| 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;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | VJQ | 98.270 | 7.50 | Ed3 | - | - | UUU | - | - | - | Ujmkthbs | 1sR | - | 75 | 1wW+75 | - | 232.00000 |
| O | WFV | 61.948 | 7.10 | UZ | - | - | RR (C) | - | - | - | Lrvmeluw | 1nX | - | 240 | 1jY+240 | - | 242.00000 |
| P | YGP | 56.400 | 4.40 | Jrr | - | - | SSS | - | - | - | Pvuwmclj | 1vE | - | 60 | 1fS+60 | - | 588.00000 |
| X | KIK | 55.610 | 3.80 | XP | - | - | JJ | - | - | - | Kqqalxun | 1rW | - | 105 | 1rI+105 | - | 494.00000 |
| R | VHY | 25.888 | 9.10 | CN | - | - | M (D) | - | - | - | Kbkucsbz | 1gX | - | 320 | 1fK+320 | - | 955.00000 |
| F | COH | 48.687 | 8.90 | LY | - | - | G (C) | - | - | - | Buephkpg | 1zT | - | 130 | 1rY+130 | - | 176.00000 |
| T | COI | 83.492 | 2.10 | FC | - | - | CCC (P) | - | - | - | Zwcvolvo | 1iL | - | 170 | 1iX+170 | - | 113.00000 |
| C | YQB | 16.461 | 1.30 | HP | - | - | OR | - | - | - | Ydmysavb | 1aZ | - | 445 | 1tY+445 | - | 261.00000 |
Tranche Comments
P: Registration: 144C/Ozu X;
P: Registration: 144B/Bne X;
X: Registration: 144Q/Rja G;
F: Registration: 144G/Boh S;
T: Registration: 144W/Dxk N;
O: Registration: 144Y/Wjb T;
R: Registration: 144J/Pvq I;
C: Registration: 144U/Ahm M;