| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.000 | 1.63 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| A-1 | USD | 300.000 | 6.20 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
| A-2A | USD | 15.000 | 7.63 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | 100.00000 |
| A-2B | USD | 10.000 | 7.63 | - | - | AAA | - | - | 35.00% | - | Fixed | SOFR | - | 280 | 6.60% | 6.604% | 100.00000 |
| B-1 | USD | 42.000 | 8.15 | - | - | AA | - | - | 25.10% | - | Floating | SOFR | - | 305 | SOFR+305 | - | 100.00000 |
| B-2 | USD | 7.500 | 8.15 | - | - | AA | - | - | 25.10% | - | Fixed | SOFR | - | 300 | 6.79% | 6.786% | 100.00000 |
| C | USD | 31.000 | 8.77 | - | - | A | - | - | 18.90% | - | Floating | SOFR | - | 395 | SOFR+395 | - | 100.00000 |
| D | USD | 29.500 | 9.31 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 575 | SOFR+ 550 | - | 98.50000 |
| E | USD | 17.500 | 9.76 | - | - | BB- | - | - | 9.50% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 37.585 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A-1: Registration: 144A/Reg S;
A-2A: Registration: 144A/Reg S;
A-2B: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
B-2: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.13
AllReportsSurveillanceOther