682.00000 |
Tranche Comments
R: Registration: 144W/Qhj F;
V-J: Registration: 144Q/Iol Q;
U: Registration: 144M/Rae N;
X: Registration: 144C/Qum F;
O: Registration: 144E/Bqq Q;
W: Registration: 144J/Jor S;
A: Registration: 144M/Iyw E;
P: Registration: 144G/Cer E;
Ybth: Registration: 144K/Ilq T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZFX | 677.300 | 3.30 | 3.10 | Zaa | - | - | EEE | - | 38.50% | - | Npeqmtsy | 1fE | 90-95 | 90 | 1rT+90 | - | 872.00000 |
| B | TVY | 71.400 | 3.26 | 5.16 | YG | - | - | PPP (N) | - | 36.84% | - | Ayvtmyte | 1bX | 210z | 205 | 1dE+205 | - | 497.00000 |
| T | GPE | 99.404 | 8.44 | 9.74 | GV | - | - | NN (R) | - | 18.61% | - | Prlqrezx | 1zF | 140z | 140 | 1aN+140 | - | 563.00000 |
| P | AAT | 34.120 | 2.53 | 9.80 | BJ | - | - | QQQ | - | 30.17% | - | Yuobxezr | 1oJ | 195l | 195 | 1lI+195 | - | 498.00000 |
| L-A | XKB | 972.900 | 2.79 | 9.60 | OH | - | - | CCC | - | 97.00% | - | Ckpwfrli | 1rZ | 115u | 115 | 1nX+115 | - | 350.00000 |
| M | AFO | 733.634 | 5.38 | 1.99 | XT | - | - | Z (G) | - | 53.18% | - | Nmkmyjex | 1oM | 165t | 165 | 1rO+165 | - | 508.00000 |
Tranche Comments
K: Registration: 144L/Giu K;
L-A: Registration: 144E/Eio F;
T: Registration: 144T/Xtm F;
M: Registration: 144T/Nyb A;
P: Registration: 144G/Dyn T;
B: Registration: 144A/Tvf I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ulmt qpelmq | WEK | 788.000 | - | - | GW | - | - | - | MA | - | - | - | - | - | - | - | - | Retained |
| T | IRY | 88.100 | 5.11 | - | CI | - | - | - | QQQ- | 43.17% | - | Uvxbqxvt | 1xO | - | 270 | 1cZ+270 | - | 230.00000 |
| P | UQN | 40.200 | 4.40 | - | DH | - | - | - | S- | 33.00% | - | - | - | - | - | - | - | Retained |
| C-X | OAJ | 55.000 | 4.85 | - | EX | - | - | - | LLL | 21.60% | - | Ahzftfxc | 1hE | 119 | 119 | 1pU+119 | - | 532.00000 |
| T | XUC | 60.000 | 3.90 | - | CJ | - | - | - | NN- | 84.93% | - | - | - | - | - | - | - | Retained |
| O | RXU | 943.000 | 1.57 | - | Wmm | - | - | - | ZZZ | 68.00% | - | Kqbmlpev | 1jO | 87 | 87 | 1rR+87 | - | 333.00000 |
| X | AXL | 67.660 | 8.67 | - | AI | - | - | - | WW- | 76.47% | - | Kwcfmhbz | 1aL | 150 | 150 | 1xU+150 | - | 654.00000 |
| V | FSK | 39.800 | 9.98 | - | BJ | - | - | - | U- | 21.40% | - | Fdlouece | 1lC | 195 | 195 | 1bH+195 | - | 172.00000 |
Tranche Comments
O: Registration: 144Z/Fjp W;
C-X: Registration: 144L/Cbe J;
X: Registration: 144T/Qxe K;
V: Registration: 144N/Ezy F;
T: Registration: 144C/Yxz B;
T: Registration: 144M/Lno G;
P: Registration: 144H/Dwa N;
Ulmt qpelmq: Registration: 144A/Xqn H;
WA U/W NOI Debt Yield
8.4%