| 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 |
|---|
| B | RRM | 78.980 | 5.56 | 6.67 | GF | - | - | - | KK- | 24.87% | - | Hplvrcus | 1vU | 215k | 215 | 1kO+215 | - | 231.00000 |
| T | IMZ | 29.000 | 4.70 | 2.10 | JB | - | - | - | RRR- | 97.62% | - | Smmcchse | 1bP | 325e | 325 | 1iI+325 | - | 600.00000 |
| P | RPL | 49.300 | 9.50 | 2.91 | CF | - | - | - | W- | 29.79% | - | Kbwdpesl | 1rX | 255m | 255 | 1kQ+255 | - | 929.00000 |
| U | JYT | 75.000 | 6.50 | 8.24 | JX | - | - | - | LLL | 82.10% | - | Eeclrzoi | 1mQ | 280s | 280 | 1nO+280 | - | 460.00000 |
| Dinb | FZJ | 13.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-F | NGZ | 306.800 | 2.88 | 8.80 | ES | - | - | - | NNN | 34.45% | - | Luxjxafe | 1vB | 165p | 175 | 1gE+175 | - | 525.00000 |
| W | VRY | 71.400 | 2.87 | 5.24 | MB | - | - | - | Y- | 1.51% | - | - | - | - | - | - | - | Retained |
| Q | NBP | 48.000 | 7.38 | 6.32 | FF | - | - | - | ZZ- | 42.33% | - | - | - | - | - | - | - | Retained |
| A | KVS | 256.000 | 5.11 | 3.75 | Zpp | - | - | - | VVV | 57.40% | - | Qbqdqjks | 1zH | 140b | 140 | 1qP+140 | - | 297.00000 |
Tranche Comments
A: Registration: 144M/Ltl A;
W-F: Registration: 144P/Vce X;
B: Registration: 144V/Pwz I;
P: Registration: 144P/Gfx D;
U: Registration: 144T/Eju K;
T: Registration: 144P/Cfm Y;
Q: Registration: 144X/Lwq B;
W: Registration: 144O/Ozf Z;
Dinb: Registration: 144J/Dvq K;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YYE | 292.328 | 1.45 | 9.38 | JC | - | - | O (Y) | - | 34.16% | - | Judbueqf | 1wP | 165q | 165 | 1iF+165 | - | 607.00000 |
| L | BBV | 809.600 | 8.90 | 1.40 | Uyy | - | - | WWW | - | 11.20% | - | Npoypbpa | 1aS | 90-95 | 90 | 1sS+90 | - | 285.00000 |
| R-G | YZD | 687.100 | 6.72 | 8.80 | OQ | - | - | WWW | - | 58.00% | - | Mrojybqo | 1yC | 115s | 115 | 1sX+115 | - | 406.00000 |
| X | UWP | 67.419 | 6.59 | 3.20 | ED | - | - | KKK | - | 79.68% | - | Zsrhtsqe | 1wK | 195w | 195 | 1iE+195 | - | 131.00000 |
| D | BMB | 14.335 | 3.46 | 2.96 | QU | - | - | WW (Q) | - | 39.35% | - | Elupfiqk | 1jK | 140w | 140 | 1mK+140 | - | 372.00000 |
| I | RUE | 26.500 | 6.58 | 9.17 | GM | - | - | OOO (M) | - | 37.67% | - | Zdlkdhxi | 1oC | 210p | 205 | 1xN+205 | - | 732.00000 |
Tranche Comments
L: Registration: 144C/Fba N;
R-G: Registration: 144A/Jxt I;
D: Registration: 144I/Tfl J;
F: Registration: 144G/Kcw G;
X: Registration: 144E/Lyf M;
I: Registration: 144A/Qwz G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EUR | 383.000 | 6.94 | - | Knn | - | - | - | MMM | 45.00% | - | Hwffmrpu | 1kN | 87 | 87 | 1eM+87 | - | 876.00000 |
| L | LXF | 14.810 | 8.93 | - | BC | - | - | - | SS- | 54.17% | - | Emcpjtii | 1tD | 150 | 150 | 1zI+150 | - | 323.00000 |
| I | HCQ | 35.440 | 5.10 | - | LV | - | - | - | B- | 20.60% | - | Eufvakpa | 1wP | 195 | 195 | 1eW+195 | - | 516.00000 |
| I | EHC | 30.000 | 4.30 | - | CE | - | - | - | CC- | 90.60% | - | - | - | - | - | - | - | Retained |
| J-X | ONX | 65.000 | 9.24 | - | GQ | - | - | - | III | 32.80% | - | Wmuccaod | 1lA | 119 | 119 | 1sO+119 | - | 939.00000 |
| X | XGO | 95.100 | 8.70 | - | NW | - | - | - | D- | 14.00% | - | - | - | - | - | - | - | Retained |
| U | KUC | 95.400 | 6.33 | - | LI | - | - | - | NNN- | 53.41% | - | Dbpefaxp | 1uH | - | 270 | 1aD+270 | - | 802.00000 |
| Cmiq nenmin | AOU | 526.000 | - | - | VD | - | - | - | VV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144M/Prb I;
J-X: Registration: 144F/Lig D;
L: Registration: 144V/Qzq X;
I: Registration: 144T/Kha J;
U: Registration: 144O/Nzd E;
I: Registration: 144W/Cif A;
X: Registration: 144X/Nbk Y;
Cmiq nenmin: Registration: 144N/Oua V;
WA U/W NOI Debt Yield
8.4%