| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 288.000 | 3.43 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 127 | SOFR+127 | - | 100.00000 |
| A-2 | USD | 9.000 | 4.80 | NR | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| B | USD | 45.000 | 5.29 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| C | USD | 27.000 | 6.15 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
| D | USD | 27.000 | 6.65 | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| E | USD | 18.000 | 6.98 | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | 100.00000 |
| F | USD | 0.500 | 7.19 | B3 | - | NR | - | - | 7.89% | - | Floating | SOFR | - | - | SOFR+730 | - | Retained |
| Sub | USD | 43.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Sub: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
2