| 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 |
|---|
| Z-K | PYY | 20.000 | 1.91 | Fff | - | - | - | - | 20.00% | - | Jqumzlii | NITA | - | 183 | IPSA+183 | - | 150.00000 |
| Art | HVC | 955.228 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | UKY | 787.000 | 2.47 | Jff | - | - | - | - | 85.00% | - | Iszhrzup | KIWL | - | 183 | MUFB+183 | - | 518.00000 |
| B | BAQ | 54.000 | 2.96 | Fi2 | - | - | - | - | 83.00% | - | Fwrpiqic | WKWK | - | 235 | TSNV+235 | - | 971.00000 |
| Y | CVD | 40.000 | 4.79 | J2 | - | - | - | - | 37.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2026-03-13; Registration: 144E/Nxt O;
Z-K: Redemption: 2026-03-13; Registration: 144Q/Ndg P;
B: Redemption: 2026-03-13; Registration: 144H/Nwz O;
Y: Redemption: 2026-03-13; Registration: 144Q/Cvr P;
Art: Redemption: 2026-03-13; Registration: 144P/Kja A;
Deal Comments
Ayf Vqkk Eavcyoj 2.00
Risk Retention
PE/EJ - Draj EO - Dra
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nhfuoo | LZB | 354.515 | - | CH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | RXX | 58.800 | 1.93 | Pu2 | - | - | - | - | 38.00% | - | Phdfpado | WPVV | - | 300 | EPLW+300 | - | 316.00000 |
| G | XAD | 704.200 | 6.81 | Oyy | - | - | - | - | 80.10% | - | Twmwsufd | LBBO | - | 230 | KEWR+230 | - | 489.00000 |
| I | GNL | 51.000 | 3.19 | C2 | - | - | - | - | 31.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Redemption: 2025-12-13; Registration: 144Q/Gdq P;
I: Redemption: 2025-12-13; Registration: 144N/Eot D; Comments: Vbv-Velevd;
I: Redemption: 2025-12-13; Registration: 144Y/Iks Q;
Nhfuoo: Redemption: 2025-12-13; Registration: 144F/Tlf A;
Deal Comments
Oyk xkud uul mvlsikx hpur AS$394.3r mu AS$492.51r. Guu Mudd Qkpsuxa 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 4, 2023