| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.250 | 1.60 | - | AAA | AAA | - | - | - | - | Floating | 3mL | - | 62.5 | 3mL+62.5 | - | - |
| A | USD | 252.000 | 6.20 | - | AAA | AAA | - | - | 37.00% | - | Floating | 3mL | - | 139 | 3mL+139 | - | - |
| B-1 | USD | 35.000 | 8.00 | - | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| B-2 | USD | 17.000 | 8.00 | - | AA | NR | - | - | 24.00% | - | Fixed | - | - | - | 3.83% | - | - |
| C | USD | 24.000 | 8.80 | - | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 301 | 3mL+301 | - | - |
| D | USD | 22.000 | 9.50 | - | BBB- | NR | - | - | 12.50% | - | Floating | 3mL | - | 445 | 3mL+445 | - | - |
| E | USD | 16.000 | 10.00 | - | BB- | NR | - | - | 8.50% | - | Floating | 3mL | - | 754 | 3mL+754 | - | - |
| Equity | USD | 35.250 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2020-04-23; Redemption: 2021-10-23;
A: First Pay: 2020-04-23; Redemption: 2021-10-23;
B-1: First Pay: 2020-04-23; Redemption: 2021-10-23;
B-2: First Pay: 2020-04-23; Redemption: 2021-10-23;
C: First Pay: 2020-04-23; Redemption: 2021-10-23;
D: First Pay: 2020-04-23; Redemption: 2021-10-23;
E: First Pay: 2020-04-23; Redemption: 2021-10-23;
Equity: First Pay: 2020-04-23; Redemption: 2021-10-23;
Deal Comments
Non-Call period: 2.00.
Reinvestment Period End Date
Oct 23, 2024
AllReportsSurveillanceOther