| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 50.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A1L | USD | 80.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A1S | USD | 100.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A1F | USD | 17.500 | - | NR | AAA | NR | - | - | 45.00% | - | Fixed | Swaps | - | 163 | 5.138% | - | - |
| A2 | USD | 31.500 | - | NR | AAA | NR | - | - | 38.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| B | USD | 27.000 | - | NR | AA | NR | - | - | 32.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C | USD | 36.000 | - | NR | A | NR | - | - | 24.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| D | USD | 27.000 | - | NR | BBB- | NR | - | - | 18.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| Sub | USD | 83.930 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-10-15; Registration: 144A/Reg S;
A1L: Redemption: 2026-10-15; Registration: 144A/Reg S;
A1S: Redemption: 2026-10-15; Registration: 144A/Reg S;
A1F: Redemption: 2026-10-15; Registration: 144A/Reg S;
A2: Redemption: 2026-10-15; Registration: 144A/Reg S;
B: Redemption: 2026-10-15; Registration: 144A/Reg S;
C: Redemption: 2026-10-15; Registration: 144A/Reg S;
D: Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-15; 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
Oct 15, 2028