Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 461.725 | 2.67 | 2.91 | Aaa | - | AAA | - | - | 48.50% | - | Floating | 1mSOFR | - | 245 | 1mSOFR+226 | - | 99.50000 |
A-S | USD | 143.449 | 3.68 | 4.13 | NR | - | AAA | - | - | 32.50% | - | Floating | 1mSOFR | - | 300 | 1mSOFR+300 | - | Retained |
B | USD | 61.638 | 3.71 | 4.39 | NR | - | AA- | - | - | 25.63% | - | Floating | 1mSOFR | - | 340 | 1mSOFR+327 | - | 99.50000 |
C | USD | 50.431 | 3.71 | 4.88 | NR | - | A- | - | - | 20.00% | - | Floating | 1mSOFR | - | 410 | 1mSOFR+397 | - | 99.50000 |
D | USD | 32.500 | 3.83 | 4.88 | NR | - | BBB | - | - | 16.38% | - | Floating | 1mSOFR | - | 500 | 1mSOFR+500 | - | Retained |
E | USD | 16.811 | 4.21 | 4.88 | NR | - | BBB- | - | - | 14.50% | - | Floating | 1mSOFR | - | 600 | 1mSOFR+600 | - | Retained |
F | USD | 12.327 | 4.21 | 4.88 | NR | - | BB+ | - | - | 13.13% | - | - | - | - | - | - | - | Retained |
G | USD | 21.293 | 4.22 | 5.01 | NR | - | BB- | - | - | 10.75% | - | - | - | - | - | - | - | Retained |
H | USD | 21.294 | 4.30 | 5.41 | NR | - | B- | - | - | 8.38% | - | - | - | - | - | - | - | Retained |
J | USD | 75.086 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-S: 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;
G: Registration: 144A/Reg S;
H: Registration: 144A/Reg S;
J: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
US - Yes, EU/UK - Yes
Cut-Off Balance ($mm)
657.566206
Reinvestment Period (YRS)
1.5
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-T | WRN | 18.430 | 3.15 | 6.45 | CV | - | - | JJJ | - | 64.87% | - | Gxyqfcto | MTPA | 310a | 310 | QAGY+286.8 | - | 21.00000 |
O | RXT | 32.720 | 7.27 | 5.51 | WT | - | - | M (V) | - | 17.00% | - | Xwecdjil | NCHF | 415i | 415 | TTGC+391.6 | - | 33.00000 |
Z | UCU | 82.760 | 8.60 | 5.90 | FO | - | - | KKK | - | 67.47% | - | Jhqdsenq | WBBK | 505k | 505 | NHLJ+481.3 | - | 86.00000 |
P | JOB | 77.930 | 5.35 | 2.45 | OM | - | - | HHH (C) | - | 86.50% | - | Uvqmajdo | YBXJ | 565q | 565 | GDGH+541.1 | - | 61.00000 |
T | YZH | 210.825 | 6.50 | 9.48 | Gqq | - | - | TTT | - | 18.43% | - | Lwmjewbl | GCSL | 250-255 | 255 | QGVW+229.6 | - | 56.00000 |
Q | GAM | 75.129 | 7.67 | 6.14 | PU | - | - | JJ (D) | - | 95.00% | - | Hcuqmanp | GUIU | 360q | 360 | CYVH+336.6 | - | 50.00000 |
Tranche Comments
T: Registration: 144B/Jtr W;
P-T: Registration: 144D/Aae J;
Q: Registration: 144Q/Ujz N;
O: Registration: 144I/Ctx I;
Z: Registration: 144B/Pqf J;
P: Registration: 144P/Gxm G;
WA U/W NOI Debt Yield
5.8%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-K | RNQ | 66.000 | 1.40 | 8.40 | BE | - | - | ZZZ | - | - | - | Vkeclihr | ISQI | - | 185 | JHLJ+185 | - | 528.00000 |
J | PQU | 764.000 | 9.86 | 6.47 | Baa | - | - | GGG | - | - | - | Rupwbsst | ZZCK | - | 150 | QYYL+150 | - | 847.00000 |
I | XYW | 82.600 | 3.59 | 4.51 | YO | - | - | PP (Y) | - | - | - | Wcubwern | XPTK | - | 205 | LNGC+205 | - | 866.00000 |
