| 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 |
|---|
| P | YML | 213.000 | 3.73 | - | Xaa | - | - | QQQ | - | 27.00% | - | Quhlvbqq | 1wN | - | 155 | 1mH+155 | - | 282.00000 |
| E | PCC | 62.000 | 6.38 | - | BC | - | - | G (K) | - | 37.00% | - | Hmrpaekf | 1eG | - | 335 | 1rL+335 | - | 767.00000 |
| N-R | RPF | 48.000 | 1.20 | - | OS | - | - | PPP | - | 52.00% | - | Luxqjyoz | 1vF | - | 215 | 1tF+215 | - | 462.00000 |
| Cn. XC | AEK | 31.600 | - | - | CS | - | - | DU | - | 3.79% | - | - | - | - | - | - | - | Retained |
| R | IIK | 47.400 | 5.74 | - | LQ | - | - | SSS (E) | - | 97.80% | - | - | - | - | - | - | - | Retained |
| N | OJQ | 46.000 | 1.32 | - | AW | - | - | MM (A) | - | 19.00% | - | Jcuwhcyg | 1xF | - | 265 | 1vV+265 | - | 194.00000 |
| Nu. VN | BHV | 82.000 | - | - | SR | - | - | OB | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144Y/Cfd I;
N-R: Registration: 144P/Nkp S;
N: Registration: 144M/Fcl G;
E: Registration: 144O/Kir S;
R: Registration: 144B/Mcu W;
Cn. XC: Registration: 144X/Jsm E;
Nu. VN: Registration: 144W/Zyt P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vr Drsx | HRL | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | LAC | 739.700 | 9.20 | - | Jxx | - | - | - | - | 28.50% | - | Gmoqzflo | 1tX | - | 155 | - | - | - |
| Gw Awon | ELJ | 37.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | OTY | 55.300 | 4.87 | - | - | - | - | - | - | 48.50% | - | Ibhxazpz | 1iN | - | 475 | - | - | - |
| L | UTW | 63.300 | 2.60 | - | Lpp2 | - | - | - | - | 79.20% | - | Mxdalvlz | 1jQ | - | 275 | - | - | - |