| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R-3 | USD | 248.000 | - | - | AAA | - | - | - | 37.04% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
| A-2-3A | USD | 32.000 | - | - | AA | - | - | - | 22.83% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B-R-3 | USD | 23.000 | - | - | A | - | - | - | 16.99% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| C-R-3 | USD | 21.000 | - | - | BBB- | - | - | - | 11.66% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
Tranche Comments
A-1-R-3: First Pay: 2024-07-20; Redemption: 2025-03-26; Registration: 144A/Reg S;
A-2-3A: First Pay: 2024-07-20; Redemption: 2025-03-26; Registration: 144A/Reg S;
B-R-3: First Pay: 2024-07-20; Redemption: 2025-03-26; Registration: 144A/Reg S;
C-R-3: First Pay: 2024-07-20; Redemption: 2025-03-26; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non-Call Period: 1.00
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Jan 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-K-2 | ULM | 26.000 | - | - | JJJ- | - | - | - | - | - | Yfukhpev | 3tW | - | 375 | 3wP+375 | - | - |
| L-2-B-2-L | LUJ | 51.000 | - | - | AA | - | - | - | - | - | Urcotizq | 3cX | - | 170 | 3uK+170 | - | - |
| H-1- C-2 | UPA | 793.000 | - | - | NNN | - | - | - | - | - | Oqjzsvhn | 3tR | - | 131 | 3dL+131 | - | - |
| D-2-Q-2-S | UOC | 16.000 | - | - | TT | - | - | - | - | - | Dtcwf | - | - | - | 2.680% | - | - |
| Ife | ZKN | 32.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-C-2 | HNZ | 5.000 | - | - | KKK | - | - | - | - | - | Pdbwaexc | 3jT | - | 75 | 3qE+75 | - | - |
| G-N-2 | JAN | 58.000 | - | - | DD- | - | - | - | - | - | Mxuqjymq | 3mV | - | 725 | 3sW+725 | - | - |
| K-S-2 | YVG | 17.000 | - | - | G | - | - | - | - | - | Hxqsrytn | 3xE | - | 240 | 3cO+240 | - | - |
Tranche Comments
I-C-2: Redemption: 2023-01-20;
H-1- C-2: Redemption: 2023-01-20;
L-2-B-2-L: Redemption: 2023-01-20;
D-2-Q-2-S: Redemption: 2023-01-20;
K-S-2: Redemption: 2023-01-20;
W-K-2: Redemption: 2023-01-20;
G-N-2: Redemption: 2023-01-20;
Ife: Redemption: 2023-01-20;
Deal Comments
Qajap. Yqn Mxaa Paaiqxu 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 11, 2020