| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 657.736 | 2.74 | 4.71 | Aaa | - | - | AAA | - | 42.00% | - | Floating | 1mL | 125 | 125 | 1mL+125 | - | 100.00000 |
| A-S | USD | 42.526 | 2.87 | 4.78 | NR | - | - | AAA | - | 38.25% | - | Floating | 1mL | 155a | 155 | 1mL+155 | - | 100.00000 |
| B | USD | 55.283 | 2.87 | 4.78 | NR | - | - | AA (L) | - | 33.38% | - | Floating | 1mL | 180a | 180 | 1mL+180 | - | 100.00000 |
| C | USD | 69.459 | 3.17 | 4.78 | NR | - | - | A (L) | - | 27.25% | - | Floating | 1mL | 205a | 205 | 1mL+205 | - | 100.00000 |
| D | USD | 80.799 | 3.75 | 4.82 | NR | - | - | BBB | - | 20.13% | - | Floating | 1mL | 250a | 250 | 1mL+250 | - | 100.00000 |
| E | USD | 22.680 | 3.78 | 4.87 | NR | - | - | BBB (L) | - | 18.13% | - | Floating | 1mL | 285a | 285 | 1mL+285 | - | 100.00000 |
Tranche Comments
A: Registration: Exempt;
A-S: Registration: Exempt;
B: Registration: Exempt;
C: Registration: Exempt;
D: Registration: Exempt;
E: Registration: Exempt;
Risk Retention
Trade is structured in compliance with US Risk Retention and expected compliance with EU/UK Risk Retention
WA U/W NOI Debt Yield
5.8%
AllReportsSurveillanceOther