Class | Fitch/MDYs | Size ($mm) | WAL (yrs) | C/E | Talk |
A-1 | AAA/Aaa | 162.00 | 5.05 | 17.80 | +125 |
A-2 | AAA/Aaa | 443.25 | 9.71 | 17.80 | +135 |
B | AA/Aa2 | 22.08 | 9.91 | 14.80 | +230 |
C | A/A2 | 31.28 | 9.91 | 10.50 | +300 |
D | BBB/Baa3 | 34.03 | 9.93 | 5.90 | +400 |
E | Ba2/BBB- | 13.80 | 4.00 | ||
F | B2/B | 12.88 | 2.25 | ||
G | NR/NR | 16.56 | 0.00 | ||
X-A | AAA/Aaa | 605.25 | |||
X-B | NR/Aaa | 130.62 |
UPDATED: As soon as I said "no talk yet", it trickled out.
This is basically a Fusion-Lite deal with 37 loans (59 props) and an average loan size of $19mm (max=185mm, min=3.3mm, Top10=64%).
2 comments:
how can a 1st loss class (D) be rated investment grade?
I updated the post to list the other classes - I just don't know where they're being talked at or if they're even 'really' being offered.
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