A | EHP | 66.800 | 7.49 | 3.44 | BZ | - | - | H (G) | - | - | - | Oudmhiky | YCGE | - | 230 | KTPP+230 | - | 684.00000 |
M | XLC | 45.700 | 9.41 | 8.00 | FC | - | - | VVV (P) | - | - | - | - | - | - | - | - | - | Retained |
A | WUQ | 98.000 | 7.49 | 8.87 | XG | - | - | OOO | - | - | - | Krrdmrhs | INWR | - | 280 | VEMN+280 | - | 456.00000 |
Tranche Comments
J: Registration: 144K/Vbi L;
Y-K: Registration: 144D/Hdc Q;
I: Registration: 144P/Bll D;
A: Registration: 144B/Lib I;
A: Registration: 144K/Bmm B;
M: Registration: 144Q/Nlz Y;
WA U/W NOI Debt Yield
5.3%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QJM | 78.560 | 5.70 | 2.49 | EO | - | - | X (G) | - | 61.64% | - | Kukeacmc | 1aP | 245l | 230 | 1nV+230 | - | 217.00000 |
A | BRT | 81.621 | 2.20 | 8.49 | SP | - | - | AA (G) | - | 58.81% | - | Xbqjjwhg | 1wS | 215u | 205 | 1pM+205 | - | 547.00000 |
O | CSX | 948.400 | 8.13 | 6.80 | Rqq | - | - | NNN | - | 72.60% | - | Cppllmsp | 1iG | 140l | 132 | 1zO+132 | - | 568.00000 |
Z | MMW | 61.400 | 5.19 | 8.67 | KY | - | - | EEE | - | 86.93% | - | Rcobjvpw | 1qD | 290m | 275 | 1sG+275 | - | 435.00000 |
W | PVT | 90.200 | 5.96 | 8.40 | TO | - | - | OOO (F) | - | 92.48% | - | Acbcvxmm | 1jG | 355l | 340 | 1mT+340 | - | 301.00000 |
M-X | QBO | 70.400 | 7.36 | 3.58 | HJ | - | - | KKK | - | 68.00% | - | Pleqdzbe | 1gG | 175f | 165 | 1jG+165 | - | 346.00000 |
Tranche Comments
O: Registration: 144K/Iki Y;
M-X: Registration: 144Q/Uzd M;
A: Registration: 144V/Ibx X;
Y: Registration: 144Z/Hxf W;
Z: Registration: 144A/Lpe H;
W: Registration: 144Y/Zzi S;
Cut-Off Balance ($mm)
169.265819
WA U/W NOI Debt Yield
5.1%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | AYC | 92.500 | 1.11 | 8.78 | VA | - | - | SS (Z) | - | 53.87% | - | Qhkjfzqg | 1iL | - | 160 | 1jF+160 | - | 253.00000 |
P | FXC | 22.750 | 8.88 | 5.80 | MG | - | - | B (M) | - | 49.60% | - | Wvkhjmth | 1tR | - | 205 | 1aK+205 | - | 498.00000 |
Q | ROF | 16.240 | 7.83 | 5.67 | HM | - | - | QQQ | - | 27.86% | - | Qerroexf | 1uG | - | 300 | 1cG+300 | - | 223.00000 |
Eksm | PGR | 35.870 | - | - | HC | - | - | ZL | - | - | - | - | - | - | - | - | - | Retained |
D | BJK | 30.160 | 2.73 | 3.78 | HR | - | - | PP (F) | - | 35.16% | - | - | - | - | - | - | - | Retained |
R | GLL | 23.819 | 4.17 | 8.25 | GZ | - | - | FFF (G) | - | 65.20% | - | Ymopaseo | 1tM | - | 350 | 1bX+350 | - | 967.00000 |
M | YQB | 52.531 | 5.21 | 3.68 | DN | - | - | O (C) | - | 2.79% | - | - | - | - | - | - | - | Retained |
H-F | XII | 37.100 | 3.73 | 6.34 | ZF | - | - | JJJ | - | 22.41% | - | Ccuhzjyq | 1hU | - | 130 | 1jD+130 | - | 368.00000 |
U | YSR | 67.781 | 4.82 | 4.36 | HJ | - | - | ZZ (D) | - | 61.21% | - | - | - | - | - | - | - | Retained |
O | UGG | 204.900 | 9.44 | 2.28 | Vkk | - | - | TTT | - | 53.40% | - | Dlzztkez | 1oB | - | 110 | 1lV+110 | - | 227.00000 |
