| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | 2.94 | NR | AAA | NR | - | - | - | - | Floating | SOFR | - | 125 | SOFR+125 | - | - |
| A | USD | 317.500 | 6.50 | Aaa | AAA | NR | - | - | 36.50% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
| B-1 | USD | 47.500 | 8.42 | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B-2 | USD | 15.000 | 8.42 | NR | AA | NR | - | - | 24.00% | - | Fixed | - | - | 165 | 5.10% | - | - |
| C | USD | 30.000 | 9.23 | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| D-1 | USD | 30.000 | 9.76 | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D-2 | USD | 3.750 | 10.06 | NR | BBB- | NR | - | - | 11.25% | - | Fixed | - | - | 425 | 7.71% | - | - |
| E | USD | 16.250 | 10.28 | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 570 | SOFR+570 | - | - |
| Sub | USD | 48.260 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-09-27; Registration: 144A/Reg S;
A: Redemption: 2026-09-27; Registration: 144A/Reg S;
B-1: Redemption: 2026-09-27; Registration: 144A/Reg S;
B-2: Redemption: 2026-09-27; Registration: 144A/Reg S;
C: Redemption: 2026-09-27; Registration: 144A/Reg S;
D-1: Redemption: 2026-09-27; Registration: 144A/Reg S;
D-2: Redemption: 2026-09-27; Registration: 144A/Reg S;
E: Redemption: 2026-09-27; Registration: 144A/Reg S;
Sub: Redemption: 2026-09-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2029