| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 370.875 | 2.73 | 4.33 | Aaa | - | - | AAA | - | 46.25% | - | Floating | SOFR | - | 255 | SOFR+230 | - | 98.99971 |
| A-S | USD | 67.275 | 2.93 | 4.80 | NR | - | - | AAA | - | 36.50% | - | Floating | SOFR | - | 310 | SOFR+287 | - | 98.99983 |
| B | USD | 33.637 | 2.96 | 4.84 | NR | - | - | AA (L) | - | 31.63% | - | Floating | SOFR | - | 360 | SOFR+337 | - | 98.99971 |
| C | USD | 42.263 | 3.25 | 4.90 | NR | - | - | A (L) | - | 25.50% | - | Floating | SOFR | - | 415 | SOFR+392 | - | 98.99979 |
| D | USD | 44.850 | 3.74 | 4.93 | NR | - | - | BBB | - | 19.00% | - | Floating | SOFR | - | 505 | SOFR+482 | - | 98.99976 |
| E | USD | 11.212 | 3.84 | 4.93 | NR | - | - | BBB (L) | - | 17.38% | - | Floating | SOFR | - | 565 | SOFR+541 | - | 98.99960 |
| F | USD | 38.813 | 3.90 | 4.93 | NR | - | - | BB (L) | - | 11.75% | - | - | - | - | - | - | - | Retained |
| G | USD | 24.150 | 4.68 | 4.93 | NR | - | - | B (L) | - | 8.25% | - | - | - | - | - | - | - | Retained |
| H | USD | 56.925 | - | - | 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;
AllReportsSurveillanceOther