Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 349.375 | 2.61 | 4.58 | Aaa | - | - | AAA | - | 46.75% | - | Floating | SOFR | 270-275 | 270 | SOFR+258 | - | 99.49990 |
A-CS | USD | 50.000 | 2.61 | 4.58 | Aaa | - | - | AAA | - | 46.75% | - | Floating | SOFR | - | 270 | SOFR+270 | - | 100.00000 |
A-S | USD | 90.938 | 2.77 | 4.73 | NR | - | - | AAA | - | 34.63% | - | Floating | SOFR | 325 | 325 | SOFR+313 | - | 99.49610 |
B | USD | 33.750 | 2.82 | 4.80 | NR | - | - | AA (L) | - | 30.13% | - | Floating | SOFR | 380 | 375 | SOFR+363 | - | 99.49970 |
C | USD | 42.187 | 2.82 | 4.82 | NR | - | - | A (L) | - | 24.50% | - | Floating | SOFR | 440 | 435 | SOFR+423 | - | 99.49710 |
D-1 | USD | 34.688 | 2.87 | 4.82 | NR | - | - | BBB (H) | - | 19.88% | - | Floating | SOFR | 500 | - | - | - | Retained |
D-2 | USD | 13.125 | 2.96 | 4.82 | NR | - | - | BBB | - | 18.13% | - | Floating | SOFR | 525 | - | - | - | Retained |
E | USD | 13.125 | 3.63 | 4.82 | NR | - | - | BBB (L) | - | 16.38% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
A-CS: Registration: 144A/Reg S; Comments: Pre-placed;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D-1: Registration: 144A/Reg S;
D-2: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$600m to US$750m
AllReportsSurveillanceOther