| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2-O | VAG | 52.100 | 4.20 | Okk | - | VVV | TTT | - | 58.00% | - | Ufspi | - | - | - | 4.24% | - | - |
| E-K | ZCW | 62.900 | 7.70 | Wss3 | - | YE | - | - | 89.20% | - | Gwukdwyh | 3uI | - | 310 | 3oS+310 | - | - |
| I | KPH | 5.000 | - | Ucc | - | NNN | - | - | - | - | Gzqhywky | 3qJ | - | 70 | 3sV+70 | - | - |
| Q-N | JBP | 56.400 | 6.00 | Hj2 | - | HG | - | - | 66.10% | - | Mmdsmuuu | 3sR | - | 180 | 3hY+180 | - | - |
| Sfm | EYJ | 43.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-1L | WOR | 69.200 | 9.10 | W2 | - | OC | - | - | 95.70% | - | Kqxoblsy | 3kU | - | 215 | 3lJ+215 | - | - |
| M-1K | TSX | 231.600 | 6.30 | Bpp | - | LLL | DDD | - | 10.00% | - | Tbydmdug | 3xJ | - | 119 | 3pX+119 | - | - |
| H-2O | XLF | 74.900 | 5.50 | W2 | - | JJ | - | - | 82.60% | - | Ovejbkvg | 3lX | - | 215 | 3mF+215 | - | - |
| L-V | RUH | 75.400 | 7.60 | Mu3 | - | ZU | - | - | 3.20% | - | Jlebhpiz | 3dV | - | 605 | 3gP+605 | - | - |
Tranche Comments
I: Redemption: 2020-11-01; Registration: 144M/Ena H;
M-1K: Redemption: 2020-11-01; Registration: 144V/Zdj M;
C-2-O: Redemption: 2020-11-01; Registration: 144V/Yue X;
Q-N: Redemption: 2020-11-01; Registration: 144N/Qkb J;
H-1L: Redemption: 2020-11-01; Registration: 144F/Zpi L;
H-2O: Redemption: 2020-11-01; Registration: 144A/Fmx R;
E-K: Redemption: 2020-11-01; Registration: 144A/Poi R;
L-V: Redemption: 2020-11-01; Registration: 144T/Aft L;
Sfm: Redemption: 2020-11-01; Registration: 144Y/Irj O;
Deal Comments
Kvsvs. Rkq Qjbb Lvufken 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 4, 1997