Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD461.7252.672.91Aaa-AAA--48.50%-Floating1mSOFR-2451mSOFR+226-99.50000
A-SUSD143.4493.684.13NR-AAA--32.50%-Floating1mSOFR-3001mSOFR+300-Retained
BUSD61.6383.714.39NR-AA---25.63%-Floating1mSOFR-3401mSOFR+327-99.50000
CUSD50.4313.714.88NR-A---20.00%-Floating1mSOFR-4101mSOFR+397-99.50000
DUSD32.5003.834.88NR-BBB--16.38%-Floating1mSOFR-5001mSOFR+500-Retained
EUSD16.8114.214.88NR-BBB---14.50%-Floating1mSOFR-6001mSOFR+600-Retained
FUSD12.3274.214.88NR-BB+--13.13%-------Retained
GUSD21.2934.225.01NR-BB---10.75%-------Retained
HUSD21.2944.305.41NR-B---8.38%-------Retained
JUSD75.086--NR-NR----------Retained
Filings
Tranche Comments
A: Registration: 144A/Reg S; A-S: 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; G: Registration: 144A/Reg S; H: Registration: 144A/Reg S; J: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Risk Retention
US - Yes, EU/UK - Yes
Cut-Off Balance ($mm)
896.554441
# of Loans
29
# of Properties
48
Reinvestment Period (YRS)
1.5
Research
AllReportsSurveillanceOther

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