Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 509.455 | 1.44 | 4.31 | Aaa | - | - | - | AAA | 43.50% | - | Floating | 1mSOFR | 258a | - | 1mSOFR+250 | - | 99.50000 |
A-S | USD | 100.314 | 1.85 | 4.78 | NR | - | - | - | AAA | 32.38% | - | Floating | 1mSOFR | 315a | - | 1mSOFR+315 | - | 99.50000 |
B | USD | 56.355 | 1.96 | 4.88 | NR | - | - | - | AA- | 26.13% | - | Floating | 1mSOFR | 355a | - | 1mSOFR+355 | - | 99.50000 |
C | USD | 54.102 | 2.03 | 4.93 | NR | - | - | - | A- | 20.13% | - | Floating | 1mSOFR | 430a | - | 1mSOFR+425 | - | 99.50000 |
D | USD | 39.449 | 2.04 | 4.97 | NR | - | - | - | BBB | 15.75% | - | - | - | - | - | - | - | Retained |
E | USD | 18.034 | 2.04 | 5.04 | NR | - | - | - | BBB- | 13.75% | - | - | - | - | - | - | - | Retained |
F | USD | 27.050 | 2.10 | 5.04 | NR | - | - | - | BB- | 10.75% | - | - | - | - | - | - | - | Retained |
G | USD | 19.161 | 2.13 | 5.04 | NR | - | - | - | B- | 8.63% | - | - | - | - | - | - | - | Retained |
PS | USD | 77.771 | - | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S; Comments: Reg D;
A-S: Registration: 144A/Reg S; Comments: Reg D;
B: Registration: 144A/Reg S; Comments: Reg D;
C: Registration: 144A/Reg S; Comments: Reg D;
D: Registration: 144A/Reg S; Comments: Reg D;
E: Registration: 144A/Reg S; Comments: Reg D;
F: Registration: 144A/Reg S; Comments: Reg D;
G: Registration: 144A/Reg S; Comments: Reg D;
PS: Registration: 144A/Reg S; Comments: Reg D;
Risk Retention
US - Yes; EU/UK - Yes
WA U/W NOI Debt Yield
7.60%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | MAO | 82.766 | 9.40 | 7.41 | XZ | - | D- | - | - | 31.00% | - | Lsjemvjx | ZQNJ | - | - | WLGS+415 | - | 80.20000 |
W | IRO | 98.916 | 9.79 | 2.43 | SE | - | HHH- | - | - | 63.20% | - | - | - | - | - | - | - | Retained |
H | WJT | 68.382 | 8.11 | 1.32 | PC | - | S- | - | - | 7.24% | - | - | - | - | - | - | - | Retained |
Y-K | HEL | 36.890 | 4.64 | 8.89 | YF | - | WWW | - | - | 63.58% | - | Crorflth | LWGQ | - | - | WEOO+290 | - | 64.80000 |
H | EWP | 28.404 | 5.91 | 3.15 | XI | - | QQ- | - | - | 67.60% | - | - | - | - | - | - | - | Retained |
G | GWC | 251.163 | 1.19 | 9.12 | Rbb | - | LLL | - | - | 87.40% | - | Owzouzjz | ETKE | - | - | MIYR+240 | - | 19.60000 |
P | EYM | 29.975 | 3.79 | 5.85 | OM | - | EE- | - | - | 54.00% | - | Kfyaeatw | EESQ | - | - | DUZS+335 | - | 60.20000 |
X | FLJ | 80.580 | 5.46 | 2.16 | BA | - | OOO | - | - | 55.49% | - | - | - | - | - | - | - | Retained |
FL | VAC | 23.101 | - | - | UC | - | BS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144I/Bwt Q;
Y-K: Registration: 144P/Miw Q;
P: Registration: 144T/Xeo N;
M: Registration: 144G/Eyo X;
X: Registration: 144G/Ajs Q;
W: Registration: 144H/Hem L;
H: Registration: 144C/Mbl A;
H: Registration: 144P/Vxp U;
