| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | QDP | 48.000 | 9.20 | - | DDD- | DDD- | 73.00% | - | Gejoosvj | 3gLz | - | 380 | 3eUa+380 | - | 350.00000 |
| G | OTC | 201.000 | 2.30 | - | ZZZ | UUU | 22.00% | - | Alvcmtwb | 3cMg | - | 130 | 3jSb+130 | - | 265.00000 |
| A | XSR | 24.000 | 1.00 | - | B | Z | 29.00% | - | Efcklpyu | 3mLg | - | 250 | 3rQx+250 | - | 946.00000 |
| T | BJQ | 13.000 | 77.30 | - | F- | C- | 3.73% | - | Dzlwplfw | 3dWy | - | 940 | 3cTn+865 | - | 55.40000 |
| V | JYY | 5.000 | - | - | UN | GF | - | - | - | - | - | - | - | - | Retained |
| S-2 | BKT | 1.000 | 4.80 | - | UU | VV | 70.00% | - | Lvleq | KCN | - | - | 5.00% | 5.000% | 583.00000 |
| M | IZI | 92.000 | 2.30 | - | BB- | TT- | 3.50% | - | Fpzhfqej | 3pKt | - | 630 | 3wPs+623 | - | 46.20000 |
| Qko | DOA | 15.000 | - | - | DX | EM | - | - | - | - | - | - | - | - | Retained |
| T-1 | SAL | 23.000 | 6.20 | - | AA | SS | 45.00% | - | Bzcqdhto | 3eNg | - | 200 | 3cVq+200 | - | 400.00000 |
Tranche Comments
G: Redemption: 2026-12-30; Registration: 144D/Ytg T;
T-1: Redemption: 2026-12-30; Registration: 144C/Cru M;
S-2: Redemption: 2026-12-30; Registration: 144Y/Wsq B;
A: Redemption: 2026-12-30; Registration: 144L/Ofe Y;
D: Redemption: 2026-12-30; Registration: 144Z/Fqu H;
M: Redemption: 2026-12-30; Registration: 144R/Oxz R;
T: Redemption: 2026-12-30; Registration: 144D/Heg R;
V: Redemption: 2026-12-30; Registration: 144B/Ddu S;
Qko: Redemption: 2026-12-30; Registration: 144Q/Yjy U;
Deal Comments
Tqqqg. Eeg Hjhh Dqzgerf 2.00
Risk Retention
AO/OW - Jlrz OO - Aa
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 20, 2001