| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | - | Aaa | NR | NR | - | - | 38.00% | - | Floating | 3mL | - | 130 | 3mL+130 | - | - |
| B | USD | 56.000 | - | Aa3 | NR | NR | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C | USD | 24.000 | - | A3 | NR | NR | - | - | 18.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D | USD | 20.000 | - | Baa3 | NR | NR | - | - | 13.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| E | USD | 11.000 | - | Ba3 | NR | NR | - | - | 10.25% | - | Floating | 3mL | - | 700 | 3mL+700 | - | - |
| Sub | USD | 41.260 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-04-20; Registration: 144A/Reg S;
B: Redemption: 2023-04-20; Registration: 144A/Reg S;
C: Redemption: 2023-04-20; Registration: 144A/Reg S;
D: Redemption: 2023-04-20; Registration: 144A/Reg S;
E: Redemption: 2023-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2025
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OTN | 340.000 | 6.10 | Acc | - | - | - | - | 45.00% | - | Pjdpzrpg | 3fF | - | 165 | 3aM+165 | - | - |
| Upwoho | PPL | 11.885 | - | UO | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T | XOW | 56.000 | 7.40 | Fn3 | - | - | - | - | 21.54% | - | Mqzvlint | 3qN | - | 200 | 3wG+200 | - | - |
| D | GFA | 82.000 | 5.40 | J3 | - | - | - | - | 52.10% | - | Ncpmkrqm | 3hX | - | 280 | 3fM+280 | - | - |
| B | PKE | 20.000 | 3.40 | Dpp3 | - | - | - | - | 18.60% | - | Fphsppph | 3dZ | - | 425 | 3gV+425 | - | - |
| W | MFP | 4.000 | 4.70 | Yz3 | - | - | - | - | 28.21% | - | Hbsbtefx | 3tO | - | 766 | 3zY+766 | - | - |
Tranche Comments
C: First Pay: 2020-03-10; Registration: 144D Jtqo;
T: First Pay: 2020-03-10; Registration: 144J Upqk;
D: First Pay: 2020-03-10; Registration: 144E Rzhc;
B: First Pay: 2020-03-10; Registration: 144Q Tpia;
W: First Pay: 2020-03-10; Registration: 144U Zhib;
Upwoho: First Pay: 2020-03-10; Registration: 144X Yzxt;
Risk Retention
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Reinvestment Period End Date
Apr 12, 2019