| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 21.250 | 2.30 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| A-1 | USD | 158.250 | 5.00 | - | AAA | - | - | - | 43.47% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| A-2 | USD | 22.000 | 5.00 | - | AAA | - | - | - | 43.47% | - | Fixed | - | - | - | 5.90% | - | - |
| A-L1 | USD | 30.000 | 5.00 | - | AAA | - | - | - | 43.47% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| A-L2b | USD | 30.000 | 5.00 | - | AAA | - | - | - | 43.47% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| B-1 | USD | 22.125 | 6.20 | - | AA | - | - | - | 33.47% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| B-2 | USD | 20.375 | 6.20 | - | AA | - | - | - | 33.47% | - | Fixed | - | - | - | 6.91% | - | - |
| C | USD | 42.500 | 6.60 | - | A- | - | - | - | 23.47% | - | Floating | SOFR | - | 465 | SOFR+465 | - | - |
| D | USD | 21.250 | 7.20 | - | BBB- | - | - | - | 18.47% | - | Floating | SOFR | - | 675 | SOFR+656 | - | - |
| E | USD | 29.000 | 7.00 | - | BB- | - | - | - | 11.65% | - | Floating | SOFR | - | 1050 | SOFR+1004 | - | - |
| Variable Dividend | USD | 57.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-04-20; Registration: 144A/Reg S;
A-1: Redemption: 2025-04-20; Registration: 144A/Reg S;
A-2: Redemption: 2025-04-20; Registration: 144A/Reg S;
A-L1: Redemption: 2025-04-20; Registration: 144A/Reg S;
A-L2b: Redemption: 2025-04-20; Registration: 144A/Reg S;
B-1: Redemption: 2025-04-20; Registration: 144A/Reg S;
B-2: Redemption: 2025-04-20; Registration: 144A/Reg S;
C: Redemption: 2025-04-20; Registration: 144A/Reg S;
D: Redemption: 2025-04-20; Registration: 144A/Reg S;
E: Redemption: 2025-04-20; Registration: 144A/Reg S;
Variable Dividend: Redemption: 2025-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.9. The deal was upsized
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Apr 20, 2027