| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 4.403 | 2.57 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 135a | 135 | 5.29% | 5.256% | 99.99999 |
| A-2 | USD | 163.126 | 4.66 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 135a | 135 | 5.46% | 4.736% | 103.00000 |
| A-3 | USD | 9.922 | 6.50 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 160a | 160 | 5.37% | 4.840% | 102.99996 |
| A-4 | USD | 136.000 | 9.25 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | A5-2 | 156 | 4.85% | 4.733% | 100.99999 |
| A-5 | USD | 228.127 | 9.72 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 158-160 | 158 | 5.12% | 4.752% | 102.99997 |
| A-SB | USD | 7.994 | 7.04 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 160a | 160 | 5.31% | 4.815% | 102.99995 |
| A-S | USD | 75.566 | 9.84 | - | Aa2 | - | AAA | - | AAA | 20.38% | - | Fixed | SOFR | 205a | 205 | 5.35% | 5.222% | 102.99988 |
| B | USD | 34.348 | 9.91 | - | NR | - | AA- | - | AA | 16.00% | - | Fixed | SOFR | 250a | 250 | 5.40% | 5.672% | 99.99992 |
| C | USD | 33.367 | 9.92 | - | NR | - | A- | - | A- | 11.75% | - | Fixed | SOFR | - | 425 | 5.86% | 7.422% | 91.21032 |
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; Comments: Pre-Placed;
Risk Retention
US: Horizontal; EU - No
AllReportsSurveillanceOther