Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 1,142.875 | 2.78 | 4.06 | Aaa | - | - | AAA | - | 44.25% | - | Floating | SOFR | - | 145 | SOFR+145 | - | 100.00000 |
A-S | USD | 82.000 | 2.93 | 4.84 | NR | - | - | AAA | - | 40.25% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
B | USD | 92.250 | 3.34 | 4.84 | NR | - | - | AA (L) | - | 35.75% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
C | USD | 112.750 | 3.51 | 4.88 | NR | - | - | A (L) | - | 30.25% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
D | USD | 148.625 | 3.51 | 4.93 | NR | - | - | BBB | - | 23.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | 100.00000 |
E | USD | 74.312 | 3.77 | 4.93 | NR | - | - | BBB (L) | - | 19.38% | - | Floating | SOFR | - | - | SOFR+375 | - | 99.50000 |
F | USD | 138.375 | 4.54 | 5.51 | NR | - | - | BB (L) | - | 12.63% | - | - | - | - | - | - | - | Retained |
G | USD | 71.750 | 4.81 | 5.51 | NR | - | - | B (L) | - | 9.13% | - | - | - | - | - | - | - | Retained |
PS | USD | 187.063 | - | - | 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 mortgage, senior pari passu participation interests, senior ab participation interests target portfolio balance: $2,050,000,000
AllReportsSurveillanceOther