FL: Registration: 144X/Nqv V;
Risk Retention
TT - Yrld LT/TR - Yrl
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TZN | 946.245 | 5.53 | 6.61 | Oww | - | - | III | - | 40.54% | - | Uucdxxme | 1zY | 100r | 100 | 1hP+100 | - | 379.00000 |
N | XZH | 12.202 | 5.65 | 2.11 | ZW | - | - | PP (J) | - | 44.52% | - | Dbbukzqk | 1oS | 155a | 150 | 1qO+150 | - | 781.00000 |
W | URT | 54.761 | 1.64 | 6.38 | AZ | - | - | SSS | - | 21.00% | - | Kzvfliub | 1hI | 225b | 215 | 1vF+215 | - | 903.00000 |
VL | GVB | 75.834 | 9.59 | 2.43 | LS | - | - | VVV | - | 22.30% | - | Yvkjuuly | 1lZ | 125a | 125 | 1tU+125 | - | 353.00000 |
Z | VYO | 63.632 | 5.16 | 7.53 | FQ | - | - | U (B) | - | 45.25% | - | Txemdvck | 1pV | 190b | 180 | 1rJ+180 | - | 748.00000 |
M | CTX | 98.510 | 5.83 | 4.87 | KM | - | - | SSS (N) | - | 51.50% | - | Rpbdrqup | 1iM | 265m | 250 | 1cO+250 | - | 693.00000 |
Tranche Comments
W: Registration: 144T/Hzb C;
VL: Registration: 144Y/Ewq I;
N: Registration: 144T/Mtd Z;
Z: Registration: 144Q/Nxs Z;
W: Registration: 144J/Vzb N;
M: Registration: 144V/Cxw X;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | VOV | 189.634 | 9.81 | 6.40 | Vuu | - | - | - | DDD | 34.00% | - | Gmjxbmxa | 1jI | 85s | 85 | 1bH+85 | - | 977.00000 |
Y | TZN | 55.951 | 2.50 | 6.33 | GM | - | - | - | OOO | 24.61% | - | Qykpsjoi | 1dI | 250l | 240 | 1tQ+240 | - | 171.00000 |
J-W | YTU | 24.390 | 3.44 | 5.40 | QY | - | - | - | WWW | 53.00% | - | Rzhyyiwc | 1dO | 115f | 115 | 1vD+115 | - | 519.00000 |
O | ZGO | 50.637 | 2.70 | 3.60 | FJ | - | - | - | SS- | 94.23% | - | Khekxyoh | 1tN | 145t | 140 | 1dB+140 | - | 563.00000 |
C | UKV | 35.618 | 2.40 | 4.62 | AE | - | - | - | F- | 43.90% | - | Wqmovvzf | 1xB | 175z | 165 | 1dE+165 | - | 988.00000 |
Pzhgg | PLT | 812.537 | - | - | DV | - | - | - | FL | - | - | - | - | - | - | - | - | Retained |
S | CUU | 71.300 | 6.25 | 5.31 | NF | - | - | - | PPP- | 41.88% | - | Qfkbscdd | 1aY | 310l | 300 | 1pE+300 | - | 736.00000 |
E | NLP | 36.276 | 3.36 | 1.60 | LO | - | - | - | CC- | 46.00% | - | - | - | - | - | - | - | Retained |
I | MTC | 40.333 | 4.32 | 3.19 | GN | - | - | - | L- | 99.31% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144C/Kvf S;
J-W: Registration: 144H/Gba J;
O: Registration: 144N/Xse G;
C: Registration: 144Z/Uzm Z;
Y: Registration: 144G/Zzd J;
S: Registration: 144M/Uvs E;
E: Registration: 144H/Cwf H;
I: Registration: 144U/Ady J;
Pzhgg: Registration: 144L/Cce W;
Cut-Off Balance ($mm)
7669.106576
WA U/W NOI Debt Yield
6.6%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | GOG | 30.712 | 4.67 | 4.21 | TA | - | - | R (Q) | - | 24.00% | - | Ubfzpvhe | 1wE | - | 210 | 1gM+210 | - | 896.00000 |
Byacc | KSW | 92.300 | - | - | OG | - | - | UI | - | - | - | - | - | - | - | - | - | Retained |
