| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 428.000 | 2.70 | 4.16 | Aaa | - | - | AAA | - | 46.50% | - | Floating | 1mL | - | 115 | 1mL+115 | - | 100.00000 |
| A-S | USD | 88.000 | 3.12 | 4.80 | NR | - | - | AAA | - | 35.50% | - | Floating | 1mL | - | 160 | 1mL+160 | - | 100.00000 |
| B | USD | 42.000 | 3.16 | 4.85 | NR | - | - | AA (L) | - | 30.25% | - | Floating | 1mL | - | 190 | 1mL+190 | - | 100.00000 |
| C | USD | 50.000 | 3.44 | 4.91 | NR | - | - | A (L) | - | 24.00% | - | Floating | 1mL | - | 215 | 1mL+215 | - | 100.00000 |
| D | USD | 50.000 | 3.94 | 4.91 | NR | - | - | BBB | - | 17.75% | - | Floating | 1mL | - | 270 | 1mL+270 | - | 100.00000 |
| E | USD | 12.000 | 4.33 | 4.91 | NR | - | - | BBB (L) | - | 16.25% | - | Floating | 1mL | - | 345 | 1mL+345 | - | 100.00000 |
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;
Risk Retention
Trade is structured in compliance with US Risk Retention and expected compliance with EU Risk Retention
WA U/W NOI Debt Yield
5.3%