| 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 |
|---|
| W | CKS | 51.555 | 2.15 | 5.34 | EC | - | - | - | RRR- | 80.42% | - | Ilqqmsvr | 1jA | 315n | 310 | 1tO+310 | - | 588.00000 |
| J | HKB | 838.840 | 3.20 | 6.50 | Zoo | - | - | - | III | 62.41% | - | Fxpshtqk | 1oK | 90l | 85 | 1dS+85 | - | 933.00000 |
| P | GUH | 11.269 | 8.45 | 9.64 | KG | - | - | - | AA- | 97.19% | - | - | - | - | - | - | - | Retained |
| F | MZI | 28.112 | 9.30 | 5.30 | XU | - | - | - | C- | 98.59% | - | - | - | - | - | - | - | Retained |
| T | TEH | 55.600 | 4.54 | 3.90 | SY | - | - | - | S- | 29.24% | - | Mvobrobs | 1qT | 180n | 190 | 1cS+190 | - | 217.00000 |
| A-M | KBN | 76.888 | 1.15 | 1.10 | GO | - | - | - | III | 64.68% | - | Tkeafpfw | 1iF | 115h | 115 | 1qR+115 | - | 140.00000 |
| D | YXN | 42.353 | 5.83 | 9.85 | NW | - | - | - | GG- | 32.30% | - | Zptcatmz | 1wC | 145g | 155 | 1iL+155 | - | 836.00000 |
| X | NIK | 95.864 | 4.38 | 4.13 | TU | - | - | - | KKK | 33.65% | - | Qfcfkxyc | 1nK | 260t | 260 | 1oV+260 | - | 716.00000 |
| LZ | LRB | 69.940 | - | - | ZI | - | - | - | ZK | 70.49% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144D/Hix J;
A-M: Registration: 144W/Aro K;
D: Registration: 144C/Qyj Z;
T: Registration: 144G/Bpm O;
X: Registration: 144X/Txg L;
W: Registration: 144P/Hkd N;
P: Registration: 144X/Wqz N;
F: Registration: 144K/Psi S;
LZ: Registration: 144Q/Cna M;