| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | OKM | 999.000 | - | Sll | - | EEE | - | - | Xyjqwbvq | 3wNs | - | 83 | 3bIi+83 | - | 235.00000 |
| Q | DXN | 38.420 | - | S2 | - | G | - | - | Zqcakzag | 3zYt | - | 200 | 3cLe+200 | - | 522.00000 |
| A | QHP | 46.300 | - | Szz3 | - | III- | - | - | Hejqxpai | 3xWb | - | 310 | 3iJf+310 | - | 180.00000 |
| Yna-O | CQD | 86.000 | - | GP | - | UB | - | - | - | - | - | - | - | - | Retained |
| P-2 | HPO | 96.000 | - | Sc2 | - | TT | - | - | Kkcik | - | - | - | 1.650% | 1.650% | 908.00000 |
| J | PDG | 17.000 | - | M3 | - | W- | - | - | Gbwdauid | 3aXw | - | 875 | 3cDy+831 | - | 55.00000 |
| Llk | SMB | 15.700 | - | ZL | - | XQ | - | - | - | - | - | - | - | - | Retained |
| I-1 | JST | 24.000 | - | Po2 | - | WW | - | - | Pbzkshhd | 3dKn | - | 135 | 3bHs+135 | - | 564.00000 |
| J | BFR | 67.760 | - | Vk3 | - | BB- | - | - | Eqedckwl | 3hBg | - | 595 | 3pGn+570 | - | 73.43000 |
Tranche Comments
E: First Pay: 2021-07-15; Redemption: 2023-03-31;
I-1: First Pay: 2021-07-15; Redemption: 2023-03-31;
P-2: First Pay: 2021-07-15; Redemption: 2023-03-31;
Q: First Pay: 2021-07-15; Redemption: 2023-03-31;
A: First Pay: 2021-07-15; Redemption: 2023-03-31;
J: First Pay: 2021-07-15; Redemption: 2023-03-31;
J: First Pay: 2021-07-15; Redemption: 2023-03-31;
Llk: First Pay: 2021-07-15; Redemption: 2023-03-31;
Yna-O: First Pay: 2021-07-15; Redemption: 2023-03-31;
Deal Comments
Bngnt. Fxc Mkaa Ynknxnq 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 7, 1997
WAL Test Period End Date
Sep 25, 2016