| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UC | NVL | 158.000 | - | - | BBB | - | - | - | 74.00% | - | Qhbmlabj | DLGG | - | 136 | NCTS+136 | - | - |
| V1M | MSN | 15.000 | - | - | YYY- | - | - | - | 54.00% | - | Kyopdate | CJNR | 300-310 | 310 | GTAB+310 | - | - |
| SP | BAY | 25.000 | - | - | YY- | - | - | - | 2.00% | - | Sshfkxvq | YYXF | 625-640 | 610 | AYTK+610 | - | - |
| Y2M | EMF | 4.000 | - | - | GGG- | - | - | - | 20.00% | - | Otsjj | - | 410-420 | - | 7.838% | - | - |
| FU | CCF | 32.000 | - | - | Y | - | - | - | 65.00% | - | Ycvxshxl | QIBJ | 200-210 | 200 | SVZD+200 | - | - |
| Klm | NCG | 78.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IP | HQV | 983.000 | - | - | GGG | - | - | - | 81.00% | - | Nuuskkec | WGFK | 137-138 | 136 | NISG+136 | - | - |
| YO | TWG | 64.000 | - | - | XX | - | - | - | 53.00% | - | Fflrojeg | MXEA | 170-180 | 178 | DUTN+178 | - | - |
Tranche Comments
IP: Redemption: 2026-10-15; Registration: 144H/Nyb U;
UC: Redemption: 2026-10-15; Registration: 144N/Yid G;
YO: Redemption: 2026-10-15; Registration: 144I/Yxm F;
FU: Redemption: 2026-10-15; Registration: 144G/Lyu X;
V1M: Redemption: 2026-10-15; Registration: 144V/Ujs F;
Y2M: Redemption: 2026-10-15; Registration: 144Q/Jkt U;
SP: Redemption: 2026-10-15; Registration: 144H/Vux G;
Klm: Redemption: 2026-10-15; Registration: 144F/Oie Z;
Deal Comments
Qtjtv. Ibt Akkk Gthjbvo 2.00. Brt vtkk bkj ahjjgtv khbh LM$400h vb LM$512.60h
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 2, 2002