| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 461.200 | 6.46 | - | AAA | - | - | - | 38.26% | - | Floating | 3mL | - | 120 | 3mL+120 | - | 100.00000 |
| A-2R | USD | 22.300 | 8.11 | - | AAA | - | - | - | 35.28% | - | Floating | 3mL | - | 145 | 3mL+145 | - | 100.00000 |
| B-R | USD | 81.875 | 8.66 | - | AA | - | - | - | 24.32% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C-R | USD | 44.625 | 9.36 | - | A | - | - | - | 18.34% | - | Floating | 3mL | - | 225 | 3mL+225 | - | 100.00000 |
| D-1 | USD | 31.000 | 9.81 | - | BBB+ | - | - | - | 14.19% | - | Floating | 3mL | - | - | 3mL+330 | - | 99.27097 |
| D-2F | USD | 7.625 | 10.05 | - | BBB- | - | - | - | 12.37% | - | Fixed | - | - | - | 5.75% | 5.750% | 100.00000 |
| D-2L | USD | 6.000 | 10.05 | - | BBB- | - | - | - | 12.37% | - | Floating | 3mL | - | - | 3mL+475 | - | 99.07466 |
| E-R | USD | 29.750 | 10.40 | - | BB- | - | - | - | 8.39% | - | Floating | 3mL | - | - | 3mL+750 | - | 95.00000 |
| Equity | USD | 84.225 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5.05
AllReportsSurveillanceOther