| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | MKC | 722.400 | 2.59 | Tmm | - | TTT | - | - | 42.20% | - | Ghlaffvg | LGCN | - | 208 | SIPU+208 | - | 730.00000 |
| X-2 | TGW | 73.000 | 4.83 | GA | - | LLL | - | - | 13.50% | - | Icwdecea | HPDC | - | 245 | SKWG+245 | - | 805.00000 |
| Y-2 | YZF | 63.000 | 9.37 | OB | - | FF | - | - | 40.30% | - | Lfxuy | - | - | - | 5.56% | 5.560% | 914.00000 |
| K | NHM | 1.600 | 8.64 | R3 | - | WR | - | - | 4.90% | - | - | - | - | - | - | - | Retained |
| T | OUA | 36.630 | 2.80 | EX | - | E | - | - | 92.50% | - | Mhwkqqcu | QAAL | - | 390 | CEJL+390 | - | 194.00000 |
| H | TSX | 57.000 | 2.90 | PU | - | PP | - | - | 34.00% | - | Azmeeqnn | DUAN | - | 875 | THAF+833 | - | 88.10000 |
| Txp | EHI | 10.000 | - | ZD | - | VZ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | XWV | 11.760 | 2.36 | JN | - | RR | - | - | 24.10% | - | Yderjmbm | YVMM | - | 300 | CAYY+300 | - | 728.00000 |
| T | BYI | 55.000 | 7.77 | SG | - | UUU- | - | - | 66.30% | - | Puplaorl | CVWW | - | 550 | BNUZ+535 | - | 16.00000 |
Tranche Comments
J-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
X-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
Q-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
Y-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
T: First Pay: 2023-04-20; Redemption: 2024-10-20;
T: First Pay: 2023-04-20; Redemption: 2024-10-20;
H: First Pay: 2023-04-20; Redemption: 2024-10-20;
K: First Pay: 2023-04-20; Redemption: 2024-10-20;
Txp: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Lzk Nvss Omqgzhl 2.00
Risk Retention
FU - Qel, YF - Qel
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 19, 2001