Cold Storage 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	613.600	3.04	5.04	Aaa	-	-	AAA	-	33.10%	-	Floating	1mL	90a	90	1mL+90	-	100.00000
B	USD	108.700	3.04	5.04	Aa3	-	-	AAA	-	38.90%	-	Floating	1mL	110-115	130	1mL+130	-	100.00000
C	USD	98.200	3.04	5.04	A3	-	-	AA	-	44.20%	-	Floating	1mL	140-145	165	1mL+165	-	100.00000
D	USD	115.800	3.04	5.04	Baa3	-	-	A	-	50.50%	-	Floating	1mL	205a	210	1mL+210	-	100.00000
E	USD	207.100	3.04	5.04	NR	-	-	BBB (L)	-	61.60%	-	Floating	1mL	285	285	1mL+276.56	-	99.59999
F	USD	110.350	3.04	5.04	NR	-	-	BB (L)	-	67.60%	-	Floating	1mL	335a	360	1mL+349.248	-	99.49996
HRR	USD	66.250	3.04	5.04	NR	-	-	B	-	71.20%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; F: Registration: 144A/Reg S; HRR: Registration: 144A/Reg S;

Collateral

First mortgage lien fee simple interest in 46 temperature-controlled warehouses and distribution facilities located across 19 states

Bay Grove Capital LLC

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	YNG	526.320	2.13	-	Pbb3	PPP-	-	-	-	6.00%	40.6%	Lehublsu	1cM	-	210	3.66%	-	-
OJJ	HRT	90.610	5.65	-	Uw1	HH+	-	-	-	1.00%	48.4%	-	-	-	-	7.51%	-	-
C	CFL	843.100	7.17	-	Wii	YYY	-	-	-	76.70%	96.0%	Ypyxdcwn	1aY	-	100	2.56%	-	-
B	UEA	142.500	1.13	-	Ed3	WW-	-	-	-	86.00%	62.8%	Ijdbjpnm	1cD	-	125	2.81%	-	-
J	UUI	489.500	1.86	-	N3	F-	-	-	-	85.80%	82.5%	Lcaowacb	1kZ	-	135	2.91%	-	-