| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 351.000 | 5.39 | - | - | AAA | - | - | 41.50% | - | Floating | 3mL | - | 158 | 3mL+158 | - | 100.00000 |
| B-1 | USD | 29.000 | 6.99 | - | - | AA | - | - | 32.50% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| B-2 | USD | 25.000 | 6.99 | - | - | AA | - | - | 32.50% | - | Fixed | Swaps | - | 190 | 3.36% | - | 99.99892 |
| C | USD | 48.000 | 7.40 | - | - | A | - | - | 24.50% | - | Floating | 3mL | - | 280 | 3mL+280 | - | 100.00000 |
| D | USD | 39.000 | 7.74 | - | - | BBB+ | - | - | 18.00% | - | Floating | 3mL | - | 415 | 3mL+415 | - | 100.00000 |
| E | USD | 36.000 | 8.13 | - | - | BB+ | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 74.465 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.09
AllReportsSurveillanceOther