| 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 |
|---|
| K | VBE | 71.500 | 6.99 | 7.10 | BE | - | - | - | Q- | 71.67% | - | Nrxlosrx | 1qB | 180n | 190 | 1nP+190 | - | 816.00000 |
| A | VQS | 12.496 | 7.20 | 7.55 | ZA | - | - | - | A- | 58.39% | - | - | - | - | - | - | - | Retained |
| L | HCT | 68.754 | 3.58 | 3.77 | XS | - | - | - | DD- | 39.28% | - | Nmbqxiuy | 1sI | 145i | 155 | 1oM+155 | - | 574.00000 |
| D | GHX | 65.954 | 5.55 | 9.93 | EI | - | - | - | VVV- | 13.39% | - | Asbxqlcm | 1wJ | 315o | 310 | 1jI+310 | - | 541.00000 |
| Y | KBK | 98.631 | 4.35 | 2.49 | FC | - | - | - | KK- | 27.92% | - | - | - | - | - | - | - | Retained |
| W | AWN | 39.872 | 6.88 | 1.27 | KE | - | - | - | YYY | 35.87% | - | Jhxfjotu | 1mI | 260r | 260 | 1oW+260 | - | 438.00000 |
| I | UEA | 748.660 | 9.50 | 8.18 | Qpp | - | - | - | SSS | 48.97% | - | Avrfyolh | 1bP | 90b | 85 | 1cM+85 | - | 191.00000 |
| X-Y | GKQ | 72.928 | 4.21 | 9.30 | AC | - | - | - | PPP | 31.85% | - | Yvzoqspw | 1dW | 115m | 115 | 1wN+115 | - | 631.00000 |
| VQ | RPT | 93.590 | - | - | ZD | - | - | - | QV | 91.95% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144N/Lhy U;
X-Y: Registration: 144I/Ezb V;
L: Registration: 144Q/Nnk H;
K: Registration: 144J/Wah M;
W: Registration: 144X/Wrl D;
D: Registration: 144T/Fdn Q;
Y: Registration: 144C/Cnd V;
A: Registration: 144Q/Avv A;
VQ: Registration: 144Z/Vfg W;