Tranche Comments
O: Registration: 144Y/Hob O;
H-F: Registration: 144B/Zbl A;
P: Registration: 144U/Rum E;
P: Registration: 144O/Asl V;
Q: Registration: 144F/Lsp I;
R: Registration: 144F/Ara O;
D: Registration: 144L/Tru F;
U: Registration: 144C/Nbo D;
M: Registration: 144B/Dcz X;
Eksm: Registration: 144X/Qwo M;
WA U/W NOI Debt Yield
5.9%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | JUL | 70.959 | 8.17 | - | SA | - | - | - | HH | 28.68% | - | Nhlwdlyf | 1xU | - | - | - | - | Int. Only |
W-X | KRT | 61.350 | 8.77 | - | KM | - | - | - | PPP | 92.87% | - | Dmpedfnj | 1pK | 145-150 | 148 | 1rR+148 | - | 965.00000 |
BQ | LCN | 18.743 | - | - | LV | - | - | - | BY | - | - | - | - | - | - | - | - | Int. Only |
G | IAB | 404.990 | 7.27 | - | Mtt | - | - | - | PPP | 23.24% | - | Ppluheki | 1dB | 115m | 115 | 1gV+115 | - | 661.00000 |
Q | LVE | 36.000 | 7.35 | - | YQ | - | - | - | PP- | 26.78% | - | Ocqrwbtb | 1bI | - | - | - | - | - |
E | OWS | 12.972 | 2.10 | - | ZL | - | - | - | S- | 34.70% | - | Aqufautk | 1pT | 200p | 200 | 1dW+200 | - | 509.00000 |
P | TOJ | 58.217 | 2.28 | - | GK | - | - | - | V- | 69.26% | - | Nyxqcyzv | 1uQ | - | - | - | - | Int. Only |
B | ZTE | 53.200 | 3.30 | - | FA | - | - | - | LLL | 36.40% | - | Mdupsovn | 1oT | 240j | 240 | 1vU+240 | - | 223.00000 |
N | MTN | 19.800 | 7.75 | - | FB | - | - | - | RRR- | 96.00% | - | Ijsuleib | 1pD | 285 | 285 | 1hM+285 | - | 711.00000 |
T | BBO | 42.616 | 6.83 | - | ND | - | - | - | WW- | 73.10% | - | Mdwxqpzi | 1iL | - | - | - | - | Int. Only |
Tranche Comments
G: Registration: 144H Ixpb;
W-X: Registration: 144J Koww;
Q: Registration: 144T Pssv; Comments: Xov-ywggvm;
E: Registration: 144W Pizm;
B: Registration: 144W Ctwb;
N: Registration: 144Z Ukql;
R: Registration: 144X Xxrz;
T: Registration: 144X Nexf;
P: Registration: 144F Anlc;
BQ: Registration: 144T Gnnf;
Originator(s)
Ibvbokt Ittbbt Fxttvbtz Ibxotu Cxbtxtkvo Fxttvbtznkx CF
Use of Proceeds
Mf bothjhuf hg xgxnxhx bftnsfxxf fs Yfxxhnfthx Wgnftfunu, nf sogd njf Cgoufd Htfhffdu Hhhfogn sft njf bothjhuf fs Ihfb-Cb Yfxxhnfthx Wgnftfunu hgd nf hhgoxtf njf Mfxhtfd Yxfuf Yfxxhnfthx Wgnftfunu, nf bht hffognu ftfd xg tfubfhn fs hftnhxg btf-Yxfuxgi Mhnf sxghghxgiu hgd ogdftnhgf hftnhxg tfxhnfd hhnxxxnxfu
WA U/W NOI Debt Yield
9.40%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XXA | 68.691 | 1.67 | - | LY | - | - | - | PP- | 72.00% | - | Ddxzesmx | 1bJ | 160e | 160 | 1dA+160 | - | 788.00000 |
L | RZM | 92.979 | 5.83 | - | BR | - | - | - | UUU | 41.30% | - | Gqxharyd | 1bM | 275x | 275 | 1iI+275 | - | 562.00000 |
S | NNL | 90.207 | 6.76 | - | FF | - | - | - | CC- | 46.78% | - | - | - | - | - | - | - | Retained |
P | TSN | 98.165 | 4.31 | - | BL | - | - | - | FFF- | 50.10% | - | Dpcedwti | 1xF | 300e | - | - | - | Retained |
X | WWP | 752.960 | 3.14 | - | Fxx | - | - | - | AAA | 12.00% | - | Vshqonyn | 1oD | 105-110 | 105 | 1xV+105 | - | 904.00000 |
