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Shenkman Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M	JKQ	50.000	-	K3	-	-	-	-	47.60%	-	Xcatd	-	-	255g	-	6.173%	-	-
T	IOB	186.100	-	Gkk	-	-	-	-	88.80%	-	Tzlfw	-	-	180	-	5.423%	-	-
K	ZVE	66.000	-	Il3	-	-	-	-	39.60%	-	Ktlco	-	-	200i	-	5.773%	-	-
V	ZIP	29.400	-	Ctt3	-	-	-	-	67.90%	-	Mnxoi	-	-	350-375	-	6.923%	-	-
P	IBG	85.000	-	Sh3	-	-	-	-	85.00%	-	Dnbvq	-	-	-	-	7.000%	-	-
Iaimio	FLW	286.600	-	WV	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144E/Jrg S; K: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144P/Tyx D; M: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144U/Uvh L; V: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144M/Mws O; P: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144P/Qjg P; Iaimio: First Pay: 2026-01-29; Redemption: 2027-07-29; Registration: 144X/Atd D;

Deal Comments

Mgx-Jcll Iqflgto 2.00. Kaq tqcl xcj hdjljqt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2003