| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 195.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 137-138 | 136 | SOFR+136 | - | - |
| AL | USD | 125.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| BR | USD | 60.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 170-180 | 178 | SOFR+178 | - | - |
| CR | USD | 30.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 200-210 | 200 | SOFR+200 | - | - |
| D1R | USD | 30.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 300-310 | 310 | SOFR+310 | - | - |
| D2R | USD | 5.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | - | 7.838% | - | - |
| ER | USD | 15.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 625-640 | 610 | SOFR+610 | - | - |
| Sub | USD | 52.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2026-10-15; Registration: 144A/Reg S;
AL: Redemption: 2026-10-15; Registration: 144A/Reg S;
BR: Redemption: 2026-10-15; Registration: 144A/Reg S;
CR: Redemption: 2026-10-15; Registration: 144A/Reg S;
D1R: Redemption: 2026-10-15; Registration: 144A/Reg S;
D2R: Redemption: 2026-10-15; Registration: 144A/Reg S;
ER: Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized from US$400m to US$512.60m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029