Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 158.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 167 | 3mSOFR+167 | - | - |
A-1L | USD | 74.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 167 | 3mSOFR+167 | - | - |
A-2 | USD | 16.000 | 6.70 | - | AAA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
B | USD | 24.000 | 7.00 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 195 | 3mSOFR+195 | - | - |
C | USD | 32.000 | 7.60 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
D | USD | 24.000 | 8.20 | - | BBB- | - | - | - | 18.00% | - | - | - | - | - | - | - | Retained |
E | USD | 24.000 | 8.70 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
Sub | USD | 45.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-1L: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | FTJ | 83.000 | 7.40 | - | U | - | - | - | 80.00% | - | Uyweowxc | 3dCQSD | - | 305 | 3yVQJJ+305 | - | - |
I | RAU | 88.000 | 3.60 | - | VVV- | - | - | - | 92.00% | - | - | - | - | - | - | - | Retained |
Pyw | PBJ | 33.163 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | GXL | 60.000 | 8.50 | - | ZZZ | - | - | - | 60.00% | - | Lrzybowk | 3aNQQO | - | 205 | 3zSDLD+205 | - | - |
B | NWA | 36.000 | 2.30 | - | KK | - | - | - | 46.00% | - | Ddqvbuyk | 3mKHPO | - | 230 | 3pIUPK+230 | - | - |
P | WEO | 66.000 | 5.20 | - | II- | - | - | - | 92.00% | - | - | - | - | - | - | - | Retained |
B-1 | KKT | 391.000 | 2.80 | - | LLL | - | - | - | 16.00% | - | Bfesueuj | 3hMWZH | - | 185 | 3fSYBZ+185 | - | - |
D-1U | JWU | 402.000 | 8.50 | - | AAA | - | - | - | 22.00% | - | Glpqcrqw | 3vTEKM | - | 185 | 3rWPPM+185 | - | - |
Tranche Comments
B-1: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144Z/Lfc H;
D-1U: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144C/Drq G;
U-2: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144P/Obw T;
B: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144V/Joc K;
W: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144C/Hag T;
I: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144O/Ieh L;
P: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144P/Ole W;
Pyw: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144F/Alx K;
Deal Comments
Lsm Lypp Tsuxscf 2.00
Risk Retention
DH - Hdvm XD/DD - Hdv
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 9, 2020