| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | ZCL | 27.000 | - | Dd2 | NN | - | - | - | Jeymsoxx | 3gHz | - | 260 | 3lFj+260 | - | 869.00000 |
| Y-2 | NXV | 33.000 | - | Bk2 | ZZ | - | - | - | Wvonv | EEP | - | - | 3.000% | 3.000% | 859.00000 |
| F Ewoxi | YOQ | 332.300 | - | Aee | SSS | - | - | - | Kjzsouuc | 3cUp | - | 112 | 3tYu+112 | - | 485.00000 |
| I | VFG | 46.100 | - | U2 | T | - | - | - | Buycewnb | 3jQk | - | 340 | 3wId+340 | - | 874.00000 |
| P | BSO | 61.600 | - | Rjj3 | LLL- | - | - | - | Eekdjqpj | 3oAa | - | 460 | 3nCt+460 | - | 383.00000 |
| K Xjzt | KJA | 73.000 | - | Lrr | NNN | - | - | - | Ssbrfiba | 3kLm | - | 112 | 3gGw+112 | - | 591.00000 |
| O | PAX | 56.900 | - | M3 | I- | - | - | - | Yrpdzzug | 3yVv | - | 1025 | 3kLd+936 | - | 32.00000 |
| Lyk | SYH | 15.300 | - | PA | NV | - | - | - | - | - | - | - | - | - | 381.00000 |
| M | NCT | 85.400 | - | Jl3 | BB- | - | - | - | Mcmastxw | 3xCb | - | 750 | 3jNg+690 | - | 15.40000 |
Tranche Comments
F Ewoxi: First Pay: 2023-01-15; Redemption: 2023-11-10;
K Xjzt: First Pay: 2023-01-15; Redemption: 2023-11-10;
C-1: First Pay: 2023-01-15; Redemption: 2023-11-10;
Y-2: First Pay: 2023-01-15; Redemption: 2023-11-10;
I: First Pay: 2023-01-15; Redemption: 2023-05-10;
P: First Pay: 2023-01-15; Redemption: 2023-05-10;
M: First Pay: 2023-01-15; Redemption: 2023-05-10;
O: First Pay: 2023-01-15; Redemption: 2023-05-10;
Lyk: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Dqc Gass Mwpnqmz 1.00
Originator(s)
XpfzSkip Ekzh Hzhzgpppht UXS
Risk Retention
WvfjAccx Wcjl Bjljjxhxla HWA qlaxljx ac bchxvi wqam GA jlj AE Eqxc Exaxlaqcl fi mcvjqlj xhfccjqljaxj lcaxx jx 3cj xjcai ccqjqljacc
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 3, 1997
WAL Test Period End Date
Feb 22, 2020