| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TFF | 95.000 | - | IZ | A | DW | - | - | 52.00% | - | Ipfedkyp | 3sI | - | 245 | 3fW+245 | - | - |
| Cog | XYB | 19.220 | - | KJ | PR | QC | - | - | - | - | - | - | - | - | - | - | Retained |
| N | WRH | 97.000 | - | JQ | OO- | OR | - | - | 9.70% | - | - | - | - | - | - | - | Retained |
| G-1 | NIO | 255.000 | - | Fqq | ZZZ | ZA | - | - | 58.00% | - | Flrfkpss | 3pO | - | 125 | 3fR+125 | - | - |
| K-2 | BAL | 5.000 | - | KF | JJJ | TA | - | - | 30.00% | - | Jhqcpbyx | 3pX | - | 150 | 3aI+150 | - | - |
| D | LLX | 80.000 | - | UF | AAA- | KY | - | - | 12.72% | - | Umzrukiz | 3iE | - | 360 | 3lJ+360 | - | - |
| V | LBD | 5.000 | - | VC | CCC | IG | - | - | - | - | Hfjvdbqr | 3gE | - | 80 | 3aJ+80 | - | - |
| F | ZWR | 19.000 | - | HW | BB | GV | - | - | 10.00% | - | Askrduhk | 3oR | - | 170 | 3sH+170 | - | - |
Tranche Comments
V: Redemption: 2022-01-21; Registration: 144T/Qqt V;
G-1: Redemption: 2022-01-21; Registration: 144M/Xut H;
K-2: Redemption: 2022-01-21; Registration: 144P/Gwp Z;
F: Redemption: 2022-01-21; Registration: 144O/Bsr L;
Z: Redemption: 2022-01-21; Registration: 144Y/Pap W;
D: Redemption: 2022-01-21; Registration: 144J/Qdz Z;
N: Redemption: 2022-01-21; Registration: 144O/Tmc Q;
Cog: Redemption: 2022-01-21; Registration: 144J/Nko U;
Deal Comments
Qkz Ccxx Vfpcktr 1.00
Risk Retention
Hkkc GX rmn BG
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 11, 2003