Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 847.500 | 2.80 | 4.30 | Aaa | - | - | AAA | - | 43.50% | - | Floating | 1mL | 107a | 107 | 1mL+107 | - | 100.00000 |
A-S | USD | 108.750 | 3.46 | 4.79 | NR | - | - | AAA | - | 36.25% | - | Floating | 1mL | 140a | 140 | 1mL+140 | - | 100.00000 |
B | USD | 65.625 | 3.46 | 4.79 | NR | - | - | AA (L) | - | 31.88% | - | Floating | 1mL | 160a | 160 | 1mL+160 | - | 100.00000 |
C | USD | 75.000 | 3.46 | 4.81 | NR | - | - | A (L) | - | 26.88% | - | Floating | 1mL | 185a | 185 | 1mL+185 | - | 100.00000 |
D | USD | 99.375 | 3.62 | 4.88 | NR | - | - | BBB | - | 20.25% | - | Floating | 1mL | 220a | 220 | 1mL+220 | - | 100.00000 |
E | USD | 41.250 | 4.29 | 4.88 | NR | - | - | BBB (L) | - | 17.50% | - | Floating | 1mL | 255a | 255 | 1mL+255 | - | 100.00000 |
F | USD | 88.125 | 4.39 | 4.88 | NR | - | - | BB (L) | - | 11.63% | - | - | - | - | - | - | - | Retained |
G | USD | 46.875 | 4.68 | 5.06 | NR | - | - | B (L) | - | 8.50% | - | - | - | - | - | - | - | Retained |
PS | USD | 127.500 | - | - | 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;
PS: Registration: 144A/Reg S;
Collateral
100% first-lien mortgages, senior pari passu participation interests, senior ab participation interests target portfolio balance $1,500,000,000
AllReportsSurveillanceOther