| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 461.725 | 2.67 | 2.91 | Aaa | - | AAA | - | - | 48.50% | - | Floating | 1mSOFR | - | 245 | 1mSOFR+226 | - | 99.50000 |
| A-S | USD | 143.449 | 3.68 | 4.13 | NR | - | AAA | - | - | 32.50% | - | Floating | 1mSOFR | - | 300 | 1mSOFR+300 | - | Retained |
| B | USD | 61.638 | 3.71 | 4.39 | NR | - | AA- | - | - | 25.63% | - | Floating | 1mSOFR | - | 340 | 1mSOFR+327 | - | 99.50000 |
| C | USD | 50.431 | 3.71 | 4.88 | NR | - | A- | - | - | 20.00% | - | Floating | 1mSOFR | - | 410 | 1mSOFR+397 | - | 99.50000 |
| D | USD | 32.500 | 3.83 | 4.88 | NR | - | BBB | - | - | 16.38% | - | Floating | 1mSOFR | - | 500 | 1mSOFR+500 | - | Retained |
| E | USD | 16.811 | 4.21 | 4.88 | NR | - | BBB- | - | - | 14.50% | - | Floating | 1mSOFR | - | 600 | 1mSOFR+600 | - | Retained |
| F | USD | 12.327 | 4.21 | 4.88 | NR | - | BB+ | - | - | 13.13% | - | - | - | - | - | - | - | Retained |
| G | USD | 21.293 | 4.22 | 5.01 | NR | - | BB- | - | - | 10.75% | - | - | - | - | - | - | - | Retained |
| H | USD | 21.294 | 4.30 | 5.41 | NR | - | B- | - | - | 8.38% | - | - | - | - | - | - | - | Retained |
| J | USD | 75.086 | - | - | 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;
H: Registration: 144A/Reg S;
J: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
US - Yes, EU/UK - Yes
Cut-Off Balance ($mm)
896.554441
Reinvestment Period (YRS)
1.5
AllReportsSurveillanceOther