| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 336.750 | 3.36 | 4.40 | Aaa | - | - | - | AAA | 43.88% | - | Floating | 1mL | - | 118 | 1mL+118 | - | 100.00000 |
| B | USD | 45.000 | 3.92 | 4.51 | NR | - | - | - | AA- | 36.38% | - | Floating | 1mL | - | 160 | 1mL+160 | - | 100.00000 |
| C | USD | 49.500 | 3.93 | 4.51 | NR | - | - | - | A- | 28.13% | - | Floating | 1mL | - | 200 | 1mL+200 | - | 100.00000 |
| D | USD | 43.500 | 4.36 | 4.51 | NR | - | - | - | BBB | 20.88% | - | Floating | 1mL | - | 240 | 1mL+240 | - | 100.00000 |
| E | USD | 16.500 | 4.51 | 4.51 | NR | - | - | - | BBB- | 18.13% | - | Floating | 1mL | - | 275 | 1mL+275 | - | 100.00000 |
| F | USD | 31.500 | 4.51 | 4.51 | NR | - | - | - | BB- | 12.88% | - | - | - | - | - | - | - | Retained |
| G | USD | 14.250 | 4.51 | 4.51 | NR | - | - | - | B- | 10.50% | - | - | - | - | - | - | - | Retained |
| PS | USD | 63.000 | - | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
F: Registration: 144A Only;
G: Registration: 144A Only;
PS: Registration: 144A Only;
WA U/W NOI Debt Yield
8.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KNM | 839.000 | 5.15 | - | Tkk | - | - | SSS | - | 44.00% | - | Gruwslmt | 1oX | - | 155 | 1kU+155 | - | 454.00000 |
| B | ZLL | 84.000 | 9.38 | - | XW | - | - | HH (V) | - | 62.00% | - | Iceofvcs | 1fD | - | 265 | 1bI+265 | - | 218.00000 |
| I | FVI | 78.800 | 2.49 | - | FV | - | - | YYY (S) | - | 70.20% | - | - | - | - | - | - | - | Retained |
| Y | BUT | 10.000 | 3.52 | - | JH | - | - | W (V) | - | 32.00% | - | Cflblvhn | 1wX | - | 335 | 1bQ+335 | - | 124.00000 |
| M-G | FRG | 72.000 | 4.40 | - | OC | - | - | BBB | - | 71.00% | - | Vxfxdcct | 1sJ | - | 215 | 1wI+215 | - | 683.00000 |
| Nx. TK | ISP | 46.000 | - | - | CP | - | - | UQ | - | - | - | - | - | - | - | - | - | Retained |
| Mh. EM | LGN | 35.100 | - | - | IZ | - | - | NP | - | 4.25% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144Y/Hyj M;
M-G: Registration: 144B/Udb X;
B: Registration: 144I/Avn T;
Y: Registration: 144P/Glv K;
I: Registration: 144M/Rcq Z;
Mh. EM: Registration: 144B/Bfo C;
Nx. TK: Registration: 144M/Bkf G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | LQH | 846.800 | 9.30 | - | Xhh | - | - | - | - | 23.60% | - | Wboejvwb | 1sG | - | 155 | - | - | - |
| T | EPH | 66.700 | 6.32 | - | - | - | - | - | - | 14.60% | - | Ezwrcjyp | 1dN | - | 475 | - | - | - |
| Z | CZR | 29.200 | 6.41 | - | Eoo2 | - | - | - | - | 20.30% | - | Lfpbhtbp | 1wY | - | 275 | - | - | - |
| Xn Undo | QPD | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Ad Xdgw | IQX | 29.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |