| 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 |
|---|
| Ozrrcy | ISP | 67.752 | - | HM | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | NUT | 45.000 | 6.50 | Y3 | - | - | - | - | 41.80% | - | Qqwapicb | 3iD | - | 280 | 3cP+280 | - | - |
| U | ATI | 781.000 | 1.90 | Ydd | - | - | - | - | 34.00% | - | Fyjarbid | 3jB | - | 165 | 3lW+165 | - | - |
| I | NEN | 99.000 | 1.40 | Kxx3 | - | - | - | - | 78.60% | - | Sxfdafcy | 3nX | - | 425 | 3iY+425 | - | - |
| V | ZYG | 2.000 | 9.30 | Ow3 | - | - | - | - | 56.89% | - | Xzfewmdq | 3qW | - | 766 | 3hU+766 | - | - |
| Y | XQR | 29.000 | 2.20 | Ap3 | - | - | - | - | 42.65% | - | Mtdeoitd | 3pJ | - | 200 | 3iP+200 | - | - |
Tranche Comments
U: First Pay: 2020-03-10; Registration: 144C Qtoa;
Y: First Pay: 2020-03-10; Registration: 144E Dfgw;
S: First Pay: 2020-03-10; Registration: 144A Wjku;
I: First Pay: 2020-03-10; Registration: 144D Exnr;
V: First Pay: 2020-03-10; Registration: 144A Jahm;
Ozrrcy: First Pay: 2020-03-10; Registration: 144A Lsaw;
Risk Retention
Dzjhryhq Lnpw Lygyqgnhq Jhxrznhqg
Reinvestment Period End Date
Jul 8, 2002