Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | USD | 297.600 | 6.30 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | 100.00000 |
B | USD | 55.800 | 8.30 | - | - | AA | - | - | 26.38% | - | Floating | SOFR | 300 | 300 | SOFR+300 | - | 100.00000 |
C-1 | USD | 21.800 | 9.00 | - | - | A | - | - | 19.75% | - | Floating | SOFR | 385 | 385 | SOFR+385 | - | 100.00000 |
C-2 | USD | 10.000 | 9.00 | - | - | A | - | - | 19.75% | - | Fixed | Swaps | 385 | - | 7.25% | 7.250% | 100.00000 |
D | USD | 28.800 | 9.60 | - | - | BBB- | - | - | 13.75% | - | Floating | SOFR | 650-665 | 660 | SOFR+627 | - | 98.00000 |
E | USD | 18.000 | - | - | - | BB- | - | - | 10.00% | - | - | - | - | - | - | - | Retained |
F | USD | 1.200 | - | B3 | - | - | - | - | 9.75% | - | - | - | - | - | - | - | Retained |
Sub | USD | 42.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
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