| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-X | OVF | 22.000 | 1.10 | - | MM | - | - | - | 16.00% | - | Nofruqco | KCQT | - | 165 | CZOJ+165 | - | 984.00000 |
| K-U | MLP | 439.000 | 8.90 | - | YYY | - | - | - | 40.00% | - | Pipyafki | DGJX | - | 135 | EGIQ+135 | - | 299.00000 |
| Z-Z | PKN | 5.100 | 7.80 | - | QQQ | - | - | - | - | - | Rewfxwyh | ITJA | - | 90 | TKWB+90 | - | 934.00000 |
| T-G | OQY | 22.000 | 2.60 | - | I | - | - | - | 97.00% | - | Ndhwwmfm | YWCO | - | 195 | ZBLL+195 | - | 272.00000 |
| V-1-V | QLP | 62.000 | 4.20 | - | RRR- | - | - | - | 31.00% | - | Hlrjdcyx | YQGB | - | 290 | DXQA+290 | - | 609.00000 |
| V-2-U | AEY | 8.000 | 39.40 | - | RRR- | - | - | - | 92.00% | - | Cbymqfax | IBDS | - | 410 | KDGJ+410 | - | 337.00000 |
| P-S | UVC | 59.000 | 31.30 | - | DD- | - | - | - | 2.00% | - | Vsmxapro | ZPGR | - | 560 | BTKI+560 | - | 895.00000 |
Tranche Comments
Z-Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Fwv O;
K-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Cku H;
K-X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144P/Fvq V;
T-G: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Oxe E;
V-1-V: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Lyk X;
V-2-U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Zqc T;
P-S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Ddv P;
Deal Comments
Zyfyg. Rbn Ctcc Hybcbke 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 24, 2002
WAL Test Period End Date
Mar 19, 2015