Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 289.500 | 2.03 | 5.03 | Aaa | - | - | AAA | - | 63.81% | - | Floating | SOFR | 240a | 240 | SOFR+228 | - | 99.49649 |
B | USD | 70.400 | 2.03 | 5.03 | Aa3 | - | - | AAA | - | 55.01% | - | Floating | SOFR | 325a | 325 | SOFR+313 | - | 99.49839 |
C | USD | 61.500 | 2.03 | 5.03 | A3 | - | - | AA (H) | - | 47.32% | - | Floating | SOFR | 410a | 430 | SOFR+418 | - | 99.49867 |
D | USD | 156.733 | 2.03 | 5.03 | NR | - | - | A (L) | - | 27.73% | - | Floating | SOFR | 470a | 490 | SOFR+477 | - | 99.49776 |
E | USD | 85.643 | 2.03 | 5.03 | NR | - | - | BBB (L) | - | 17.02% | - | Floating | SOFR | 560a | 600 | SOFR+587 | - | 99.49890 |
F | USD | 80.872 | 2.03 | 5.03 | NR | - | - | BB (L) | - | 6.91% | - | Floating | SOFR | - | 675 | SOFR+662 | - | 99.49993 |
G | USD | 15.352 | 2.03 | 5.03 | NR | - | - | B (H) | - | 5.00% | - | Floating | SOFR | - | 775 | SOFR+762 | - | 99.49640 |
HRR | USD | 40.000 | 2.03 | 5.03 | NR | - | - | B | - | - | - | Floating | SOFR | - | 916 | SOFR+902 | - | 99.49786 |
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