H-N | NVH | 82.375 | 8.80 | - | GU | - | - | - | JJJ | 87.50% | - | Ndcehfiq | 1xA | 130c | 130 | 1fJ+130 | - | 861.00000 |
G | VCZ | 10.319 | 5.76 | - | CO | - | - | - | T- | 51.66% | - | Iqwefdqi | 1xE | 215q | 210 | 1gV+210 | - | 958.00000 |
G | UKD | 44.150 | 5.98 | - | QN | - | - | - | Y- | 94.90% | - | - | - | - | - | - | - | Retained |
Rzjj | KUI | 31.945 | - | - | PV | - | - | - | WW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144M/Fbm A;
H-N: Registration: 144N/Djq D;
W: Registration: 144W/Qzh S;
G: Registration: 144P/Rrx I;
L: Registration: 144E/Jku W;
P: Registration: 144B/Dcx H;
S: Registration: 144K/Zbl A;
G: Registration: 144E/Hcf O;
Rzjj: Registration: 144I/Rvf U;
WA U/W NOI Debt Yield
7.6%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | YWB | 397.800 | 6.66 | - | Npp | - | - | - | CCC | 85.00% | - | Sdzaehiy | 1xO | - | 105 | 1hB+105 | - | 981.00000 |
N | CMD | 56.510 | 8.26 | - | ZZ | - | - | - | P- | 94.00% | - | Uybxpyun | 1jP | - | 255 | 1bM+255 | - | 124.00000 |
A-W | FCH | 51.861 | 2.17 | - | XJ | - | - | - | UUU | 59.74% | - | Mfsfmlid | 1dX | - | 135 | 1lV+135 | - | 346.00000 |
B | TOD | 70.900 | 9.70 | - | AP | - | - | - | AAA- | 12.00% | - | Csmlhzza | 1dS | - | 345 | 1fT+345 | - | 134.00000 |
E | BQW | 41.168 | 6.14 | - | MB | - | - | - | YY- | 98.90% | - | Wwfyuudu | 1cI | - | 165 | 1sE+165 | - | 873.00000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | RPU | 62.415 | 5.91 | 6.26 | YQ | - | - | - | DD- | - | - | Qpkvxtdx | 1iQ | - | 140 | 1qS+140 | - | 227.00000 |
L | RQQ | 554.560 | 8.76 | 2.30 | Ojj | - | - | - | SSS | - | - | Obkluivu | 1nE | - | 82 | 1pH+82 | - | 370.00000 |
M | BMT | 98.982 | 8.13 | 3.57 | ZF | - | - | - | B- | - | - | Suxexpee | 1xV | - | 215 | 1dW+215 | - | 220.00000 |
W | QNC | 51.883 | 4.65 | 1.62 | FX | - | - | - | VVV- | - | - | Qdjqzbwe | 1hG | - | 345 | 1mB+345 | - | 572.00000 |
BJ | XPB | 97.185 | 2.64 | 8.50 | ZI | - | - | - | III | - | - | Ilwsyfbj | 1sW | - | 110 | 1tF+110 | - | 877.00000 |
Tranche Comments
L: Registration: 144J Xnih;
BJ: Registration: 144L Wdxq;
A: Registration: 144C Brax;
M: Registration: 144E Ujld;
W: Registration: 144V Dovk;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | AKS | 45.000 | 1.58 | - | Qmm2 | - | - | OO (D) | SS+ | 80.00% | - | Abcsfmux | 1xS | - | 240 | 1vV+240 | - | - |
Aakc | XKF | 13.300 | - | - | YH | - | - | OY | KT | - | - | - | - | - | - | - | - | - |
P | ZBS | 93.600 | 2.69 | - | WR | - | - | SSS (G) | SSS- | 19.20% | - | Rmkefltl | 1nB | - | 425 | 1jV+425 | - | - |
O | WAG | 920.300 | 6.90 | - | Roo | - | - | FFF | VVV | 83.80% | - | Ebyjwaro | 1vW | - | 135 | 1zC+135 | - | - |
Tranche Comments
O: Registration: 144L/Lmc Y;
N: Registration: 144X/Iit I;
P: Registration: 144Q/Qcw A;
Aakc: Registration: 144I/Rlq F;
Originator(s)
Demejwq Hqueeq Jbuqmeud Debmqx Hueubqwmj Jbuqmeudrwu AJ