| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,081.770 | 2.97 | 4.82 | Aaa | - | - | AAA | - | 46.50% | - | Floating | SOFR | 135a | 135 | SOFR+135 | - | 100.00000 |
| A-S | USD | 293.190 | 3.89 | 4.94 | NR | - | - | AAA | - | 32.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | 100.00000 |
| B | USD | 80.880 | 3.91 | 5.00 | NR | - | - | AA (L) | - | 28.00% | - | Floating | SOFR | 195a | 195 | SOFR+195 | - | 100.00000 |
| C | USD | 96.045 | 3.91 | 5.00 | NR | - | - | A (L) | - | 23.25% | - | Floating | SOFR | 225-230 | 220 | SOFR+220 | - | 100.00000 |
| D | USD | 116.265 | 3.91 | 5.00 | NR | - | - | BBB | - | 17.50% | - | Floating | SOFR | 275a | 265 | SOFR+265 | - | 100.00000 |
| E | USD | 40.440 | 3.91 | 5.00 | NR | - | - | BBB (L) | - | 15.50% | - | Floating | SOFR | 325a | 315 | SOFR+315 | - | 100.00000 |
| F | USD | 70.770 | - | - | NR | - | - | BB (H) | - | 12.00% | - | - | - | - | - | - | - | Retained |
| G | USD | 27.802 | - | - | NR | - | - | BB (L) | - | 10.63% | - | - | - | - | - | - | - | Retained |
| H | USD | 58.133 | - | - | NR | - | - | B (L) | - | 7.75% | - | - | - | - | - | - | - | Retained |
| PS | USD | 156.705 | - | - | 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;
PS: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 24 month
Cut-Off Balance ($mm)
1819.665392
Reinvestment Period (YRS)
2
AllReportsSurveillanceOther