| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 522.750 | - | - | AAA | AAA | - | - | 38.50% | - | Floating | 3mSOFR | - | 150 | 3mSOFR+150 | - | - |
| A-2 | USD | 46.750 | - | - | NR | AAA | - | - | 33.00% | - | Floating | 3mSOFR | 170 | 170 | 3mSOFR+170 | - | - |
| B-1 | USD | 59.500 | - | - | AA | NR | - | - | 24.00% | - | Floating | 3mSOFR | 190 | 190 | 3mSOFR+190 | - | - |
| B-2 | USD | 17.000 | - | - | AA | NR | - | - | 24.00% | - | Fixed | Swaps | 185-190 | - | 6.146% | - | - |
| C | USD | 51.000 | - | - | A | NR | - | - | 18.00% | - | Floating | 3mSOFR | 230 | 230 | 3mSOFR+230 | - | - |
| D | USD | 51.000 | - | - | BBB- | NR | - | - | 12.00% | - | Floating | 3mSOFR | 325 | 325 | 3mSOFR+325 | - | - |
| E | USD | 34.000 | - | - | BB- | NR | - | - | 8.00% | - | Floating | 3mSOFR | 600 | 600 | 3mSOFR+600 | - | - |
| Sub | USD | 81.630 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$609.6m to US$863.63m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029