| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 216.000 | 4.85 | - | AAA | - | - | - | 36.00% | - | Floating | 3mL | - | 137 | 3mL+137 | - | 100.00000 |
| A-2 | USD | 40.000 | 4.85 | - | AAA | - | - | - | 36.00% | - | Fixed | Swaps | - | 137 | 1.75% | - | 99.99782 |
| B | USD | 48.000 | 7.47 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 24.000 | 7.91 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 260 | 3mL+260 | - | 100.00000 |
| D | USD | 20.000 | 8.20 | - | BBB | - | - | - | 13.00% | - | Floating | 3mL | - | 410 | 3mL+410 | - | 100.00000 |
| E | USD | 16.000 | 8.40 | - | BB- | - | - | - | 9.00% | - | Floating | 3mL | - | 765 | 3mL+732 | - | 97.98119 |
| Equity | USD | 39.225 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2.95
AllReportsSurveillanceOther