| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | LTI | 6.000 | 3.81 | - | - | NNN- | - | - | 71.00% | - | Lsdblrww | AHFN | - | 355 | JZUI+355 | - | - |
| Y-1 | CWX | 76.000 | 7.81 | - | - | FFF | - | - | 25.00% | - | Lsruqfox | CBSS | - | 265 | UIQI+265 | - | - |
| H | JMH | 9.600 | 93.14 | K3 | - | - | - | - | 8.80% | - | Nkbahvst | PBPN | - | 632 | UCBA+632 | - | - |
| Y-2b | CGE | 11.500 | 2.70 | - | - | SSS | - | - | 16.00% | - | Hjcxtucv | VUVG | - | 155 | AWIU+155 | - | - |
| Kyw | VGO | 57.600 | - | HT | MT | IL | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NXP | 82.000 | 59.60 | - | - | BB- | - | - | 3.00% | - | Jmovjooc | WPFI | - | 575 | LUFU+575 | - | - |
| L | PHX | 83.000 | 7.50 | - | - | I | - | - | 62.00% | - | Zlcsphoc | SJJY | - | 190 | HNDG+190 | - | - |
| N-2 | UXW | 17.000 | 4.54 | - | - | XX | - | - | 15.00% | - | Phhduljv | YYCI | - | 165 | KWHD+165 | - | - |
| F-1m | IKM | 333.500 | 4.80 | Pii | - | EEE | - | - | 36.20% | - | Lqhwlily | JDHH | - | 137 | WASI+137 | - | - |
Tranche Comments
F-1m: Redemption: 2026-07-15; Registration: 144H/Cqe T;
Y-2b: Redemption: 2026-07-15; Registration: 144H/Tmr N;
N-2: Redemption: 2026-07-15; Registration: 144K/Kxw E;
L: Redemption: 2026-07-15; Registration: 144C/Vfv D;
Y-1: Redemption: 2026-07-15; Registration: 144X/Atx X;
C-2: Redemption: 2026-07-15; Registration: 144D/Pcz H;
I: Redemption: 2026-07-15; Registration: 144L/Hmw G;
H: Redemption: 2026-07-15; Registration: 144Z/Tet O;
Kyw: Redemption: 2026-07-15; Registration: 144T/Zsv R;
Deal Comments
Iut Kbhh Jmtauks 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 10, 2001