| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ple | HIU | 64.000 | - | BP | FZ | OD | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | MGO | 30.000 | - | AT | EE | NNN | - | - | 95.00% | - | Subaufxk | YDNJ | - | 170 | KBVO+170 | - | - |
| X | RJK | 69.000 | - | QQ | CW | L | - | - | 34.00% | - | Byoeydri | MMUF | - | 235 | GJDG+235 | - | - |
| Q-1 | WYQ | 94.000 | - | NO | KZ | GGG- | - | - | 29.00% | - | Uwkjednj | BSEX | - | 345 | UQNA+345 | - | - |
| R-1 | EVY | 420.000 | - | Agg | LB | HE | - | - | 21.00% | - | Sfrqrzey | PYQC | - | 150 | WPVB+150 | - | - |
| X | YCO | 97.000 | - | FW | VV | HH- | - | - | 2.00% | - | Lmxsmdrg | XHJV | - | 660 | GMWS+660 | - | - |
| S | IUD | 19.000 | - | LU | ZY | DD | - | - | 56.00% | - | Qbhyftiv | MXLZ | - | 190 | MPIH+190 | - | - |
| N-2 | NUV | 5.000 | - | MN | OY | PPP- | - | - | 38.12% | - | Luhakdre | AVNQ | - | 460 | SOFR+460 | - | - |
Tranche Comments
R-1: Redemption: 2026-06-12; Registration: 144T/Ndq T;
F-2: Redemption: 2026-06-12; Registration: 144U/Zis W;
S: Redemption: 2026-06-12; Registration: 144E/Fsu L;
X: Redemption: 2026-06-12; Registration: 144M/Abt P;
Q-1: Redemption: 2026-06-12; Registration: 144K/Hus E;
N-2: Redemption: 2026-06-12; Registration: 144N/Qvv D;
X: Redemption: 2026-06-12; Registration: 144Y/Dxz Y;
Ple: Redemption: 2026-06-12; Registration: 144H/Foe H;
Deal Comments
Zob Vxyy Reluoln 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 19, 2002