V | OVJ | 52.100 | 9.56 | 2.55 | XV | - | - | II (A) | - | 55.93% | - | Syzwqxnm | 1zR | - | 170 | 1sA+170 | - | 718.00000 |
G-L | OAC | 84.854 | 3.56 | 5.39 | OP | - | - | JJJ | - | 55.11% | - | Jezalaxs | 1cY | - | 145 | 1tV+145 | - | 673.00000 |
A | YPN | 57.278 | 5.79 | 9.39 | OJ | - | - | LLL (U) | - | 23.54% | - | Ouqevkor | 1oR | - | 245 | 1eX+245 | - | 105.00000 |
R | ZAL | 24.845 | 6.41 | 5.71 | YL | - | - | SS (T) | - | 33.70% | - | - | - | - | - | - | - | Retained |
A | YLH | 16.832 | 8.91 | 9.91 | TV | - | - | MMM (Q) | - | 13.87% | - | Lmwvuoiq | 1kW | - | 280 | 1oW+280 | - | 726.00000 |
K | WUB | 948.360 | 5.76 | 6.17 | Ucc | - | - | QQQ | - | 45.60% | - | Ybuscojd | 1mD | - | 105 | 1kT+105 | - | 476.00000 |
H | TPW | 46.839 | 9.32 | 2.50 | HD | - | - | Q (C) | - | 4.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144Z/Lym K;
G-L: Registration: 144O/Ard B;
V: Registration: 144D/Lxv Y;
U: Registration: 144J/Xdx S;
A: Registration: 144H/Jud K;
A: Registration: 144G/Dcb I;
R: Registration: 144V/Txe F;
H: Registration: 144H/Fsm E;
Byacc: Registration: 144K/Obv O;
WA U/W NOI Debt Yield
7.4%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-J | EON | 45.761 | 2.64 | - | - | - | - | - | - | 88.00% | - | Lmdhslim | 1dB | 142z | 142 | 1oC+142 | - | 265.00000 |
E | TLV | 95.810 | 3.97 | - | - | - | - | - | - | 64.00% | - | Ghcymbyb | 1cA | 265-270 | 265 | 1xS+265 | - | 187.00000 |
A | ATB | 17.722 | 3.40 | - | - | - | - | - | - | 83.70% | - | - | - | - | - | - | - | Retained |
D | MTH | 761.661 | 3.95 | - | - | - | - | - | - | 69.00% | - | Abpmarwm | 1cE | 97-100 | 97 | 1sD+97 | - | 320.00000 |
N | QGQ | 85.450 | 7.99 | - | - | - | - | - | - | 94.84% | - | Omxwpxqk | 1mI | 200-205 | 200 | 1pJ+200 | - | 515.00000 |
Y | RAG | 47.355 | 3.30 | - | - | - | - | - | - | 5.80% | - | - | - | - | - | - | - | Retained |
M | QAN | 99.490 | 7.11 | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
H | WQK | 48.601 | 8.60 | - | - | - | - | - | - | 87.00% | - | Nzxxckou | 1sG | 165e | 165 | 1xQ+165 | - | 204.00000 |
Tranche Comments
D: Registration: Zlpakblplq;
T-J: Registration: Imjhnwmumg;
H: Registration: Ybpweybfbp;
N: Registration: Ufyvchfafu;
E: Registration: Cokghbonod;
A: Registration: Dcbexocxce;
M: Registration: Plgvaclmln;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QEO | 56.400 | 3.52 | - | NU | - | - | RR | - | 38.00% | - | Rlodkkkj | 1kY | - | 150 | - | - | - |
G | JXS | 25.000 | 9.40 | - | QL | - | - | PPP | - | 29.34% | - | Rwvqttkt | 1sV | - | 360 | - | - | - |
E | LHP | 29.570 | 6.42 | - | DT | - | - | XX | - | 5.40% | - | - | - | - | - | - | - | Retained |
O | OOG | 61.967 | 4.56 | - | BZ | - | - | P | - | 2.12% | - | - | - | - | - | - | - | Retained |
X-C | VYF | 32.500 | 5.60 | - | WN | - | - | PPP | - | 26.73% | - | Olpvkfom | 1hM | - | 125 | - | - | - |
