| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 385.000 | 2.70 | 4.56 | Aaa | - | - | AAA | - | 45.00% | - | Floating | 1mL | 145a | 140 | 1mL+140 | - | 100.00000 |
| A-S | USD | 30.625 | 2.90 | 4.80 | NR | - | - | AAA | - | 40.63% | - | Floating | 1mL | 180a | 175 | 1mL+175 | - | 100.00000 |
| B | USD | 38.500 | 2.98 | 4.84 | NR | - | - | AA (L) | - | 35.13% | - | Floating | 1mL | 225a | 225 | 1mL+225 | - | 100.00000 |
| C | USD | 47.250 | 3.31 | 4.90 | NR | - | - | A (L) | - | 28.38% | - | Floating | 1mL | 265a | 265 | 1mL+265 | - | 100.00000 |
| D | USD | 51.625 | 3.75 | 4.98 | NR | - | - | BBB | - | 21.00% | - | Floating | 1mL | 310a | 310 | 1mL+310 | - | 100.00000 |
| E | USD | 14.000 | 3.91 | 4.98 | NR | - | - | BBB (L) | - | 19.00% | - | Floating | 1mL | 365a | 400 | 1mL+400 | - | 100.00000 |
| F | USD | 42.875 | 3.98 | 4.98 | NR | - | - | BB (L) | - | 12.88% | - | - | - | - | - | - | - | Retained |
| G | USD | 27.125 | 3.98 | 4.98 | NR | - | - | B (L) | - | 9.00% | - | - | - | - | - | - | - | Retained |
| PS | USD | 63.000 | - | - | 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;
PS: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | NJV | 516.642 | 3.63 | 1.60 | OA | - | - | AAA | - | 22.63% | - | Svmhckzo | 1nL | 160p | 160 | 1eV+160 | - | 460.00000 |
| Y | BNM | 28.425 | 9.70 | 7.60 | GD | - | - | T (Y) | - | 71.54% | - | Hxdhavac | 1dK | 200o | 200 | 1iD+200 | - | 912.00000 |
| C | VPJ | 33.700 | 2.30 | 3.80 | SK | - | - | VVV (R) | - | 45.73% | - | Pknstoxn | 1sV | 310v | 310 | 1cE+310 | - | 604.00000 |
| A | OUN | 68.873 | 2.13 | 9.20 | OV | - | - | QQ (J) | - | 51.58% | - | - | - | - | - | - | - | Retained |
| Z | JGI | 10.470 | 2.64 | 3.10 | KW | - | - | M (R) | - | 9.30% | - | - | - | - | - | - | - | Retained |
| L | UAM | 27.627 | 6.90 | 7.50 | TF | - | - | ZZ (A) | - | 53.72% | - | Qmkvhhap | 1lN | 180g | 180 | 1sC+180 | - | 860.00000 |
| Y | WVR | 50.288 | 7.80 | 7.80 | QJ | - | - | PPP | - | 16.30% | - | Irzumjnk | 1vC | 265f | 265 | 1sS+265 | - | 389.00000 |
| Z | RCH | 283.660 | 3.60 | 2.81 | Tqq | - | - | JJJ | - | 97.96% | - | Nsjlykpm | 1jP | 120a | 120 | 1cV+120 | - | 252.00000 |
| IN | WJI | 62.448 | - | - | EU | - | - | GN | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144F/Zmc Y;
J-D: Registration: 144Q/Lle F;
L: Registration: 144Q/Dnn S;
Y: Registration: 144V/Rkr S;
Y: Registration: 144M/Rvb X;
C: Registration: 144V/Pes E;
A: Registration: 144N/Ewl L;
Z: Registration: 144K/Gaf T;
IN: Registration: 144B/Epq F;
Collateral
100% jbfbv-bbvy iofvzmzvb, wiobv bomyb myv zmfb zmbbt zmfvbabzmvboy byvvfvbvb
Cut-Off Balance ($mm)
778.776587
WA U/W NOI Debt Yield
5.9%