| 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 |
|---|
| W | VSW | 56.250 | 5.70 | - | - | TTT- | - | - | 63.90% | - | Lldvueiy | LAVJ | - | 585 | BPQH+585 | - | - |
| B | VNO | 14.500 | 9.10 | - | - | JJ- | - | - | 9.00% | - | Vmzsmeuf | CUGV | - | 875 | UMEJ+875 | - | - |
| J | WPA | 10.000 | 5.33 | - | - | F | - | - | 26.00% | - | Exxrttqq | XNSU | - | 400 | UKCJ+400 | - | - |
| Dlhifz | BKY | 26.650 | - | - | - | ST | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WJP | 84.000 | 5.60 | - | - | KK | - | - | 28.00% | - | Uvpcqtey | GPDW | - | 300 | UIGT+300 | - | - |
| B | NVD | 479.000 | 2.58 | Xpp | - | - | - | - | 89.00% | - | Hlcojemb | ZJID | - | 230 | GZIE+230 | - | - |
Tranche Comments
B: Registration: 144N/Cog C;
K: Registration: 144G/Gik K;
J: Registration: 144C/Hpv O;
W: Registration: 144E/Jwg Q;
B: Registration: 144H/Akg R;
Dlhifz: Registration: 144M/Prc O;
Deal Comments
Hsg Gaxx Ccezshy 2.00
Reinvestment Period (YRS)
2.35