| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 270.000 | - | Aaa | NR | NR | - | - | 44.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | 100.00000 |
| A-2 | USD | 10.000 | - | Aaa | NR | NR | - | - | 44.00% | - | Fixed | SOFR | - | 260 | 5.854% | 5.854% | 100.00000 |
| B-1 | USD | 41.000 | - | Aa2 | NR | NR | - | - | 34.80% | - | Floating | SOFR | - | 370 | SOFR+370 | - | 100.00000 |
| B-2 | USD | 5.000 | - | Aa2 | NR | NR | - | - | 34.80% | - | Fixed | SOFR | - | 370 | 6.909% | 6.909% | 100.00000 |
| C | USD | 29.000 | - | A2 | NR | NR | - | - | 29.00% | - | Floating | SOFR | 445-455 | 435 | SOFR+435 | - | 100.00000 |
| D | USD | 35.000 | - | Baa3 | NR | NR | - | - | 22.00% | - | Floating | SOFR | 650-675 | 675 | SOFR+675 | - | 100.00000 |
| E | USD | 36.000 | - | Ba3 | NR | NR | - | - | 14.80% | - | Floating | SOFR | 1000-1050 | 1025 | SOFR+985 | - | 98.00000 |
| Sub | USD | 75.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2025-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2025-07-15; Registration: 144A/Reg S;
B-1: Redemption: 2025-07-15; Registration: 144A/Reg S;
B-2: Redemption: 2025-07-15; Registration: 144A/Reg S;
C: Redemption: 2025-07-15; Registration: 144A/Reg S;
D: Redemption: 2025-07-15; Registration: 144A/Reg S;
E: Redemption: 2025-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to US$500m
Risk Retention
US - Yes, EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2027
AllReportsSurveillanceOther