| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1KK | XMY | 6,599.000 | - | JK | BBB | III | - | - | 64.00% | - | Wiekfwsi | XBKK | - | 149 | CVMS+149 | - | - |
| IJJ | FQB | 861.000 | - | JL | GG- | TT | - | - | 67.00% | - | Qmxraqxo | UWSC | - | 725 | IKJQ+725 | - | - |
| SVV | QFP | 560.000 | - | NX | T | ZU | - | - | 88.00% | - | Hpwqumtq | KSYJ | - | 225 | HYKW+225 | - | - |
| PNN | NGF | 125.000 | - | NX | XXX- | PD | - | - | 91.90% | - | Tzvfuhra | YPNB | - | 375 | HMCN+375 | - | - |
| K2FF | EGW | 249.000 | - | KK | ZZZ | GI | - | - | 22.00% | - | Lpbymxrc | KASG | - | 175 | DZMR+175 | - | - |
| Chb | QZF | 948.730 | - | UT | JO | OS | - | - | - | - | - | - | - | - | - | - | Retained |
| VHH | YMM | 707.000 | - | UG | OO | SS | - | - | 99.10% | - | Hvzmbiwi | GHXM | - | 190 | TAWA+190 | - | - |
Tranche Comments
N1KK: Redemption: 2027-01-15; Registration: 144P/Kpb L;
K2FF: Redemption: 2027-01-15; Registration: 144C/Kzd P;
VHH: Redemption: 2027-01-15; Registration: 144L/Ifh T;
SVV: Redemption: 2027-01-15; Registration: 144I/Qds H;
PNN: Redemption: 2027-01-15; Registration: 144W/Aqo X;
IJJ: Redemption: 2027-01-15; Registration: 144P/Rqa M;
Chb: Redemption: 2027-01-15; Registration: 144J/Opv P;
Deal Comments
Fkqkt. Upn Asww Ekcbpye 2.00
Risk Retention
XH - Atto ZX/XK - Att
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 26, 2003