AMBER

DEBT

Market terminal · delayed

—:—NY

—

NY—:—
LON—:—
TYO—:—
UTC—:—

Book · 6m PD

Est 30Y 6.02% · 10Y 4.30% +172bp

Point-in-time 6m PD · origination + current flags

UPB

$724K

Wtd 6m PD

2.19%

Exp. loss

$5K

Worst

BB 4.96%

PMT $5,121/mo

CLTV 88.7 · CVR 2.06x

Ω 0.08

LEVR×VINT

FAC

Facilities

Scorecard · 6m PIT PD · Ω-matrix couplings · not a credit decision