| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R2 | USD | 12.500 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | 112 | 112 | SOFR+112 | - | - |
| A-R2 | USD | 800.000 | - | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | 139 | 139 | SOFR+139 | - | - |
| B-1R2 | USD | 130.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| B-2R2 | USD | 20.000 | - | NR | - | AA | - | - | 24.00% | - | Fixed | - | 180 | - | 5.593% | - | - |
| C-R2 | USD | 75.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | - |
| D-1R2 | USD | 62.500 | - | NR | - | BBB | - | - | 13.00% | - | Floating | SOFR | 315 | 315 | SOFR+315 | - | - |
| D-2R2 | USD | 18.000 | - | NR | - | BBB- | - | - | 11.56% | - | Fixed | - | 415 | - | 7.948% | - | - |
| E-R2 | USD | 44.500 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 725 | 725 | SOFR+693 | - | - |
| Sub | USD | 175.900 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B-1R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B-2R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C-R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D-1R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D-2R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
E-R2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030