| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EET | 2.900 | 3.80 | Gbb | QQQ | - | - | - | Qqbatuqw | 3cPc | - | 45 | 3nPf+45 | - | 842.00000 |
| U1 | OXK | 80.600 | 7.30 | Ht2 | XX | - | 80.00% | - | Wvbrfxnn | 3mLw | - | 170 | 3bLc+170 | - | 994.00000 |
| C2 | FFZ | 78.900 | 5.70 | Qi2 | CC | - | 65.00% | - | Ympbv | PXB | - | - | 2.10% | 2.100% | 575.00000 |
| Tzzwvk | HQL | 62.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | EKJ | 24.000 | 9.60 | Ovv3 | MMM | - | 46.00% | - | Wsjdzwfv | 3tKk | - | 340 | 3oMo+340 | - | 153.00000 |
| C | SVS | 48.000 | 7.00 | Wr2 | VV- | - | 56.00% | - | Dnzxrqwn | 3bUy | - | 620 | 3iKv+606 | - | 39.00000 |
| E | CTW | 33.000 | 2.20 | F2 | W- | - | 3.00% | - | Jswxrcle | 3jGd | - | 915 | 3qPz+868 | - | 77.00000 |
| W | MGN | 19.000 | 9.00 | U2 | C | - | 86.00% | - | Xjllydtn | 3gFy | - | 225 | 3oLv+225 | - | 869.00000 |
| A | JME | 342.000 | 3.30 | Qgg | WWW | - | 54.00% | - | Yxysxsog | 3fJf | - | 97 | 3pLn+97 | - | 786.00000 |
Tranche Comments
E: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144N/Bxr J;
A: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144E/Wxg Z;
U1: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Jpk M;
C2: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144P/Fqn K;
W: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144G/Nqo Z;
J: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144W/Qbd Z;
C: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144U/Wty X;
E: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144H/Wth B;
Tzzwvk: First Pay: 2021-11-15; Redemption: 2023-08-15; Registration: 144Z/Ixk D;
Deal Comments
Aubux. Kqy Tqjj Justqkn 2.00
Risk Retention
AL/LA - Uemz LO - Uem
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Mar 12, 1997
WAL Test Period End Date
May 4, 2015