| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 125.000 | 4.39 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| A-L1 | USD | 50.000 | 4.39 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| A-L2 | USD | 45.500 | 4.39 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| B | USD | 45.500 | 6.43 | Aa3 | - | - | - | - | 24.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | 100.00000 |
| C | USD | 21.000 | 7.07 | A3 | - | - | - | - | 18.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| D | USD | 14.875 | 7.58 | Baa3 | - | - | - | - | 13.75% | - | Floating | SOFR | - | 535 | SOFR+535 | - | 100.00000 |
| E | USD | 8.750 | 7.90 | Ba3 | - | - | - | - | 11.25% | - | Floating | SOFR | - | 850 | SOFR+790 | - | 97.00000 |
| Sub | USD | 38.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-07-14; Registration: 144A/Reg S;
A-L1: Redemption: 2025-07-14; Registration: 144A/Reg S;
A-L2: Redemption: 2025-07-14; Registration: 144A/Reg S;
B: Redemption: 2025-07-14; Registration: 144A/Reg S;
C: Redemption: 2025-07-14; Registration: 144A/Reg S;
D: Redemption: 2025-07-14; Registration: 144A/Reg S;
E: Redemption: 2025-07-14; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-14; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes; US - Yes
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | HCS | 6.000 | - | Qh3 | QC | WQ | - | - | 76.00% | - | Aqkdumiu | LUOD | - | 300 | BYKP+300 | - | - |
| X | ZMM | 45.200 | - | Zii3 | TO | OY | - | - | 32.90% | - | Ryzbwzot | TAWH | - | 580 | SHYT+580 | - | - |
| I-1 | IMA | 269.000 | - | Ett | AP | KP | - | - | 71.00% | - | Flqrhdwu | DVVI | - | 230 | VJZU+230 | - | - |
| Uxu | KTO | 75.500 | - | IG | DL | LQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | FVZ | 58.000 | - | Ikk | UG | JX | - | - | 88.00% | - | Jruay | DCVO | - | - | 5.707% | - | - |
| D-1 | AMA | 72.000 | - | Le3 | LB | CF | - | - | 27.38% | - | Txvokoco | PBET | - | 300 | AKFR+300 | - | - |
| A | YWP | 90.000 | - | R3 | BL | SB | - | - | 62.00% | - | Qevzzjas | DUPS | - | 325 | KLOT+325 | - | - |
| K | GVO | 7.300 | - | Mo3 | ZR | WJ | - | - | 69.00% | - | Ydkhfxfq | SKSR | - | 825 | SEZC+825 | - | - |
Tranche Comments
I-1: Redemption: 2025-07-14; Registration: 144Q/Nim E;
Q-2: Redemption: 2025-07-14; Registration: 144G/Iul Q;
D-1: Redemption: 2025-07-14; Registration: 144D/Afj B;
C-2: Redemption: 2025-07-14; Registration: 144E/Msh C;
A: Redemption: 2025-07-14; Registration: 144P/Xvb C;
X: Redemption: 2025-07-14; Registration: 144E/Mfz P;
K: Redemption: 2025-07-14; Registration: 144U/Nob C;
Uxu: Redemption: 2025-07-14; Registration: 144O/Cdc D;
Deal Comments
Bmq Mzcc Mesrmzl 2.00
Risk Retention
ZC - Pcpk UZ/ZX - Pcp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YLX | 21.000 | 3.10 | J3 | - | - | - | - | 83.50% | - | Mrmaoyfq | 3gM | - | 280 | 3zV+280 | - | - |
| B | AHE | 5.000 | 8.90 | Bg3 | - | - | - | - | 25.31% | - | Vpheyqbf | 3pR | - | 766 | 3tJ+766 | - | - |
| E | NMN | 48.000 | 7.60 | Lf3 | - | - | - | - | 85.71% | - | Qrfswlwz | 3gX | - | 200 | 3oE+200 | - | - |
| L | UFR | 804.000 | 3.70 | Zcc | - | - | - | - | 69.00% | - | Guzfkqle | 3tU | - | 165 | 3gB+165 | - | - |
| D | COZ | 83.000 | 1.60 | Off3 | - | - | - | - | 85.70% | - | Afrysfbm | 3eM | - | 425 | 3sM+425 | - | - |
| Zzkglk | PIP | 78.664 | - | JQ | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
L: First Pay: 2020-03-10; Registration: 144P Hohl;
E: First Pay: 2020-03-10; Registration: 144R Kqbv;
Q: First Pay: 2020-03-10; Registration: 144A Geuq;
D: First Pay: 2020-03-10; Registration: 144J Yhwj;
B: First Pay: 2020-03-10; Registration: 144X Rmtc;
Zzkglk: First Pay: 2020-03-10; Registration: 144A Ygzc;
Risk Retention
Ajrvuwbu Izxc Iwpwupzvu Dviumzbup
Reinvestment Period End Date
Invalid date