| 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 | 6.30 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 171 | SOFR+171 | - | - |
| A-2 | USD | 18.000 | 7.90 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| B | USD | 49.500 | 8.40 | - | - | AA | - | - | 25.00% | - | Floating | SOFR | 225-235 | 227 | SOFR+227 | - | - |
| C | USD | 27.000 | 9.00 | - | - | A | - | - | 19.00% | - | Floating | SOFR | 270 | 248 | SOFR+248 | - | - |
| D | USD | 29.250 | 9.60 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | 455 | 409 | SOFR+409 | - | - |
| E | USD | 15.750 | 10.00 | - | - | BB- | - | - | 9.00% | - | Floating | SOFR | 750 | 666 | SOFR+666 | - | - |
| Equity | USD | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
B: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
C: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
D: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
E: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to US$450m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2028