| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Loan | USD | 160.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 135 | 3mL+135 | - | - |
| A-N | USD | 39.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 135 | 3mL+135 | - | - |
| A-F | USD | 25.000 | - | Aaa | - | - | - | - | 36.00% | - | Fixed | - | - | - | 2.799% | - | - |
| B | USD | 38.500 | - | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| C-1 | USD | 14.500 | - | A2 | - | - | - | - | 19.40% | - | Floating | 3mL | - | 280 | 3mL+280 | - | - |
| C-F | USD | 5.000 | - | A2 | - | - | - | - | 19.40% | - | Fixed | - | - | - | 4.325% | - | - |
| D | USD | 21.000 | - | Baa3 | - | - | - | - | 13.40% | - | Floating | 3mL | - | 395 | 3mL+395 | - | - |
| E | USD | 19.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 812 | 3mL+812 | - | - |
| Inc | USD | 25.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-Loan: First Pay: 2020-08-20; Registration: 144A/Reg S;
A-N: First Pay: 2020-08-20; Registration: 144A/Reg S;
A-F: First Pay: 2020-08-20; Registration: 144A/Reg S;
B: First Pay: 2020-08-20; Registration: 144A/Reg S;
C-1: First Pay: 2020-08-20; Registration: 144A/Reg S;
C-F: First Pay: 2020-08-20; Registration: 144A/Reg S;
D: First Pay: 2020-08-20; Registration: 144A/Reg S;
E: First Pay: 2020-08-20; Registration: 144A/Reg S;
Inc: First Pay: 2020-08-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Class A 08/20/22. Non-Call Period: Class B to E 02/20/22.
Risk Retention
EU risk retention eligible
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 20, 2025
AllReportsSurveillanceOther