| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | LWG | 369.000 | - | Hii | - | - | - | - | 91.00% | - | Fmdvhlzf | CVPF | - | 160 | UQNH+160 | - | - |
| L | RFB | 91.100 | - | Azz3 | - | - | - | - | 62.10% | - | Bdwrwuly | XWYZ | 350-375 | 340 | GXAU+340 | - | - |
| F | JJM | 1.500 | - | Mz3 | - | - | - | - | 34.00% | - | Gphcyjlo | ZWZX | 700-725 | 670 | BEPJ+670 | - | - |
| E-2 | KES | 8.000 | - | Wff | - | - | - | - | 87.00% | - | Grfjvdxb | AAPA | - | 185 | QETW+185 | - | - |
| G | WNG | 18.000 | - | B3 | - | - | - | - | 34.00% | - | Vlhjeqmu | GLXH | 240-250 | 220 | YNYX+220 | - | - |
| H-1D | RVY | 39.000 | - | Wmm | - | - | - | - | 54.00% | - | Rbszejvz | BSJA | - | 160 | WTAN+160 | - | - |
| N | AQO | 33.000 | - | Ws3 | - | - | - | - | 86.00% | - | Xwyfvmkf | SZJQ | 190-200 | 190 | GOUK+190 | - | - |
| Qyh | NSM | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: Redemption: 2026-07-19; Registration: 144T/Ojv H;
H-1D: Redemption: 2026-07-19; Registration: 144N/Uoc U;
E-2: Redemption: 2026-07-19; Registration: 144E/Hsc M;
N: Redemption: 2026-07-19; Registration: 144G/Ijt J;
G: Redemption: 2026-07-19; Registration: 144Q/Yqi N;
L: Redemption: 2026-07-19; Registration: 144E/Mdz T;
F: Redemption: 2026-07-19; Registration: 144H/Val D;
Qyh: Redemption: 2026-07-19; Registration: 144A/Qwa B;
Deal Comments
Dey-Cabb Dhaeelc 2.00. Vqh lhab kas qnsehhl faes QF$350s be QF$510so
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 19, 2003