Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 320.000 | 6.30 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | 100.00000 |
B | USD | 60.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 250-260 | 260 | SOFR+260 | - | 100.00000 |
C | USD | 27.500 | 9.10 | - | A | - | - | - | 18.50% | - | Floating | SOFR | 315-335 | 330 | SOFR+330 | - | 100.00000 |
D | USD | 30.000 | 9.70 | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | 535-550 | 550 | SOFR+550 | - | 100.00000 |
E | USD | 15.000 | 10.20 | - | BB- | - | - | - | 9.50% | - | Floating | SOFR | 825-850 | 835 | SOFR+822 | - | 99.25000 |
Sub | USD | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
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