| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 150.750 | - | - | - | AAA | - | - | 44.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| A-1A | USD | 68.500 | - | - | - | AAA | - | - | 44.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| A-1B | USD | 4.750 | - | - | - | AAA | - | - | 44.00% | - | Floating | 3mL | - | - | 3mL+140 | - | - |
| A-2 | USD | 44.000 | - | - | - | AA | - | - | 33.00% | - | Floating | 3mL | - | 270 | 3mL+270 | - | - |
| B | USD | 36.000 | - | - | - | A- | - | - | 24.00% | - | Floating | 3mL | - | 370 | 3mL+370 | - | - |
| C | USD | 20.000 | - | - | - | BBB- | - | - | 19.00% | - | Floating | 3mL | - | 490 | 3mL+490 | - | - |
| D | USD | 28.000 | - | - | - | BB- | - | - | 12.00% | - | Floating | 3mL | - | 850 | 3mL+850 | - | - |
| Sub | USD | 49.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1L: First Pay: 2020-07-15; Redemption: 2021-10-15;
A-1A: First Pay: 2020-07-15; Redemption: 2021-10-15;
A-1B: First Pay: 2020-07-15; Redemption: 2021-10-15;
A-2: First Pay: 2020-07-15; Redemption: 2021-10-15;
B: First Pay: 2020-07-15; Redemption: 2021-10-15;
C: First Pay: 2020-07-15; Redemption: 2021-10-15;
D: First Pay: 2020-07-15; Redemption: 2021-10-15;
Sub: First Pay: 2020-07-15; Redemption: 2021-10-15;
Deal Comments
Non-Call Period: 2.00
Risk Retention
Transaction expected to be compliant with EU risk retention regulations
Reinvestment Period End Date
Oct 15, 2023
AllReportsSurveillanceOther