| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 401.625 | 2.08 | 3.67 | Aaa | - | - | AAA | - | 46.75% | - | Floating | SOFR | 270a | 270 | 1mSOFR+247 | - | 99.20000 |
| A-S | USD | 53.739 | 2.65 | 4.64 | NR | - | - | AAA | - | 39.63% | - | Floating | SOFR | 330a | 330 | 1mSOFR+311 | - | 99.20000 |
| B | USD | 39.597 | 2.66 | 4.65 | NR | - | - | AA (L) | - | 34.38% | - | Floating | SOFR | 380a | 380 | 1mSOFR+361 | - | 99.20000 |
| C | USD | 49.968 | 2.74 | 4.70 | NR | - | - | A (L) | - | 27.75% | - | Floating | SOFR | 450a | 450 | 1mSOFR+431 | - | 99.20000 |
| D | USD | 54.681 | 2.74 | 4.74 | NR | - | - | BBB | - | 20.50% | - | Floating | SOFR | 525a | 525 | 1mSOFR+506 | - | 99.20000 |
| E | USD | 13.199 | 2.74 | 4.74 | NR | - | - | BBB (L) | - | 18.75% | - | Floating | SOFR | 580a | 580 | 1mSOFR+560 | - | 99.20000 |
| F | USD | 45.254 | 2.74 | 4.74 | NR | - | - | BB (L) | - | 12.75% | - | - | - | - | - | - | - | Retained |
| G | USD | 29.226 | 2.81 | 4.75 | NR | - | - | B (L) | - | 8.88% | - | - | - | - | - | - | - | Retained |
| H | USD | 66.938 | - | - | 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;
Cut-Off Balance ($mm)
754.227151
AllReportsSurveillanceOther