| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 166.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | 155-157 | 155 | SOFR+155 | - | - |
| A1 | USD | 40.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A2 | USD | 50.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B-1 | USD | 38.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| B-2 | USD | 10.000 | - | NR | - | AA | - | - | 24.00% | - | Fixed | - | - | - | 6.072% | - | - |
| C | USD | 24.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 255-265 | 265 | SOFR+265 | - | - |
| D-1 | USD | 24.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 375-400 | 395 | SOFR+395 | - | - |
| D-2 | USD | 4.000 | - | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | 520-540 | 520 | SOFR+520 | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 700-725 | 708 | SOFR+708 | - | - |
| Sub | USD | 36.915 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-06-27; Registration: 144A/Reg S;
A1: Redemption: 2026-06-27; Registration: 144A/Reg S;
A2: Redemption: 2026-06-27; Registration: 144A/Reg S;
B-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
B-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
C: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-1: Redemption: 2026-06-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-06-27; Registration: 144A/Reg S;
E: Redemption: 2026-06-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-27; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XBU | 95.880 | 8.30 | - | - | AAA- | - | - | 16.20% | - | Royradow | ZSIA | - | 585 | PWZS+585 | - | - |
| P | UAT | 987.000 | 6.25 | Uss | - | - | - | - | 11.00% | - | Rrwyjhhm | NNTU | - | 230 | YZMU+230 | - | - |
| B | IVE | 27.200 | 1.60 | - | - | HH- | - | - | 5.00% | - | Gkpfhyxn | SWNG | - | 875 | YGCN+875 | - | - |
| S | GTB | 21.000 | 6.20 | - | - | ZZ | - | - | 46.00% | - | Lcydbtml | QZAK | - | 300 | ELQH+300 | - | - |
| Laaepw | BJM | 40.571 | - | - | - | DO | - | - | - | - | - | - | - | - | - | - | Retained |
| X | BIF | 39.000 | 2.71 | - | - | Z | - | - | 65.00% | - | Jwyyxkms | NDSC | - | 400 | GAIK+400 | - | - |
Tranche Comments
P: Registration: 144T/Jnt G;
S: Registration: 144U/Xzz V;
X: Registration: 144M/Dsj P;
L: Registration: 144X/Hmo P;
B: Registration: 144P/Klx U;
Laaepw: Registration: 144U/Wwb M;
Deal Comments
Zqx Vngg Rzmjqnp 2.00
Reinvestment Period (YRS)
4.28