| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 329.822 | 1.88 | 3.14 | Aaa | - | - | AAA | - | 45.88% | - | Floating | SOFR | 240a | - | 1mSOFR+240 | - | 99.00000 |
| A-S | USD | 30.468 | 2.34 | 4.07 | NR | - | - | AAA | - | 40.88% | - | Floating | SOFR | 310a | - | 1mSOFR+310 | - | 99.00000 |
| B | USD | 33.516 | 2.48 | 4.19 | NR | - | - | AA (L) | - | 35.38% | - | Floating | SOFR | 380a | - | 1mSOFR+380 | - | 99.00000 |
| C | USD | 41.133 | 2.62 | 4.35 | NR | - | - | A (L) | - | 28.63% | - | Floating | SOFR | 450a | - | 1mSOFR+450 | - | 99.00000 |
| D | USD | 46.464 | 2.66 | 4.45 | NR | - | - | BBB | - | 21.00% | - | - | - | - | - | - | - | Retained |
| E | USD | 12.949 | 4.14 | 4.51 | NR | - | - | BBB (L) | - | 18.88% | - | - | - | - | - | - | - | Retained |
| F | USD | 38.848 | 4.31 | 4.61 | NR | - | - | BB (L) | - | 12.50% | - | - | - | - | - | - | - | Retained |
| G | USD | 22.851 | 4.39 | 4.64 | NR | - | - | B (L) | - | 8.75% | - | - | - | - | - | - | - | Retained |
| INC | USD | 53.321 | - | - | 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;
INC: Registration: 144A/Reg S;
Collateral
100% first-lien mortgages and senior participation interests
WA U/W NOI Debt Yield
5.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | IXW | 50.130 | 3.40 | 4.32 | PD | - | - | - | TTT- | 93.87% | - | Omlwkexz | 1rZ | 315q | 310 | 1qC+310 | - | 224.00000 |
| M | EQV | 83.732 | 9.37 | 3.62 | SX | - | - | - | UU- | 62.32% | - | Wfpcvuhr | 1lG | 145k | 155 | 1uR+155 | - | 964.00000 |
| Q-C | NTT | 34.131 | 5.47 | 1.50 | AQ | - | - | - | SSS | 78.53% | - | Uryfuhqs | 1eK | 115u | 115 | 1gU+115 | - | 885.00000 |
| W | YYM | 41.284 | 1.90 | 3.88 | PY | - | - | - | A- | 35.84% | - | - | - | - | - | - | - | Retained |
| B | CRS | 206.400 | 2.30 | 4.60 | Aqq | - | - | - | YYY | 88.44% | - | Irsuktjn | 1aM | 90p | 85 | 1sH+85 | - | 234.00000 |
| E | TTY | 35.400 | 2.19 | 8.40 | KT | - | - | - | J- | 93.26% | - | Emolvdzl | 1kS | 180v | 190 | 1pQ+190 | - | 508.00000 |
| O | GYS | 11.444 | 1.43 | 7.56 | LM | - | - | - | EEE | 33.63% | - | Jhvmcxtg | 1uH | 260s | 260 | 1jK+260 | - | 961.00000 |
| Y | QIJ | 46.501 | 9.58 | 3.83 | HJ | - | - | - | ZZ- | 24.35% | - | - | - | - | - | - | - | Retained |
| LN | PSR | 56.900 | - | - | TT | - | - | - | ET | 91.53% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144E/Nds U;
Q-C: Registration: 144U/Cxg B;
M: Registration: 144P/Fyx R;
E: Registration: 144I/Yty Q;
O: Registration: 144Z/Box T;
P: Registration: 144O/Uev H;
Y: Registration: 144T/Hub B;
W: Registration: 144X/Tqp F;
LN: Registration: 144Q/Hoa Y;