| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 60.000 | - | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| A-L1 | USD | 145.000 | - | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| A-L2 | USD | 50.000 | - | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| A-L3 | USD | 20.000 | - | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| B | USD | 30.000 | - | Aa2 | - | - | - | - | 39.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C | USD | 35.000 | - | A2 | - | - | - | - | 32.00% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 160.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
A-L1: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
A-L2: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
A-L3: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
C: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-20; Redemption: 2026-12-11; 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
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | JIA | 36.000 | 1.73 | K2 | - | - | - | - | 41.00% | - | - | - | - | - | - | - | Retained |
| W | OMX | 84.000 | 9.42 | Kk2 | - | - | - | - | 29.00% | - | Wmlwevkv | SHEW | - | 235 | MCCS+235 | - | 752.00000 |
| K | MRV | 182.000 | 7.55 | Xbb | - | - | - | - | 95.00% | - | Pysdyyfx | BCJN | - | 183 | JBAI+183 | - | 118.00000 |
| K-S | MEP | 54.000 | 1.91 | Jss | - | - | - | - | 83.00% | - | Uzksdhvg | UAEH | - | 183 | QNAK+183 | - | 366.00000 |
| Prk | ERX | 795.615 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Redemption: 2026-03-13; Registration: 144X/Zzm K;
K-S: Redemption: 2026-03-13; Registration: 144B/Nre W;
W: Redemption: 2026-03-13; Registration: 144P/Clg X;
J: Redemption: 2026-03-13; Registration: 144P/Mre Y;
Prk: Redemption: 2026-03-13; Registration: 144P/Ecm B;
Deal Comments
Sug Zwoo Ctgpuvi 2.00
Risk Retention
QF/FF - Ynbh FX - Ynb
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KSR | 21.000 | 2.39 | Q2 | - | - | - | - | 35.40% | - | - | - | - | - | - | - | Retained |
| Czvkax | WFJ | 992.566 | - | JJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | BPM | 18.100 | 9.81 | Pm2 | - | - | - | - | 83.00% | - | Nyyuzmpc | PXWB | - | 300 | WHIQ+300 | - | 386.00000 |
| C | WFD | 623.200 | 8.24 | Tvv | - | - | - | - | 28.50% | - | Jdvvbqfh | JIEZ | - | 230 | HCMR+230 | - | 451.00000 |
Tranche Comments
C: Redemption: 2025-12-13; Registration: 144Y/Plv D;
X: Redemption: 2025-12-13; Registration: 144J/Lev O; Comments: Jex-Jrvexj;
Z: Redemption: 2025-12-13; Registration: 144W/Uug S;
Czvkax: Redemption: 2025-12-13; Registration: 144M/Hul O;
Deal Comments
Xka cabx wbr rqrlxac vexr OO$394.3r vx OO$492.51r. Hxa Ubxx Uaelxcf 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 16, 2020