| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 320.000 | 4.00 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 106 | 3mL+106 | - | - |
| A-2R | USD | 10.000 | 5.70 | - | AAA | - | - | - | 34.00% | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| B-1R | USD | 28.750 | 6.00 | - | AA | - | - | - | 24.25% | - | Floating | 3mL | - | 150 | 3mL+150 | - | - |
| B-2R | USD | 20.000 | 6.00 | - | AA | - | - | - | 24.25% | - | Fixed | - | - | 100 | 2.46% | - | - |
| C-R | USD | 29.750 | 6.50 | - | A | - | - | - | 18.30% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D-R | USD | 30.000 | 6.90 | - | BBB- | - | - | - | 12.30% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E-R | USD | 21.500 | 7.30 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
Tranche Comments
A-1R: First Pay: 2022-01-20; Redemption: 2022-11-23;
A-2R: First Pay: 2022-01-20; Redemption: 2022-11-23;
B-1R: First Pay: 2022-01-20; Redemption: 2022-11-23;
B-2R: First Pay: 2022-01-20; Redemption: 2022-11-23;
C-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
D-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
E-R: First Pay: 2022-01-20; Redemption: 2022-11-23;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
Transaction is structured with the intent to be compliant with European risk retention
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | BLI | 376.000 | 3.90 | Dff | VM | - | - | - | 62.00% | - | Wzdufqth | 3zT | - | 130 | 3sL+130 | - | 863.00000 |
| I-2 | ZUT | 31.000 | 8.90 | TC | JJJ | - | - | - | 68.00% | - | Lkcjfsas | 3vG | - | 165 | 3dE+165 | - | 153.00000 |
| P | CNR | 21.500 | 3.60 | JR | P | - | - | - | 54.10% | - | Dpbvswzv | 3fR | - | 250 | 3pS+250 | - | 129.00000 |
| G-1 | THP | 68.240 | 2.70 | PV | ZZ | - | - | - | 50.81% | - | Afwymvkv | 3rY | - | 175 | 3zJ+175 | - | 916.00000 |
| Pkmacw | QVA | 43.210 | - | XE | XM | - | - | - | - | - | - | - | - | - | - | - | - |
| P | NMH | 67.000 | 6.90 | DW | HHH- | - | - | - | 44.10% | - | Rcrcvpsq | 3oM | - | 385 | 3mJ+385 | - | 622.00000 |
| V | ZZI | 64.400 | 50.00 | SR | WW- | - | - | - | 3.00% | - | Txzzlksp | 3sM | - | 700 | 3bL+670 | - | 61.00000 |
| P-2 | PLH | 32.000 | 2.50 | CG | HH | - | - | - | 15.11% | - | Hdqxzbks | 3tI | - | - | 3.95% | - | 561.00000 |
Tranche Comments
H-1: First Pay: 2020-01-20; Redemption: 7/20/2021;
I-2: First Pay: 2020-01-20; Redemption: 7/20/2021;
G-1: First Pay: 2020-01-20; Redemption: 7/20/2021;
P-2: First Pay: 2020-01-20; Redemption: 7/20/2021;
P: First Pay: 2020-01-20; Redemption: 7/20/2021;
P: First Pay: 2020-01-20; Redemption: 7/20/2021;
V: First Pay: 2020-01-20; Redemption: 7/20/2021;
Pkmacw: First Pay: 2020-01-20; Redemption: 7/20/2021;
Reinvestment Period End Date
Oct 23, 1997