| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1-SU | USD | 100.000 | 3.90 | Aaa | - | - | 26.00% | - | Floating | SOFR | - | 160 | 6mSOFR+160 | - | - |
| A1 | USD | 199.600 | 3.90 | Aaa | - | - | 26.00% | - | Floating | SOFR | - | 170 | 6mSOFR+170 | - | - |
| B | USD | 36.500 | 9.00 | Aa1 | - | - | 17.00% | - | Floating | SOFR | - | 250 | 6mSOFR+250 | - | - |
| C | USD | 18.250 | 10.20 | A2 | - | - | 12.50% | - | Floating | SOFR | - | 395 | 6mSOFR+395 | - | - |
| D | USD | 10.000 | 11.20 | Baa3 | - | - | 10.00% | - | Floating | SOFR | - | 595 | 6mSOFR+595 | - | - |
| Sub | USD | 40.430 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1-SU: Redemption: 2026-10-19; Registration: Reg S Only;
A1: Redemption: 2026-10-19; Registration: Reg S Only;
B: Redemption: 2026-10-19; Registration: Reg S Only;
C: Redemption: 2026-10-19; Registration: Reg S Only;
D: Redemption: 2026-10-19; Registration: Reg S Only;
Sub: Redemption: 2026-10-19; Registration: Reg S Only;
Deal Comments
Non Call Period: 3.33
Originator(s)
Hong Kong Mortgage Corp Ltd