Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 509.597 | 1.72 | 4.44 | Aaa | - | AAA | - | - | 43.50% | - | Floating | SOFR | - | - | SOFR+240 | - | 99.50000 |
A-S | USD | 89.067 | 1.89 | 4.89 | NR | - | AAA | - | - | 33.63% | - | Floating | SOFR | - | - | SOFR+290 | - | 99.50000 |
B | USD | 59.754 | 1.91 | 4.96 | NR | - | AA- | - | - | 27.00% | - | Floating | SOFR | - | - | SOFR+335 | - | 99.50000 |
C | USD | 52.989 | 1.97 | 4.97 | NR | - | A- | - | - | 21.13% | - | Floating | SOFR | - | - | SOFR+415 | - | 99.50000 |
D | USD | 36.078 | 1.97 | 4.97 | NR | - | BBB | - | - | 17.13% | - | - | - | - | - | - | - | Retained |
E | USD | 14.656 | 1.97 | 4.97 | NR | - | BBB- | - | - | 15.50% | - | - | - | - | - | - | - | Retained |
F | USD | 32.696 | 1.97 | 4.97 | NR | - | BB- | - | - | 11.88% | - | - | - | - | - | - | - | Retained |
G | USD | 20.293 | 1.97 | 4.97 | NR | - | B- | - | - | 9.63% | - | - | - | - | - | - | - | Retained |
PS | USD | 86.813 | - | - | 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;
Risk Retention
US - Yes; EU/UK - Yes
AllReportsSurveillanceOther