| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 276.750 | 6.84 | Aaa | - | AAA | - | - | 38.50% | - | Floating | 3mL | - | 113 | 3mL+113 | - | 100.00000 |
| A-2 | USD | 15.750 | 8.72 | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | - | 145 | 3mL+145 | - | 100.00000 |
| B | USD | 49.500 | 8.89 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 26.500 | 9.20 | A2 | - | - | - | - | 18.11% | - | Floating | 3mL | - | 220 | 3mL+220 | - | 100.00000 |
| D | USD | 27.250 | 9.40 | Baa3 | - | - | - | - | 12.06% | - | Floating | 3mL | - | 320 | 3mL+320 | - | 100.00000 |
| E | USD | 18.250 | 9.63 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 600 | 3mL+600 | - | 100.00000 |
| Equity | USD | 44.775 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.97
AllReportsSurveillanceOther