W | JSU | 43.516 | 3.71 | - | NB | - | - | UUU (U) | - | 71.50% | - | - | - | - | - | - | - | Retained |
JX | YSX | 48.246 | - | - | ST | - | - | ZH | - | 3.00% | - | - | - | - | - | - | - | - |
L | FZD | 60.300 | 5.92 | - | LZ | - | - | P | - | 80.48% | - | Imwhfmvo | 1mU | - | 225 | - | - | - |
O | CTQ | 734.100 | 6.64 | - | Gcc | - | NNN | RRR | - | 24.00% | - | Xzalqfar | 1nT | - | 88 | - | - | - |
Tranche Comments
O: Registration: 144N Nqrm;
X-C: Registration: 144R Hvlj;
V: Registration: 144Z Gmsr;
L: Registration: 144S Ssek;
G: Registration: 144X Efwe;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | MKR | 480.300 | 7.58 | - | Eoo | - | - | - | - | 32.60% | - | Xrzmypqv | 1mW | - | 105 | - | - | - |
Ymod | GFZ | 21.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
H-P | EIX | 34.100 | 8.56 | - | - | - | - | - | - | 11.10% | - | Szrhhimp | 1nF | - | 130 | - | - | - |
Q | GHM | 63.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
L | EHM | 50.600 | 7.65 | - | - | - | - | - | - | 86.10% | - | Rrcpfpyk | 1fT | - | 250 | - | - | - |
D | FOS | 57.900 | 4.91 | - | - | - | - | - | - | 72.20% | - | Mmoxahqy | 1yL | - | 175 | - | - | - |
V | OWA | 65.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
R | OUO | 87.700 | 4.54 | - | - | - | - | - | - | 29.90% | - | Hqewpyhp | 1zU | - | 350 | - | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-S | YVH | 33.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
W | RSS | 92.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
G | JOR | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N | UKD | 72.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Gvif | IOH | 18.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
L | HUE | 240.400 | - | - | Qii | - | - | - | - | - | - | Kzbvheqw | 1wX | - | 145 | - | - | - |
X | VOZ | 56.200 | - | - | - | - | - | - | - | - | - | Jdpomdkq | 1pH | - | 270 | - | - | - |
E | TTP | 97.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
T | JWB | 86.500 | - | - | - | - | - | - | - | - | - | Maebkiau | 1mT | - | 400 | - | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | YIR | 26.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
T | XRM | 91.900 | - | - | - | - | - | - | - | - | - | Xsrvxbzg | 1kN | - | 290 | 1lF+290 | - | - |
X | HPJ | 73.200 | - | - | - | - | - | - | - | - | - | Uqyppjlw | 1wU | - | 410 | 1bQ+410 | - | - |
C-S | LAV | 97.900 | - | - | - | - | - | - | - | - | - | Ypfekxxl | 1zN | - | 165 | 1aG+165 | - | - |
P | WZG | 94.900 | - | - | - | - | - | - | - | - | - | Iejraqpw | 1kR | - | 235 | 1dH+235 | - | - |
L | JTG | 507.600 | - | - | Zgg | - | - | - | - | - | - | Gsbexuiq | 1hW | - | 117 | 1wF+117 | - | - |
N | XKO | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |