| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 384.000 | - | Aaa | AAA | NR | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| B-1 | USD | 48.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B-2 | USD | 24.000 | - | NR | AA | NR | - | - | 24.00% | - | Fixed | SOFR | - | 200 | 5.803% | - | - |
| C | USD | 36.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D | USD | 36.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| E | USD | 21.600 | - | NR | BB- | NR | - | - | 8.40% | - | Floating | SOFR | - | 645 | SOFR+645 | - | - |
| Sub | USD | 59.350 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-04-21; Registration: 144A/Reg S;
B-1: Redemption: 2026-04-21; Registration: 144A/Reg S;
B-2: Redemption: 2026-04-21; Registration: 144A/Reg S;
C: Redemption: 2026-04-21; Registration: 144A/Reg S;
D: Redemption: 2026-04-21; Registration: 144A/Reg S;
E: Redemption: 2026-04-21; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to US$600m
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2029