| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 2.750 | 1.66 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 60 | SOFR+60 | - | 100.00000 |
| A-R | USD | 352.000 | 7.21 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | 100.00000 |
| B-R | USD | 66.000 | 9.02 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C-R | USD | 33.000 | 9.34 | - | A+ | - | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| D-R | USD | 33.000 | 9.65 | - | BBB | - | - | - | 12.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | 100.00000 |
| E-R | USD | 22.000 | 9.98 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 670 | SOFR+670 | - | 100.00000 |
| F-R | USD | 11.000 | 10.19 | - | B- | - | - | - | 6.00% | - | Floating | SOFR | - | - | SOFR+844 | - | - |
| Equity | USD | 32.850 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU: Structured with intent to comply
Reinvestment Period (YRS)
5.16
AllReportsSurveillanceOther