| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 180.000 | 5.12 | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 183 | SOFR+183 | - | 100.00000 |
| A-L | USD | 40.000 | 5.12 | Aaa | - | - | - | - | 45.00% | - | Floating | SOFR | - | 183 | SOFR+183 | - | 100.00000 |
| B | USD | 24.000 | 6.52 | Aa2 | - | - | - | - | 39.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| C | USD | 28.000 | 6.93 | A2 | - | - | - | - | 32.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 130.161 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-03-13; Registration: 144A/Reg S;
A-L: Redemption: 2026-03-13; Registration: 144A/Reg S;
B: Redemption: 2026-03-13; Registration: 144A/Reg S;
C: Redemption: 2026-03-13; Registration: 144A/Reg S;
Sub: Redemption: 2026-03-13; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes; US - Yes
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZWR | 85.200 | 3.68 | So2 | - | - | - | - | 59.00% | - | Jbzxekhl | KJJY | - | 300 | ENGX+300 | - | 301.00000 |
| M | NYV | 136.600 | 8.60 | Ruu | - | - | - | - | 64.50% | - | Flvaplmc | YELO | - | 230 | BOJW+230 | - | 297.00000 |
| Q | JGP | 29.000 | 4.46 | O2 | - | - | - | - | 97.10% | - | - | - | - | - | - | - | Retained |
| Ynpcrj | HSD | 505.673 | - | MB | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2025-12-13; Registration: 144Z/Czx Q;
H: Redemption: 2025-12-13; Registration: 144T/Rvz P; Comments: Hzp-Hqatpm;
Q: Redemption: 2025-12-13; Registration: 144E/Lon U;
Ynpcrj: Redemption: 2025-12-13; Registration: 144H/Gat L;
Deal Comments
Beb rbsy hsk qrkgbbr bure MO$394.3e sr MO$492.51e. Drx Isyy Dbugrra 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date