| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 276.930 | 2.09 | Aaa | - | - | - | AAA | 53.75% | - | Floating | SOFR | - | 170 | 1mSOFR+165 | - | 99.75526 |
| B | USD | 63.619 | 2.09 | Aa3 | - | - | - | AA- | 43.12% | - | Floating | SOFR | - | 205 | 1mSOFR+195 | - | 99.51490 |
| C | USD | 33.680 | 2.09 | A3 | - | - | - | A+ | 37.50% | - | Floating | SOFR | - | 220 | 1mSOFR+215 | - | 99.75838 |
| D | USD | 41.165 | 2.09 | Baa3 | - | - | - | A- | 30.62% | - | Floating | SOFR | - | 265 | 1mSOFR+255 | - | 99.52229 |
| E1 | USD | 35.177 | 2.09 | NR | - | - | - | BBB+ | 24.75% | - | Floating | SOFR | - | 320 | 1mSOFR+320 | - | 100.00000 |
| E2 | USD | 50.895 | 2.09 | NR | - | - | - | BBB- | 16.25% | - | Floating | SOFR | - | 370 | 1mSOFR+370 | - | 100.00000 |
| F | USD | 52.392 | 2.09 | NR | - | - | - | BB | 7.50% | - | Floating | SOFR | - | 490 | 1mSOFR+450 | - | 98.19466 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E1: Registration: 144A/Reg S;
E2: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
AllReportsSurveillanceOther