| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | POR | 32.000 | 44.50 | - | - | GG- | - | - | 6.00% | - | Ieycpbag | HCKG | - | 500 | CKPI+500 | - | - |
| O | LOT | 5.800 | 18.80 | - | - | Z- | - | - | 4.30% | - | - | - | - | - | - | - | Retained |
| Ifx | MAD | 27.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | VQB | 45.000 | 4.50 | - | - | PP | - | - | 82.00% | - | Fsbuexdf | NDKY | - | 160 | BWWM+160 | - | - |
| P | GBQ | 349.000 | 1.20 | Vdd | - | - | - | - | 10.00% | - | Pfpdqvjm | AJJB | - | 127 | BNPI+127 | - | - |
| M | ZVX | 98.000 | 5.40 | - | - | X | - | - | 57.00% | - | Cbveslfw | LIPZ | - | 175 | VYZM+175 | - | - |
| F | WIN | 10.000 | 9.20 | - | - | EEE- | - | - | 24.00% | - | Aqvuvbyi | LVXP | - | 260 | SMME+260 | - | - |
| C-P | IOY | 2.000 | 83.50 | - | - | III- | - | - | 58.00% | - | Mqmzbsqk | BLLN | - | 390 | HJCA+390 | - | - |
| O | XOY | 6.700 | 5.30 | Aaa | - | - | - | - | - | - | Byflmerg | VIHK | - | 90 | YXYU+90 | - | - |
| O-L | UCU | 43.000 | 2.40 | - | - | SSS | - | - | 35.00% | - | Lmkcqjjj | XOKU | - | 140 | YNIQ+140 | - | - |
Tranche Comments
O: Redemption: 2026-12-19; Registration: 144N/Rja M;
P: Redemption: 2026-12-19; Registration: 144P/Zyn J;
O-L: Redemption: 2026-12-19; Registration: 144Y/Rbz M;
A: Redemption: 2026-12-19; Registration: 144G/Esa J;
M: Redemption: 2026-12-19; Registration: 144V/Hju R;
F: Redemption: 2026-12-19; Registration: 144C/Csa X;
C-P: Redemption: 2026-12-19; Registration: 144M/Bne V;
I: Redemption: 2026-12-19; Registration: 144T/Lqn Z;
O: Redemption: 2026-12-19; Registration: 144V/Yqb L;
Ifx: Redemption: 2026-12-19; Registration: 144Q/Ftn X;
Deal Comments
Qwy Qhxx Bjexwsf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 3, 2002