SLIDE Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD125.3002.624.45-AAA----18.1%Floating1mL90901mL+90-100.00000
BUSD45.3002.624.45-AA-----24.6%Floating1mL1251251mL+125-100.00000
CUSD33.7002.624.45-A-----29.4%Floating1mL1551551mL+155-100.00000
DUSD44.5002.624.45-BBB-----35.8%Floating1mL1851851mL+185-100.00000
EUSD70.2002.624.45-BB-----46.0%Floating1mL2302301mL+230-100.00000
FUSD24.8652.624.45-B----49.5%Floating1mL3003001mL+300-100.00000
HRRUSD18.7022.624.45-B----52.2%Floating1mL5955951mL+595-100.00000
X-CPUSD248.800---BBB------VariableYLD--4.500%-Int. Only
Filings
Tranche Comments
A: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; B: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; C: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; D: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; E: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; F: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; HRR: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D; X-CP: First Pay: 2018-10-15; Registration: 144A/Reg S; Comments: Reg D;
Collateral
The Mortgage Loan is secured by the Borrowers’ fee and operating leasehold interest in the Kalahari Resorts & Convention Center Poconos, an indoor and outdoor waterpark resort located in the Pocono Mountains in Pennsylvania and the intellectual property license agreement relating to the resort name “Kalahari"
Risk Retention
US - Yes
Use of Proceeds
Refinancing

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