| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.150 | 1.20 | - | AAA | NR | - | - | - | - | Floating | 3mL | - | 63 | 3mL+63 | - | 100.00000 |
| A-1 | USD | 348.000 | 6.10 | - | AAA | AAA | - | - | 42.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | 100.00000 |
| A-2a | USD | 23.500 | 7.60 | - | NR | AAA | - | - | 36.00% | - | Floating | 3mL | - | 145 | 3mL+145 | - | 100.00000 |
| A-2b | USD | 12.500 | 7.60 | - | NR | AAA | - | - | 36.00% | - | Fixed | Swaps | - | 142 | 4.47% | - | 100.00000 |
| B | USD | 72.000 | 8.30 | - | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C | USD | 36.000 | 9.00 | - | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 220 | 3mL+220 | - | 100.00000 |
| D | USD | 36.000 | 9.60 | - | BBB- | NR | - | - | 12.00% | - | Floating | 3mL | - | 315 | 3mL+315 | - | 100.00000 |
| E | USD | 21.000 | 10.10 | - | BB- | NR | - | - | 8.50% | - | Floating | 3mL | - | 590 | 3mL+590 | - | 100.00000 |
| F | USD | 11.750 | 10.50 | - | B- | NR | - | - | 6.54% | - | Floating | 3mL | - | 870 | 3mL+830 | - | 97.50000 |
| Equity | USD | 73.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
A-1: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
A-2a: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
A-2b: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
B: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
C: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
D: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
E: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
F: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
Equity: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144A/Reg S;
Deal Comments
Reissue. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 12, 2023
AllReportsSurveillanceOther