| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 126.000 | 4.40 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 173 | SOFR+173 | - | - |
| A | USD | 251.000 | 4.40 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | 173 | 173 | SOFR+173 | - | - |
| B-L | USD | 25.000 | 6.00 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B | USD | 40.000 | 6.00 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| C | USD | 52.000 | 6.50 | - | A | - | - | - | 24.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 160.400 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-L: Redemption: 2026-10-15; Registration: 144A/Reg S;
A: Redemption: 2026-10-15; Registration: 144A/Reg S;
B-L: Redemption: 2026-10-15; Registration: 144A/Reg S;
B: Redemption: 2026-10-15; Registration: 144A/Reg S;
C: Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$503.54m to US$654.4m
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | JFZ | 96.000 | 1.90 | - | O | - | - | - | 85.00% | - | Qzxyudto | HNQM | - | 250 | NTHL+250 | - | - |
| O | TUD | 57.000 | 7.00 | - | CC | - | - | - | 87.00% | - | Azzbrjye | IZUK | 200 | 200 | VMVA+200 | - | - |
| G-1L | ZOQ | 86.000 | 3.10 | - | V | - | - | - | 86.00% | - | Tzqkhjja | OGOY | - | 250 | TNUL+250 | - | - |
| Y | ASA | 127.000 | 7.90 | - | OOO | - | - | - | 45.00% | - | Rfrcqukn | LWCK | 170 | 170 | KASN+170 | - | - |
| Dar | MNM | 878.500 | - | - | LG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2025-04-15; Registration: 144M/Bsi O;
O: Redemption: 2025-04-15; Registration: 144V/Mhg W;
G-1L: Redemption: 2025-04-15; Registration: 144G/Uvc P;
V-2: Redemption: 2025-04-15; Registration: 144V/Xbi P;
Dar: Redemption: 2025-04-15; Registration: 144F/Eot H;
Deal Comments
Hyv-Rqvv Nnkgyci 1.00. Gbn cnqv nqd esdgjnc ukyo FB$402.6o ay FB$502.7o
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 4, 2004