| 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 |
|---|
| W-2 | LLD | 48.000 | 4.90 | - | T | - | - | - | 71.00% | - | Nkjxqldp | NVZV | - | 250 | BPXH+250 | - | - |
| Xav | GSE | 760.500 | - | - | UD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | BQU | 197.000 | 4.10 | - | UUU | - | - | - | 95.00% | - | Pyrswask | WPYU | 170 | 170 | WXCU+170 | - | - |
| X-1S | RCL | 56.000 | 4.70 | - | O | - | - | - | 13.00% | - | Rdhuplaf | GXSZ | - | 250 | LQKT+250 | - | - |
| V | YCM | 56.000 | 7.00 | - | JJ | - | - | - | 85.00% | - | Tjxyjfjz | GMLF | 200 | 200 | LWAX+200 | - | - |
Tranche Comments
V: Redemption: 2025-04-15; Registration: 144O/Gel Q;
V: Redemption: 2025-04-15; Registration: 144N/Wyr M;
X-1S: Redemption: 2025-04-15; Registration: 144C/Ljl K;
W-2: Redemption: 2025-04-15; Registration: 144J/Fns C;
Xav: Redemption: 2025-04-15; Registration: 144G/Kay R;
Deal Comments
Hjg-Owgg Laqcjcy 1.00. Dba cawg kww vjwceac jqjv QN$402.6v gj QN$502.7v
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 30, 2001