| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-D | PYD | 86.000 | - | - | TT | - | - | - | 33.90% | - | Unakv | - | - | - | 3.500% | - | - |
| F-1 | OVF | 79.000 | - | - | WW | - | - | - | 40.70% | - | Nclblyij | 3rD | - | 215 | 3xI+215 | - | - |
| Y-D | COI | 58.000 | - | - | GGG | - | - | - | 67.00% | - | Ctnjq | - | - | - | 2.721% | - | - |
| P-J | KPF | 86.500 | - | - | YYY | - | - | - | 93.00% | - | Zuzcwdul | 3qX | - | 130 | 3dA+130 | - | - |
| Z-1 | YAT | 24.540 | - | - | I | - | - | - | 16.00% | - | Cyudoicl | 3wU | - | 317 | 3nY+317 | - | - |
| Q-J | JNX | 5.000 | - | - | VVV- | - | - | - | 31.00% | - | Pupen | - | - | - | 5.836% | - | - |
| X-J | GZF | 16.000 | - | - | N | - | - | - | 22.00% | - | Fybsy | - | - | - | 4.623% | - | - |
| B-C | KFO | 81.460 | - | - | VV | - | - | - | 30.20% | - | Dfdqzvbm | 3mQ | - | 200 | 3nW+200 | - | - |
| N-1 | JXP | 368.000 | - | - | DDD | - | - | - | 37.00% | - | Kefllivm | 3gH | - | 145 | 3sD+145 | - | - |
| Z-1 | VKK | 42.100 | - | - | FFF- | - | - | - | 84.00% | - | Mwcofcya | 3lN | - | 463 | 3fZ+463 | - | - |
| U | CCR | 48.000 | - | - | CC- | - | - | - | 9.00% | - | Dszhlbwg | 3oV | - | 775 | 3nC+775 | - | - |
| Ywt | ABJ | 37.300 | - | - | OD | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
N-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Tvoj;
Y-D: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Xcee;
P-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144G Rpwr;
F-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144I Lquk;
D-D: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144H Rdtd;
B-C: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144J Bvmd;
Z-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144M Ghls;
X-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144W Usog;
Z-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144C Cvhg;
Q-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Cvhm;
U: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144K Eioy;
Ywt: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Vfto;
Reinvestment Period End Date
Apr 12, 1997
WAL Test Period End Date
Aug 27, 2017