| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 279.500 | 1.04 | 5.04 | Aaa | - | - | - | - | - | 39.4% | Floating | 1mSOFR | 275a | 275 | 1mSOFR+275 | - | 100.00000 |
| B | USD | 45.900 | 1.04 | 5.04 | Aa3 | - | - | - | - | - | 45.8% | Floating | 1mSOFR | 335a | 350 | 1mSOFR+350 | - | 100.00000 |
| C | USD | 40.600 | 1.04 | 5.04 | A3 | - | - | - | - | - | 51.5% | Floating | 1mSOFR | 425a | 500 | 1mSOFR+500 | - | 100.00000 |
| D | USD | 47.200 | 1.04 | 5.04 | Baa3 | - | - | - | - | - | 58.2% | Floating | 1mSOFR | 550a | 700 | 1mSOFR+700 | - | 100.00000 |
| E | USD | 42.799 | 1.04 | 5.04 | Ba2 | - | - | - | - | - | 64.2% | Floating | 1mSOFR | 750a | 975 | 1mSOFR+975 | - | 100.00000 |
| HRR | USD | 24.001 | 1.04 | 5.04 | B1 | - | - | - | - | - | 67.6% | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
HRR: Registration: 144A Only; Comments: Pre-Placed;
Deal Comments
Borrower Sponsor is a joint venture between Elm Tree Funds LLC and China Life Insurance (Overseas) Co Ltd
Collateral
Portfolio of industrial and office properties encompassing approximately 5.1 million square feet (“SF”) across 27 markets