| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 195.000 | 2.66 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| A-2a | USD | 19.500 | 4.67 | - | AA+ | - | - | - | 34.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| A-2b | USD | 27.600 | 5.17 | - | AA- | - | - | - | 25.51% | - | Floating | 3mL | - | 400 | 3mL+400 | - | - |
| B | USD | 16.200 | 5.55 | - | A- | - | - | - | 20.52% | - | Floating | 3mL | - | 475 | 3mL+475 | - | - |
| C | USD | 12.200 | 6.05 | - | BBB | - | - | - | 16.77% | - | Floating | 3mL | - | 475 | 3mL+475 | - | - |
| Equity | USD | 36.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2020-10-15; Redemption: 2021-04-15;
A-2a: First Pay: 2020-10-15; Redemption: 2021-04-15;
A-2b: First Pay: 2020-10-15; Redemption: 2021-04-15;
B: First Pay: 2020-10-15; Redemption: 2021-04-15;
C: First Pay: 2020-10-15; Redemption: 2021-04-15;
Equity: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 15, 2021