| 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 |
|---|
| X | GAB | 89.600 | 5.90 | 1.40 | VV | - | - | - | J- | 63.35% | - | Ajpsfknp | 1aO | 255r | 255 | 1eI+255 | - | 303.00000 |
| W | VJN | 34.500 | 3.23 | 6.22 | UT | - | - | - | E- | 9.57% | - | - | - | - | - | - | - | Retained |
| J-D | XEG | 757.100 | 1.46 | 8.30 | XV | - | - | - | GGG | 12.97% | - | Xmkovckt | 1hS | 165u | 175 | 1bY+175 | - | 428.00000 |
| Dzjp | END | 83.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | AZC | 580.000 | 3.52 | 2.81 | Xqq | - | - | - | AAA | 92.50% | - | Eyowxofs | 1xN | 140f | 140 | 1fT+140 | - | 711.00000 |
| T | PFR | 92.000 | 7.64 | 8.21 | MW | - | - | - | OOO | 35.17% | - | Bzcmrlka | 1fJ | 280q | 280 | 1uK+280 | - | 914.00000 |
| V | HZQ | 53.000 | 6.30 | 5.40 | AK | - | - | - | GGG- | 27.76% | - | Kjqeaixk | 1xU | 325u | 325 | 1sS+325 | - | 139.00000 |
| Z | REO | 96.760 | 8.43 | 3.53 | NN | - | - | - | NN- | 62.38% | - | Ibeqhlez | 1yP | 215d | 215 | 1wY+215 | - | 909.00000 |
| X | IRD | 16.000 | 2.91 | 5.27 | AM | - | - | - | BB- | 32.29% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144X/Qlw V;
J-D: Registration: 144I/Upy M;
Z: Registration: 144I/Uom L;
X: Registration: 144Q/Bdd N;
T: Registration: 144A/Pcp H;
V: Registration: 144Q/Knn U;
X: Registration: 144V/Cmp E;
W: Registration: 144J/Lfo G;
Dzjp: Registration: 144X/Dta B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TLF | 638.600 | 2.10 | 2.90 | Oii | - | - | ZZZ | - | 99.90% | - | Gqcjpiyz | 1kF | 90-95 | 90 | 1tY+90 | - | 302.00000 |
| A | FAK | 97.366 | 5.28 | 9.51 | ZW | - | - | OO (L) | - | 16.45% | - | Yupbxhkn | 1nD | 140a | 140 | 1xF+140 | - | 862.00000 |
| Z | ZMU | 389.342 | 4.18 | 9.97 | AU | - | - | G (X) | - | 30.35% | - | Svoywesa | 1cY | 165g | 165 | 1hX+165 | - | 735.00000 |
| T | JBZ | 85.400 | 6.34 | 8.32 | MU | - | - | SSS (Y) | - | 31.27% | - | Zwreewqk | 1lP | 210p | 205 | 1bC+205 | - | 832.00000 |
| A | KIS | 21.892 | 7.10 | 9.50 | OB | - | - | III | - | 59.77% | - | Jpyahpyk | 1hZ | 195h | 195 | 1cX+195 | - | 282.00000 |
| Z-J | JUN | 516.800 | 5.30 | 8.40 | XK | - | - | NNN | - | 76.00% | - | Oqcxdjjb | 1xH | 115g | 115 | 1cT+115 | - | 366.00000 |
Tranche Comments
C: Registration: 144T/Lpl U;
Z-J: Registration: 144O/Pfg R;
A: Registration: 144T/Tch M;
Z: Registration: 144A/Lqd A;
A: Registration: 144V/Qpp U;
T: Registration: 144I/Rsn Z;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OUW | 708.000 | 5.98 | - | Hkk | - | - | - | GGG | 20.00% | - | Ukcukbvx | 1yY | 87 | 87 | 1xR+87 | - | 400.00000 |
| D | XUV | 22.660 | 6.27 | - | KQ | - | - | - | L- | 51.30% | - | Ubvzlfnr | 1dT | 195 | 195 | 1pE+195 | - | 864.00000 |
| P | QYX | 28.600 | 7.50 | - | DG | - | - | - | L- | 52.00% | - | - | - | - | - | - | - | Retained |
| K | WRR | 45.600 | 2.56 | - | QH | - | - | - | JJJ- | 62.61% | - | Lcrhfitx | 1cY | - | 270 | 1hL+270 | - | 295.00000 |
| Moyn ztwoyz | NXP | 136.000 | - | - | BT | - | - | - | KN | - | - | - | - | - | - | - | - | Retained |
| I-I | EJJ | 64.000 | 2.67 | - | GM | - | - | - | EEE | 29.70% | - | Pzyzukcm | 1uI | 119 | 119 | 1lH+119 | - | 295.00000 |
| T | ICR | 75.520 | 1.87 | - | GF | - | - | - | CC- | 41.72% | - | Axlzqvpq | 1jA | 150 | 150 | 1lL+150 | - | 434.00000 |
| Y | CEP | 89.000 | 9.40 | - | VI | - | - | - | RR- | 16.91% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144H/Tqk Y;
I-I: Registration: 144H/Dwt U;
T: Registration: 144O/Nkh Q;
D: Registration: 144W/Tan S;
K: Registration: 144E/Jox N;
Y: Registration: 144A/Hyw U;
P: Registration: 144Z/Qas H;
Moyn ztwoyz: Registration: 144O/Klq U;
WA U/W NOI Debt Yield
8.4%