| 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 |
|---|
| O | QGP | 63.000 | 3.18 | - | PO | - | - | E (G) | - | 34.00% | - | Tomkceao | 1bX | - | 335 | 1xG+335 | - | 593.00000 |
| Z | NLH | 244.000 | 5.80 | - | Cmm | - | - | ZZZ | - | 20.00% | - | Pylqwxqm | 1eF | - | 155 | 1vM+155 | - | 552.00000 |
| E | XBP | 40.000 | 8.84 | - | OL | - | - | UU (O) | - | 81.00% | - | Kcozjmfd | 1dT | - | 265 | 1dI+265 | - | 392.00000 |
| Zl. FZ | ZVJ | 77.400 | - | - | WO | - | - | CA | - | 7.34% | - | - | - | - | - | - | - | Retained |
| Jr. HQ | UGV | 93.000 | - | - | SP | - | - | HJ | - | - | - | - | - | - | - | - | - | Retained |
| W-H | UHE | 96.000 | 4.10 | - | OB | - | - | PPP | - | 59.00% | - | Dburzdpl | 1hE | - | 215 | 1pR+215 | - | 669.00000 |
| H | FHH | 40.100 | 5.62 | - | CP | - | - | QQQ (E) | - | 73.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144J/Ape F;
W-H: Registration: 144L/Oqx W;
E: Registration: 144Y/Lbs V;
O: Registration: 144C/Net A;
H: Registration: 144V/Gsk M;
Zl. FZ: Registration: 144X/Wfl K;
Jr. HQ: Registration: 144T/Hnp I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cb Kbut | JUD | 54.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | TYL | 70.600 | 7.13 | - | Qoo2 | - | - | - | - | 67.30% | - | Wqrdxrvv | 1kR | - | 275 | - | - | - |
| Un Ynjh | QZX | 81.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | HXM | 490.200 | 7.40 | - | Muu | - | - | - | - | 35.30% | - | Gcdvpdwl | 1xQ | - | 155 | - | - | - |
| V | CJX | 96.300 | 3.30 | - | - | - | - | - | - | 62.10% | - | Rmwflcql | 1hK | - | 475 | - | - | - |