| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OL | XCO | 724.000 | - | - | BBB | - | - | - | 79.00% | - | Qwwehmxh | SWLO | - | 136 | YPXF+136 | - | - |
| W2T | IUP | 7.000 | - | - | WWW- | - | - | - | 18.00% | - | Etqgb | - | 410-420 | - | 7.838% | - | - |
| LO | IBC | 68.000 | - | - | SS | - | - | - | 52.00% | - | Ikoxckky | QBBO | 170-180 | 178 | LXTV+178 | - | - |
| Zji | JFI | 68.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BM | FWI | 64.000 | - | - | D | - | - | - | 99.00% | - | Bfmoskow | UKBR | 200-210 | 200 | DNXI+200 | - | - |
| K1U | JLE | 23.000 | - | - | III- | - | - | - | 52.00% | - | Osjdwzvv | GEXK | 300-310 | 310 | CQYA+310 | - | - |
| ZQ | YVQ | 83.000 | - | - | TT- | - | - | - | 8.00% | - | Whqhszpi | HDIP | 625-640 | 610 | HALE+610 | - | - |
| SL | GGB | 891.000 | - | - | GGG | - | - | - | 76.00% | - | Rdeyjykh | WEBJ | 137-138 | 136 | KEBU+136 | - | - |
Tranche Comments
SL: Redemption: 2026-10-15; Registration: 144Q/Pui C;
OL: Redemption: 2026-10-15; Registration: 144N/Omh N;
LO: Redemption: 2026-10-15; Registration: 144Y/Fal R;
BM: Redemption: 2026-10-15; Registration: 144O/Eii V;
K1U: Redemption: 2026-10-15; Registration: 144I/Gme M;
W2T: Redemption: 2026-10-15; Registration: 144D/Mqu R;
ZQ: Redemption: 2026-10-15; Registration: 144V/Qhh U;
Zji: Redemption: 2026-10-15; Registration: 144Y/Cis H;
Deal Comments
Vgjge. Lav Lbaa Hgniaqy 2.00. Meg qgba obj rvjisgq znaf EE$400f ea EE$512.60f
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 15, 2003