| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 145.350 | 4.69 | - | Aaa | - | - | - | AAA | 49.00% | - | Floating | 1mL | - | 108 | 1mL+108 | - | - |
| A-S | USD | 14.250 | 4.82 | - | NR | - | - | - | AAA | 44.00% | - | Floating | 1mL | - | 145 | 1mL+145 | - | - |
| B | USD | 17.812 | 4.87 | - | NR | - | - | - | AA- | 37.75% | - | Floating | 1mL | - | 165 | 1mL+165 | - | - |
| C | USD | 17.100 | 4.92 | - | NR | - | - | - | A- | 31.75% | - | Floating | 1mL | - | 235 | 1mL+235 | - | - |
| D | USD | 24.937 | 4.99 | - | NR | - | - | - | BBB- | 23.00% | - | Floating | 1mL | - | 275 | 1mL+275 | - | - |
| E | USD | 9.618 | 4.99 | - | NR | - | - | - | BB- | 19.63% | - | Floating | 1mL | - | 500 | 1mL+500 | - | - |
| F | USD | 12.825 | 4.99 | - | NR | - | - | - | B- | 15.13% | - | Floating | 1mL | - | 650 | 1mL+650 | - | - |
| PS | USD | 43.108 | - | - | 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;
PS: Registration: 144A/Reg S;
Collateral
100% first-lien mortgages and pari passu participation interests
WA U/W NOI Debt Yield
7.1%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NQB | 18.700 | 3.97 | - | - | - | - | - | - | 16.10% | - | Jqjrmxrk | 1vH | - | 165 | - | - | - |
| W | NFA | 35.400 | 6.89 | - | - | - | - | - | - | 93.60% | - | Wjjcqdza | 1fK | - | 330 | - | - | - |
| Z | CIW | 888.400 | 6.79 | - | Yii | - | - | - | - | 37.00% | - | Mbbadmie | 1wX | - | 100 | - | - | - |
| B-D | FUQ | 50.100 | 6.84 | - | - | - | - | - | - | 97.00% | - | Zkdbafuf | 1cO | - | 130 | - | - | - |
| J | YPB | 79.300 | 4.91 | - | - | - | - | - | - | 40.00% | - | Lmlyuhdr | 1bF | - | 240 | - | - | - |
| E | KZJ | 27.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Pxsi | YKE | 99.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |