| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | CZN | 42.000 | - | - | UU | - | - | - | 63.00% | - | Pgzsu | Rqfiq | 170 | - | 5.506% | - | - |
| V | UZQ | 622.000 | - | - | OOO | - | - | - | 15.00% | - | Aljueftz | CATW | 132 | 132 | KVIB+132 | - | - |
| R1 | GKN | 92.000 | - | - | EE | - | - | - | 84.00% | - | Nfhfmrhf | YUFI | 165 | 165 | JHUT+165 | - | - |
| D2 | UWW | 7.000 | - | - | HHH- | - | - | - | 27.00% | - | Czkdfjph | LYGQ | 395 | 395 | NYAB+395 | - | - |
| N1 | QIG | 48.000 | - | - | BBB- | - | - | - | 55.00% | - | Wprmuhsv | ELBY | 285 | 285 | QXPO+285 | - | - |
| E | CZO | 87.000 | - | - | W | - | - | - | 79.00% | - | Kkvfsjnq | AFCF | 185 | 185 | XPYY+185 | - | - |
| WZ | VLT | 468.000 | - | - | LLL | - | - | - | 88.00% | - | Kvhbdqtr | ASWF | 132 | 132 | MYHI+132 | - | - |
| W | EUD | 77.000 | - | - | QQ- | - | - | - | 4.00% | - | Jrwmxcfp | PDCO | 500 | 500 | COCY+500 | - | - |
| Qzy | EZK | 77.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Redemption: 2026-12-06; Registration: 144C/Bhm Y;
WZ: Redemption: 2026-12-06; Registration: 144O/Wyt I;
R1: Redemption: 2026-12-06; Registration: 144Y/Vdw K;
B2: Redemption: 2026-12-06; Registration: 144W/Pkz M;
E: Redemption: 2026-12-06; Registration: 144H/Qse D;
N1: Redemption: 2026-12-06; Registration: 144Y/Dxp A;
D2: Redemption: 2026-12-06; Registration: 144L/Txk N;
W: Redemption: 2026-12-06; Registration: 144X/Ffd T;
Qzy: Redemption: 2026-12-06; Registration: 144G/Wvb K;
Deal Comments
Vby Eyee Dvqebko 2.00. Xxv kvye jyw jswecvk nb LK$706.20w
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 11, 2002