| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-R | USD | 484.000 | - | - | AAA | - | - | - | 39.70% | - | Floating | SOFR | 128-130 | 130 | SOFR+130 | - | 100.00000 |
| A2-R | USD | 36.000 | - | Aaa | - | - | - | - | 35.20% | - | Floating | SOFR | 145-150 | 150 | SOFR+150 | - | 100.00000 |
| B1-R | USD | 44.300 | - | - | AA | - | - | - | 24.20% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B2a-R | USD | 35.750 | - | - | AA | - | - | - | 24.20% | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
| B2b-R | USD | 7.950 | - | - | AA | - | - | - | 24.20% | - | Fixed | YLD | - | - | 3.327% | 3.327% | 100.00000 |
| C1-R | USD | 32.000 | - | - | A+ | - | - | - | 20.20% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| C2-R | USD | 12.400 | - | - | A | - | - | - | 18.70% | - | Floating | SOFR | - | 255 | SOFR+255 | - | 100.00000 |
| D-R | USD | 47.200 | - | - | BBB- | - | - | - | 12.80% | - | Floating | SOFR | 305-310 | 310 | SOFR+310 | - | 100.00000 |
| E-R | USD | 36.400 | - | Ba3 | - | - | - | - | 8.30% | - | Floating | SOFR | 625-640 | 650 | SOFR+650 | - | 100.00000 |
| Sub | USD | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
A2-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
B1-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
B2a-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
B2b-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
C1-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
C2-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
D-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
E-R: First Pay: 2022-04-17; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
Transaction is intended to remain in compliance with the 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 |
|---|
| D-2 | KAB | 6.000 | - | - | R | - | - | - | 50.00% | - | Acnca | Mxbxi | - | 250 | 4.263% | - | - |
| O-1 | ZRU | 63.000 | - | - | ZZZ- | - | - | - | 64.00% | - | Frhzcwlm | 3yA | 380-400 | 410 | 3eG+410 | - | - |
| W-1 | PCK | 28.000 | - | - | X | - | - | - | 75.00% | - | Zvmkbfdl | 3yE | - | 250 | 3cB+250 | - | - |
| O-1 | JOP | 694.000 | - | - | ZZZ | HHH | - | - | 10.00% | - | Yrjmoqqk | 3yA | 133 | 133 | 3xE+133 | - | - |
| L-2 | LJZ | 91.000 | - | - | GGG- | - | - | - | 73.49% | - | Zdwobuly | 3eI | - | 530 | 3oR+530 | - | - |
| K | YMU | 25.200 | - | - | QQ- | - | - | - | 3.20% | - | Qbbryczr | 3yF | 775-800 | 780 | 3dT+750 | - | - |
| U-2e | GXN | 42.000 | - | - | JJ | - | - | - | 74.00% | - | Xcpyr | Bmzrq | - | 175 | 3.432% | - | - |
| H-2r | FPP | 65.600 | - | - | UU | - | - | - | 89.00% | - | Txefyede | 3jV | - | 175 | 3dW+175 | - | - |
| X-2 | ACS | 36.000 | - | - | RRR | DDD | - | - | 11.00% | - | Hjrua | Zciqq | 133 | 133 | 2.965% | - | - |
| M-1 | LVQ | 49.100 | - | - | II | - | - | - | 23.00% | - | Vzleupxx | 3iX | - | 175 | 3oU+175 | - | - |
| Eva | QUA | 80.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144O/Dxi I;
X-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144V/Ppu U;
M-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144H/Toi Q; Comments: Xrp-Xupwpy;
H-2r: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Tfq U;
U-2e: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144D/Ptz Z;
W-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Y/Lxs R; Comments: Cnr-Cnkure;
D-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144C/Ltx K; Comments: Uwf-Uwwefx;
O-1: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144U/Kkd B;
L-2: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144E/Fnd S;
K: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144Z/Nev J;
Eva: First Pay: 2020-07-17; Redemption: 2022-01-17; Registration: 144U/Kfr X;
Deal Comments
Opn-Rgtt Slrlppa 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date