| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 250.000 | 4.44 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| A-2 | USD | 6.000 | 4.44 | Aaa | - | - | - | - | 36.00% | - | Fixed | - | - | - | 4.89% | - | - |
| B-1 | USD | 22.000 | 6.22 | - | - | AA | - | - | 24.50% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| B-2 | USD | 24.000 | 6.22 | - | - | AA | - | - | 24.50% | - | Fixed | - | - | - | 5.71% | - | - |
| C | USD | 22.000 | 6.61 | - | - | A | - | - | 19.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| D | USD | 24.000 | 7.01 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 513 | SOFR+513 | - | - |
| E | USD | 15.750 | 7.52 | - | - | BB- | - | - | 9.06% | - | Floating | SOFR | - | 859 | SOFR+859 | - | - |
| F | USD | 0.500 | 7.69 | B3 | - | - | - | - | 8.94% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 23.750 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2.94
AllReportsSurveillanceOther