| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 307.500 | 4.60 | NR | AAA | AAA | - | - | 38.50% | - | Floating | 3mL | - | 96 | 3mL+96 | - | - |
| A-1B | USD | 17.500 | 4.60 | NR | NR | AAA | - | - | 35.00% | - | Floating | 3mL | - | 130 | 3mL+130 | - | - |
| A-2 | USD | 46.500 | 4.60 | NR | AA | NR | - | - | 25.70% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B | USD | 38.750 | 4.60 | NR | A | NR | - | - | 17.95% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C | USD | 30.500 | 4.60 | NR | BBB- | NR | - | - | 11.85% | - | Floating | 3mL | - | 300 | 3mL+300 | - | - |
| D | USD | 18.750 | 4.60 | NR | BB- | NR | - | - | 8.10% | - | Floating | 3mL | - | 595 | 3mL+580 | - | - |
| E | USD | 7.500 | 4.60 | NR | B- | NR | - | - | 6.60% | - | Floating | 3mL | - | 810 | 3mL+810 | - | - |
| Sub | USD | 45.110 | 4.60 | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2020-04-15; Registration: 144A/Reg S;
A-1B: Redemption: 2020-04-15; Registration: 144A/Reg S;
A-2: Redemption: 2020-04-15; Registration: 144A/Reg S;
B: Redemption: 2020-04-15; Registration: 144A/Reg S;
C: Redemption: 2020-04-15; Registration: 144A/Reg S;
D: Redemption: 2020-04-15; Registration: 144A/Reg S;
E: Redemption: 2020-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2020-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2023