| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WNA | 79.000 | 3.20 | - | - | UU | - | - | 75.00% | - | Xkkjwblm | LBON | - | 220 | IBXY+220 | - | - |
| A-2 | HQD | 4.000 | 18.00 | - | - | SSS- | - | - | 28.00% | - | Uylcd | - | - | - | 9.60% | - | - |
| K | VNA | 57.000 | 2.10 | - | - | A | - | - | 81.00% | - | Zqcaulbq | KOPW | - | 270 | DKOQ+270 | - | - |
| L-1 | QHE | 452.000 | 4.70 | Vvv | - | - | - | - | 42.00% | - | Nqdcwrtq | YCPT | - | 164 | MEPH+164 | - | - |
| C | EUF | 3.000 | 2.10 | Jrr | - | - | - | - | - | - | Mjyuvwpy | EHAZ | - | 100 | PTYT+100 | - | - |
| K | BGX | 30.000 | 90.70 | - | - | QQ- | - | - | 3.00% | - | Kkvkfciv | KOHO | - | 715 | IQCE+715 | - | - |
| G-2 | FGX | 1.000 | 3.80 | - | - | TTT | - | - | 92.00% | - | Srcfxsqa | CKTP | - | 192 | JTSO+192 | - | - |
| R-1 | BMG | 22.000 | 5.60 | - | - | QQQ+ | - | - | 69.00% | - | Lksvvlzq | EJGR | - | 426 | SNWO+426 | - | - |
| Fgz | KFY | 62.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2026-04-28; Registration: 144A/Bzv V;
L-1: Redemption: 2026-04-28; Registration: 144K/Mfk F;
G-2: Redemption: 2026-04-28; Registration: 144A/Woq U;
Z: Redemption: 2026-04-28; Registration: 144Z/Xbs J;
K: Redemption: 2026-04-28; Registration: 144D/Wdn C;
R-1: Redemption: 2026-04-28; Registration: 144K/Cqr T;
A-2: Redemption: 2026-04-28; Registration: 144W/Ybx M;
K: Redemption: 2026-04-28; Registration: 144B/Vud X;
Fgz: Redemption: 2026-04-28; Registration: 144H/Fxh Y;
Deal Comments
Nsc Rcuu Oejpsuf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 24, 2002