| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 39.960 | 9.98 | - | Aaa | - | - | AAA | - | - | 21.5% | Fixed | SOFR | 157a | 157 | 3.40% | 3.297% | 100.99824 |
| B | USD | 5.240 | 9.98 | - | Aa2 | - | - | AA | - | - | 24.3% | Fixed | SOFR | 192a | 192 | 3.99% | 3.647% | 102.99927 |
| C | USD | 26.400 | 9.98 | - | A3 | - | - | A | - | - | 30.0% | Fixed | SOFR | 252a | 252 | 4.59% | 4.247% | 102.99466 |
| D | USD | 21.000 | 9.98 | - | Baa3 | - | - | BBB | - | - | 34.5% | Fixed | SOFR | 315a | 317 | 4.85% | 4.897% | 99.89577 |
| E | USD | 27.000 | 9.98 | - | Ba3 | - | - | BB (L) | - | - | 40.3% | WAC | SOFR | 425a | 450 | 4.87% | 6.227% | 90.87814 |
| F | USD | 41.700 | 9.98 | - | B3 | - | - | NR | - | - | 49.3% | WAC | SOFR | 525a | 550 | 4.87% | 7.227% | 84.32349 |
| G | USD | 45.150 | 9.98 | - | NR | - | - | NR | - | - | 59.0% | WAC | SOFR | 625a | 650 | 4.87% | 8.227% | 78.34807 |
| HRR | USD | 15.750 | 9.98 | - | NR | - | - | NR | - | - | 62.4% | - | - | - | - | - | - | Retained |
Tranche Comments
A: 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;
HRR: Registration: 144A/Reg S; Comments: Pre-Placed;