FINSIGHT

BAHA Trust

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	569.000	5.01	-	-	-	-	AAA	-	-	20.2%	Fixed	J	-	180	6.17%	6.098%	100.00000
B	USD	240.000	5.01	-	-	-	-	AA (L)	-	-	28.7%	Fixed	J	-	270	7.07%	6.998%	99.99999
C	USD	256.000	5.01	-	-	-	-	A (L)	-	-	37.8%	Fixed	J	-	340	7.77%	7.698%	99.99997
D	USD	228.000	5.01	-	-	-	-	BBB (L)	-	-	45.9%	-	-	-	-	-	-	-
E	USD	131.500	5.01	-	-	-	-	BB (H)	-	-	50.6%	-	-	-	-	-	-	-
HRR	USD	75.500	5.01	-	-	-	-	BB	-	-	53.2%	-	-	-	-	-	-	-

More Details

Tranche Comments

A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; Comments: Pre-placed; E: Registration: 144A/Reg S; Comments: Pre-placed; HRR: Registration: 144A/Reg S; Comments: Pre-placed;

Collateral

The Property is a luxury resort featuring 2,323 keys across three upscale hotel brands including the Grand Hyatt (1,800 keys), SLS (298 keys), and Rosewood (225 keys)