| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NBI | 90.000 | - | - | F | - | - | - | 89.00% | - | Evcqesty | MCXH | 185-195 | 190 | PDTC+190 | - | - |
| K2 | KGS | 7.000 | - | - | MMM- | - | - | - | 42.00% | - | Lyvcluvp | GKJI | 410-425 | 425 | TQDX+425 | - | - |
| T | IJG | 167.000 | - | - | CCC | - | - | - | 26.00% | - | Hbshloho | AIZB | - | 135 | QYFY+135 | - | - |
| U1 | CEX | 25.000 | - | - | VVV- | - | - | - | 67.00% | - | Vkyykuix | CETT | 280-290 | 290 | GSQT+290 | - | - |
| Hhg | LXU | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GXL | 28.000 | - | - | BB | - | - | - | 30.00% | - | Gflzzcjk | CQYC | 160-165 | 165 | BKXM+165 | - | - |
| U | CPZ | 29.000 | - | - | KK- | - | - | - | 8.00% | - | Jbdhoboq | KJOW | 550-575 | 565 | YBHM+565 | - | - |
Tranche Comments
T: Redemption: 2026-09-06; Registration: 144A/Dux Y;
J: Redemption: 2026-09-06; Registration: 144N/Ylv R;
Z: Redemption: 2026-09-06; Registration: 144L/Gak K;
U1: Redemption: 2026-09-06; Registration: 144B/Zdq F;
K2: Redemption: 2026-09-06; Registration: 144V/Xlt V;
U: Redemption: 2026-09-06; Registration: 144E/Pvm H;
Hhg: Redemption: 2026-09-06; Registration: 144A/Fnd O;
Deal Comments
Kjw Iogg Wnuxjgk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 7, 2002