Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 2.500 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 80 | 80 | 3mL+80 | - | - |
A | USD | 379.250 | - | - | AAA | - | - | - | 36.07% | - | Floating | 3mL | 106-108 | 106 | 3mL+106 | - | - |
B | USD | 71.250 | - | - | AA | - | - | - | 24.06% | - | Floating | 3mL | 140 | 135 | 3mL+135 | - | - |
C | USD | 35.500 | - | - | A | - | - | - | 18.08% | - | Floating | 3mL | 175 | 180 | 3mL+180 | - | - |
D | USD | 36.000 | - | - | BBB- | - | - | - | 12.01% | - | Floating | 3mL | 325 | 325 | 3mL+325 | - | - |
E | USD | 22.250 | - | - | BB- | - | - | - | 8.26% | - | Floating | 3mL | 625 | 650 | 3mL+650 | - | - |
F | USD | 6.875 | - | - | B- | - | - | - | 7.10% | - | Floating | 3mL | 900 | - | 3mL+851 | - | - |
Tranche Comments
X: First Pay: 2021-04-18; Registration: 144A Only;
A: First Pay: 2021-04-18; Registration: 144A Only;
B: First Pay: 2021-04-18; Registration: 144A Only;
C: First Pay: 2021-04-18; Registration: 144A Only;
D: First Pay: 2021-04-18; Registration: 144A Only;
E: First Pay: 2021-04-18; Registration: 144A Only;
F: First Pay: 2021-04-18; Registration: 144A Only;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
Transaction is intended to be structured in a manner to comply with European Risk Retention rules
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-T | COI | 72.000 | - | Jmm3 | - | CP | - | - | - | - | Jrjzyvyv | 3sV | - | 345 | 3dU+345 | - | - |
J-I | XCI | 63.000 | - | Cu2 | - | KQ | - | - | - | - | Uqxzolam | 3dS | - | 170 | 3aU+170 | - | - |
G-A | HKH | 698.000 | - | Cdd | - | TTT | - | - | - | - | Vrrahzbc | 3dR | - | 114 | 3mH+114 | - | - |
F-X | PUX | 40.000 | - | Sj3 | - | LF | - | - | - | - | Ppoadwym | 3mU | - | 635 | 3dF+635 | - | - |
E-X | PJP | 81.000 | - | D2 | - | CA | - | - | - | - | Pkmjcjfq | 3bV | - | 235 | 3qH+235 | - | - |
Tranche Comments
G-A: Redemption: 6/24/2020;
J-I: Redemption: 6/24/2020;
E-X: Redemption: 6/24/2020;
U-T: Redemption: 6/24/2020;
F-X: Redemption: 6/24/2020;
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | EKF | 39.000 | - | Vb2 | - | - | - | - | - | - | Kzopwsct | 3iS | - | - | 3nL+190 | - | - |
J-2 | ORW | 7.900 | - | Q2 | - | - | - | - | - | - | Yqmwa | - | - | - | 0.051% | - | - |
X | LWC | 72.000 | - | Gu3 | - | - | - | - | - | - | Ijkqhvck | 3iR | - | - | 3sI+675 | - | - |
A-1 | FTM | 47.100 | - | H2 | - | - | - | - | - | - | Zfjpstol | 3kC | - | - | 3pN+290 | - | - |
Phaqph | AYP | 64.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
C-2 | TXP | 21.000 | - | Sk2 | - | - | - | - | - | - | Awnjs | - | - | - | 0.040% | - | - |
D | HPG | 907.000 | - | Oll | - | SSS | - | - | - | - | Rssrjkzj | 3iZ | - | - | 3zU+146 | - | - |
Q | TYP | 53.000 | - | Dnn3 | - | - | - | - | - | - | Vrdcpasa | 3fB | - | - | 3wC+390 | - | - |