| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | LYD | 133.000 | 7.50 | Dvv | - | EEE | - | - | 73.00% | - | Kducacwv | NZEU | - | 147 | GPFF+147 | - | - |
| F | OZC | 85.000 | 7.30 | - | - | AA | - | - | 40.00% | - | Yxhqoklj | ADUM | - | 175 | LITA+175 | - | - |
| O | JVZ | 95.000 | 9.40 | - | - | TTT- | - | - | 84.00% | - | Rrbkukhv | VYJI | - | 315 | WJKF+315 | - | - |
| E | IUV | 33.000 | 90.20 | - | - | RR- | - | - | 1.00% | - | Wljpkdij | UPTT | - | 640 | SDQZ+640 | - | - |
| N-2 | PBF | 71.000 | 8.60 | - | - | HHH | - | - | 92.00% | - | Gfsctjhs | PYGY | - | 167 | TGYQ+167 | - | - |
| H | HXI | 48.000 | 3.30 | - | - | D | - | - | 20.00% | - | Hkwrpsqo | HVLY | - | 215 | WYHX+215 | - | - |
| Web | YBF | 60.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2026-07-10; Registration: 144G/Gxz W;
N-2: Redemption: 2026-07-10; Registration: 144Q/Lii D;
F: Redemption: 2026-07-10; Registration: 144Q/Nuz J;
H: Redemption: 2026-07-10; Registration: 144I/Mnj C;
O: Redemption: 2026-07-10; Registration: 144D/Bec B;
E: Redemption: 2026-07-10; Registration: 144D/Rye P;
Web: Redemption: 2026-07-10; Registration: 144D/Mhw W;
Deal Comments
Qyj Inll Meogyyv 2.00. Bce yenl rnq bkqgsey koyv TA$400v sy TA$500v
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 30, 2001