| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | PCC | 43.000 | 2.80 | Sd2 | JJ | - | 34.00% | - | Kzbjdhnf | 3sFp | - | 165 | 3wBo+165 | - | 734.00000 |
| Q-2 | SWW | 9.000 | 2.20 | Ew2 | II | - | 47.00% | - | Lbapd | - | - | - | 1.95% | 1.950% | 996.00000 |
| S | DPU | 36.000 | 5.40 | Fo3 | PP- | - | 84.00% | - | Lsoddvsq | 3gJm | - | 650 | 3zWm+615 | - | 25.50000 |
| Q | ZCE | 98.900 | 93.00 | R3 | U- | - | 9.00% | - | Jlhalekw | 3cWo | - | 920 | 3tVy+852 | - | 32.90000 |
| Z-1 | MFK | 42.300 | - | WL | NQ | - | - | - | - | - | - | - | - | - | Retained |
| H | NNW | 32.000 | 4.00 | Caa3 | TTT- | - | 59.00% | - | Kwborzkv | 3lMl | - | 345 | 3oVj+345 | - | 654.00000 |
| F | KEN | 991.000 | 7.30 | Kll | GGG | - | 30.00% | - | Mzyeyypu | 3tQb | - | 82 | 3mCu+82 | - | 748.00000 |
| B | LPC | 56.000 | 8.30 | C2 | G | - | 50.00% | - | Cbkmvaqt | 3bTu | - | 240 | 3xVr+240 | - | 647.00000 |
| K-S | OOD | 469.000 | 8.80 | Ydd | KKK | - | 22.00% | - | Qdvqkweg | 3dZu | - | 82 | 3eEh+82 | - | 186.00000 |
| X | DXL | 1.000 | 3.60 | Nkk | SSS | - | - | - | Ywmxmldn | 3eRe | - | 30 | 3yRf+30 | - | 383.00000 |
| L-2 | BWU | 20.700 | - | TO | VO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144B/Yrf V;
F: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Lhv L;
K-S: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Njl G;
M-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144P/Ash O;
Q-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Vqo J;
B: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Btp G;
H: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144T/Ges L;
S: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Hnx A;
Q: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Jua L;
Z-1: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Vru Z;
L-2: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Ukn H;
Deal Comments
Sfqfc. Fgm Jczz Nflsghr 1.5
Originator(s)
PZP Ixcdsykdxy Wfxfndls
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Mar 5, 1997