| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 6.410 | 2.80 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 50a | 50 | 1.81% | 1.789% | 99.99984 |
| A-2 | USD | 162.053 | 4.89 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 90a | 95 | 3.07% | 2.407% | 102.99965 |
| A-3 | USD | 253.574 | 6.92 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 98a | 103 | 3.04% | 2.564% | 102.99975 |
| A-4 | USD | 92.000 | 9.33 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | LCF-2 | 103 | 2.74% | 2.623% | 100.99956 |
| A-5 | USD | 383.182 | 9.88 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 100a | 105 | 3.00% | 2.658% | 102.99925 |
| A-SB | USD | 18.046 | 7.42 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 91a | 96 | 2.96% | 2.507% | 102.99938 |
| A-S | USD | 179.147 | 9.91 | - | Aa2 | - | AAA | - | AAA | 19.38% | 45.1% | Fixed | SOFR | 125a | 145 | 3.41% | 3.059% | 102.99950 |
| B | USD | 82.197 | 9.91 | - | NR | - | AA- | - | AA- | 14.50% | 47.8% | Fixed | SOFR | 135a | 160 | 3.20% | 3.209% | 99.99962 |
| C | USD | 69.551 | 9.91 | - | NR | - | A- | - | A- | 10.38% | 50.1% | Fixed | SOFR | 165a | 185 | 3.45% | 3.459% | 99.99976 |
| A-2A1 | USD | 265.000 | 4.89 | - | Aaa | - | AAA | - | AAA | 30.00% | 39.1% | Fixed | SOFR | 90a | 95 | 3.07% | 2.407% | 102.99965 |
| D | USD | 44.260 | 9.91 | - | NR | - | BBB | - | BBB | 7.75% | 51.6% | Fixed | SOFR | 260a | 335 | 2.00% | 4.959% | 77.12926 |
| E | USD | 21.076 | 9.91 | - | NR | - | BBB- | - | BBB- | 6.50% | 52.3% | Fixed | SOFR | 365a | 425 | 2.00% | 5.859% | 71.39473 |
| XA | USD | 1,359.412 | 7.32 | - | Aa1 | - | AAA | - | AAA | - | - | Fixed | Tsy | 120a | 120 | - | 2.964% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
A-2A1: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
XA: Registration: Registered;
Risk Retention
US - Yes; EU - Yes
Cut-Off Balance ($mm)
1774.834674
WA Rem. Amrt Term (Months)
360
WA Term to Maturity (Months)
98
WA U/W NOI Debt Yield
11.4%
AllReportsSurveillanceOther