| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 945.000 | 3.08 | 4.78 | Aaa | - | - | AAA | - | 47.50% | - | - | SOFR | 215a | - | 1mSOFR+215 | - | 99.00000 |
| A-S | USD | 265.500 | 3.89 | 4.91 | NR | - | - | AAA | - | 32.75% | - | - | SOFR | 265a | - | 1mSOFR+265 | - | 98.50000 |
| B | USD | 76.500 | 3.90 | 4.98 | NR | - | - | AA (L) | - | 28.50% | - | - | SOFR | 315a | - | 1mSOFR+315 | - | 98.50000 |
| C | USD | 85.500 | 3.90 | 4.98 | NR | - | - | A (L) | - | 23.75% | - | - | SOFR | 370a | - | 1mSOFR+370 | - | 98.50000 |
| D | USD | 105.750 | 3.91 | 4.98 | NR | - | - | BBB | - | 17.88% | - | - | - | - | - | - | - | Retained |
| E | USD | 36.000 | 3.98 | 4.98 | NR | - | - | BBB (L) | - | 15.88% | - | - | - | - | - | - | - | Retained |
| F | USD | 67.500 | - | - | NR | - | - | BB (H) | - | 12.13% | - | - | - | - | - | - | - | Retained |
| G | USD | 24.750 | - | - | NR | - | - | BB (L) | - | 10.75% | - | - | - | - | - | - | - | Retained |
| H | USD | 51.750 | - | - | NR | - | - | B (L) | - | 7.88% | - | - | - | - | - | - | - | Retained |
| INC | USD | 141.750 | - | - | 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;
INC: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 24 month
Cut-Off Balance ($mm)
1735.577565
Reinvestment Period (YRS)
2
AllReportsSurveillanceOther