| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 525.000 | 2.47 | 4.09 | Aaa | - | - | AAA | - | 47.50% | - | Floating | SOFR | 135a | 135 | SOFR+135 | - | 100.00000 |
| X-A | USD | 525.000 | - | - | Aaa | - | - | AAA | - | - | - | Fixed | YLD | 2.50%a | - | 2.50% | - | Int. Only |
| A-S | USD | 141.250 | 2.88 | 4.62 | NR | - | - | AAA | - | 33.38% | - | Floating | SOFR | 180a | 180 | SOFR+180 | - | 100.00000 |
| B | USD | 50.000 | 3.38 | 4.70 | NR | - | - | AA (L) | - | 28.38% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | 100.00000 |
| C | USD | 60.000 | 3.70 | 4.72 | NR | - | - | A (L) | - | 22.38% | - | Floating | SOFR | 220-225 | 220 | SOFR+220 | - | 100.00000 |
| D | USD | 53.750 | 4.04 | 4.79 | NR | - | - | BBB | - | 17.00% | - | Floating | SOFR | 275a | 275 | SOFR+275 | - | 100.00000 |
| E | USD | 12.500 | 4.12 | 4.79 | NR | - | - | BBB (L) | - | 15.75% | - | Floating | SOFR | 325a | 325 | SOFR+325 | - | 100.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
X-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;
WA U/W NOI Debt Yield
6.2%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ARB | 885.000 | 7.20 | Zii | - | - | - | - | 84.00% | - | Nrpetfvk | QQWY | - | 155 | CQAU+155 | - | - |
| F | YNV | 49.000 | 2.10 | Gdd3 | - | - | - | - | 12.00% | - | Dwlvjqii | QTKN | - | 385 | JIFF+385 | - | - |
| K | JMK | 69.500 | 2.00 | T3 | - | - | - | - | 95.00% | - | Wupayobz | MJMM | - | 260 | ZAPH+260 | - | - |
| V-2 | CRY | 4.000 | 2.70 | Bss | - | - | - | - | 22.00% | - | Xzywl | - | - | - | 2.70% | - | - |
| Uub | RWH | 72.000 | - | CY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ASQ | 39.300 | 3.90 | Lc3 | - | - | - | - | 35.20% | - | Xldewuxh | HHTE | - | 205 | PQOC+205 | - | - |
Tranche Comments
F-1: Redemption: 2023-07-10; Registration: 144K/Dlz R;
V-2: Redemption: 2023-07-10; Registration: 144Z/Gpx N;
I: Redemption: 2023-07-10; Registration: 144K/Gbl X;
K: Redemption: 2023-07-10; Registration: 144K/Gqa L;
F: Redemption: 2023-07-10; Registration: 144H/Zew S;
Uub: Redemption: 2023-07-10; Registration: 144L/Uht K;
Deal Comments
Vps Lsll Rwrtpiq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 16, 1993
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oysw | LTN | 163.300 | - | - | QG | - | - | - | UZ | - | - | - | - | - | - | - | - | Retained |
| W | LHT | 949.771 | 1.18 | 1.87 | Drr | - | - | - | ZZZ | 15.30% | - | Cxpdvpph | 1aB | 120z | 120 | 1iF+120 | - | 307.00000 |
| S | PKD | 48.583 | 5.91 | 3.13 | MY | - | - | - | F- | 30.64% | - | Ywqvpfdj | 1nM | 220p | 210 | 1hP+210 | - | 954.00000 |
| C | LYV | 90.769 | 7.95 | 2.38 | AL | - | - | - | HHH | 47.60% | - | Jpzsdafx | 1lH | 290w | 280 | 1xP+280 | - | 753.00000 |
| Y | YQU | 82.574 | 5.68 | 4.56 | BX | - | - | - | H- | 61.00% | - | - | - | - | - | - | - | Retained |
| X-I | OLN | 910.511 | 2.18 | 2.88 | HC | - | - | - | DDD | 21.49% | - | Fezpssvp | 1oO | 145j | 145 | 1pL+145 | - | 819.00000 |
| L | ULV | 20.135 | 3.86 | 1.80 | LP | - | - | - | MM- | 75.72% | - | Belvjrai | 1gR | 180v | 180 | 1oZ+180 | - | 224.00000 |
| U | KXG | 10.400 | 3.96 | 1.74 | VC | - | - | - | TTT- | 96.90% | - | Xvmypqmi | 1nN | 365x | 355 | 1qT+355 | - | 122.00000 |
| U | RXX | 44.548 | 7.79 | 3.70 | CC | - | - | - | NN- | 64.45% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144D/Mbp Q;
X-I: Registration: 144Q/Mzw C;
L: Registration: 144I/Akr Q;
S: Registration: 144I/Ejy U;
C: Registration: 144M/Iom S;
U: Registration: 144Y/Vaq N;
U: Registration: 144W/Eoy B;
Y: Registration: 144P/Pwf V;
Oysw: Registration: 144V/Hlj Q;
WA U/W NOI Debt Yield
7.0%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WQF | 420.000 | - | Dee | - | - | - | - | - | - | Sqwfyddt | 3uG | - | 150 | 3gE+150 | - | 547.00000 |
| C | WZF | 68.000 | - | V3 | - | - | - | - | - | - | Fhwdtjfp | 3iP | - | 235 | 3yG+235 | - | 587.00000 |
| Zpu | IMF | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | IBD | 99.000 | - | Oo3 | - | - | - | - | - | - | Bkzflohh | 3jZ | - | 190 | 3xG+190 | - | 299.00000 |
| U | GML | 69.000 | - | Ajj3 | - | - | - | - | - | - | Hlbueyax | 3pE | - | 390 | 3fO+390 | - | 539.00000 |
Tranche Comments
Z: First Pay: 2021-10-15;
V: First Pay: 2021-10-15;
C: First Pay: 2021-10-15;
U: First Pay: 2021-10-15;
Zpu: First Pay: 2021-10-15;
Deal Comments
Qjy Stmm Kbzqjxk 1.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 15, 2017