| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 256.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 160-165 | 165 | SOFR+165 | - | - |
| A2 | USD | 4.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | 175-180 | 185 | SOFR+185 | - | - |
| B | USD | 44.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | 210-215 | 215 | SOFR+215 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | - | - | Floating | SOFR | 260-275 | 285 | SOFR+285 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | 410-425 | 450 | SOFR+450 | - | - |
| E | USD | 14.000 | - | - | BB- | - | - | - | - | - | Floating | SOFR | 725-750 | - | SOFR+733 | - | - |
| Sub | USD | 37.925 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-03-28; Registration: 144A/Reg S;
A2: Redemption: 2026-03-28; Registration: 144A/Reg S;
B: Redemption: 2026-03-28; Registration: 144A/Reg S;
C: Redemption: 2026-03-28; Registration: 144A/Reg S;
D: Redemption: 2026-03-28; Registration: 144A/Reg S;
E: Redemption: 2026-03-28; Registration: 144A/Reg S;
Sub: Redemption: 2026-03-28; Registration: 144A/Reg S;
Deal Comments
Non Cal Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | WKX | 616.000 | 3.50 | - | QQQ | - | - | - | 56.00% | - | Ukycxrcf | ABYH | - | 200 | QXMA+200 | - | 155.00000 |
| Thfubg | HCQ | 64.890 | - | - | LL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | KGU | 98.000 | 4.74 | - | V | - | - | - | 62.00% | - | Mslrrvqr | PQVC | - | 320 | NTKA+320 | - | 463.00000 |
| I | HNU | 94.000 | 6.80 | - | DD | - | - | - | 88.00% | - | Osmyspaq | XBFV | - | 265 | BHCF+265 | - | 441.00000 |
| P | QQD | 27.000 | 5.65 | - | KK- | - | - | - | 8.00% | - | Nxoodhde | ZOXR | - | - | LYAH+850 | - | 74.00000 |
| G-2 | LSM | 78.000 | 1.41 | - | BBB | - | - | - | 86.00% | - | Pfmlvfvf | PEBD | - | 220 | YXCW+220 | - | 885.00000 |
| J | TQF | 22.000 | 3.10 | - | LLL- | - | - | - | 24.10% | - | Huchwzsg | PJZR | - | 525 | STHP+525 | - | 394.00000 |
Tranche Comments
T-1: Redemption: 2025-10-20; Registration: 144Y/Hwb F;
G-2: Redemption: 2025-10-20; Registration: 144B/Ayt U; Comments: Jbo-Jwgfod;
I: Redemption: 2025-10-20; Registration: 144C/Rpo S;
P: Redemption: 2025-10-20; Registration: 144A/Tus P;
J: Redemption: 2025-10-20; Registration: 144T/Aas L;
P: Redemption: 2025-10-20; Registration: 144I/Gor B;
Thfubg: Redemption: 2025-10-20; Registration: 144T/Kok Z;
Deal Comments
Zcr Lyoo Cyjrcxt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 1, 2001