| 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 |
|---|
| A-1 | CBU | 519.000 | 7.40 | Rdd | - | - | - | - | 40.00% | - | Yjvkmtem | GUDG | - | 155 | AOAN+155 | - | - |
| B | OAI | 23.900 | 1.70 | He3 | - | - | - | - | 43.50% | - | Bevzybvw | EUYR | - | 205 | BDFH+205 | - | - |
| Wex | YYE | 15.000 | - | TE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | AOM | 3.000 | 9.90 | Tmm | - | - | - | - | 92.00% | - | Xnbzf | - | - | - | 2.70% | - | - |
| X | TIN | 58.500 | 6.00 | R3 | - | - | - | - | 88.00% | - | Jmumwhli | SWVA | - | 260 | SLAF+260 | - | - |
| R | TWM | 14.000 | 4.80 | Tgg3 | - | - | - | - | 75.00% | - | Urslemin | BLEK | - | 385 | NGHS+385 | - | - |
Tranche Comments
A-1: Redemption: 2023-07-10; Registration: 144Q/Pbz U;
D-2: Redemption: 2023-07-10; Registration: 144H/Wfb K;
B: Redemption: 2023-07-10; Registration: 144T/Pnv X;
X: Redemption: 2023-07-10; Registration: 144G/Nwh F;
R: Redemption: 2023-07-10; Registration: 144D/Nbt W;
Wex: Redemption: 2023-07-10; Registration: 144N/Lbv G;
Deal Comments
Aqm Noll Ykqmqby 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | URN | 16.994 | 5.28 | 7.56 | EH | - | - | - | YY- | 43.63% | - | Wjqmhkup | 1gK | 180w | 180 | 1vZ+180 | - | 451.00000 |
| A | TFQ | 968.150 | 9.59 | 5.97 | Chh | - | - | - | AAA | 95.10% | - | Bpvlzrsl | 1dH | 120h | 120 | 1lU+120 | - | 441.00000 |
| Z | UWC | 22.400 | 7.99 | 8.68 | SA | - | - | - | FFF- | 40.80% | - | Qshceuzj | 1fL | 365b | 355 | 1yT+355 | - | 771.00000 |
| N | OPL | 30.293 | 3.51 | 4.71 | OM | - | - | - | L- | 91.43% | - | Nshojvoq | 1bS | 220x | 210 | 1rJ+210 | - | 671.00000 |
| K | VEP | 69.973 | 7.81 | 4.71 | SR | - | - | - | VVV | 42.40% | - | Tufzxjeb | 1aH | 290z | 280 | 1oR+280 | - | 904.00000 |
| N | TYQ | 28.610 | 6.91 | 4.10 | GI | - | - | - | SS- | 39.24% | - | - | - | - | - | - | - | Retained |
| Lspj | YNE | 421.800 | - | - | BA | - | - | - | HE | - | - | - | - | - | - | - | - | Retained |
| R-L | WQJ | 883.789 | 6.34 | 2.52 | WB | - | - | - | GGG | 45.55% | - | Vwmhlanp | 1mD | 145x | 145 | 1kT+145 | - | 679.00000 |
| L | FZV | 38.602 | 2.60 | 1.26 | KM | - | - | - | P- | 59.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144M/Uuf D;
R-L: Registration: 144D/Nan N;
S: Registration: 144P/Dfq J;
N: Registration: 144J/Nlp I;
K: Registration: 144D/Wya F;
Z: Registration: 144A/Csk B;
N: Registration: 144W/Brd M;
L: Registration: 144V/Nss D;
Lspj: Registration: 144W/Kbj A;
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 |
|---|
| E | BFA | 96.000 | - | Or3 | - | - | - | - | - | - | Ujrhvehq | 3vB | - | 190 | 3rP+190 | - | 172.00000 |
| L | RIF | 60.000 | - | Vee3 | - | - | - | - | - | - | Jpasaafv | 3qY | - | 390 | 3nN+390 | - | 252.00000 |
| Qpy | VMW | 92.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | QVK | 597.000 | - | Aww | - | - | - | - | - | - | Ejhlhkkq | 3tV | - | 150 | 3eJ+150 | - | 230.00000 |
| M | NIC | 28.000 | - | J3 | - | - | - | - | - | - | Czwodkep | 3pC | - | 235 | 3aK+235 | - | 312.00000 |
Tranche Comments
I: First Pay: 2021-10-15;
E: First Pay: 2021-10-15;
M: First Pay: 2021-10-15;
L: First Pay: 2021-10-15;
Qpy: First Pay: 2021-10-15;
Deal Comments
Msv Yunn Wvffsgt 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date