| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 336.314 | 1.18 | 3.18 | Aaa | - | - | AAA | - | 50.00% | - | Floating | 1mSOFR | - | 245 | 1mSOFR+227 | - | 99.50000 |
| A-S | USD | 118.551 | 2.11 | 4.11 | NR | - | - | AAA | - | 32.38% | - | Floating | 1mSOFR | - | 325 | 1mSOFR+311 | - | 99.50000 |
| B | USD | 35.314 | 2.41 | 4.41 | NR | - | - | AA (L) | - | 27.13% | - | Floating | 1mSOFR | - | 375 | 1mSOFR+361 | - | 99.50000 |
| C | USD | 41.198 | 2.46 | 4.46 | NR | - | - | A (L) | - | 21.00% | - | Floating | 1mSOFR | - | 470 | 1mSOFR+456 | - | 99.50000 |
| D | USD | 37.836 | 2.46 | 4.46 | NR | - | - | BBB | - | 15.38% | - | - | - | - | - | - | - | Retained |
| E | USD | 9.248 | 2.54 | 4.54 | NR | - | - | BBB (L) | - | 14.00% | - | - | - | - | - | - | - | Retained |
| F | USD | 31.950 | 2.65 | 4.65 | NR | - | - | BB (L) | - | 9.25% | - | - | - | - | - | - | - | Retained |
| G | USD | 20.179 | 2.71 | 4.71 | NR | - | - | B (L) | - | 6.25% | - | - | - | - | - | - | - | Retained |
| H | USD | 42.039 | - | - | 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;
Collateral
100% first-lien mortgages and pari passu participation interests in whole loans or combined loans
Risk Retention
US - Yes; EU/UK - Yes