| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ETF | 31.000 | - | - | NNN- | WWW- | - | - | Kjnuf | 3tVw | - | 520 | 3sNf+520 | - | 285.00000 |
| W | MXM | 7.320 | - | - | YI | HU | - | - | - | - | - | - | - | - | Retained |
| Lok | CHL | 24.100 | - | - | SQ | SL | - | - | - | - | - | - | - | - | Retained |
| N | LVI | 417.000 | - | - | UUU | QQQ | - | - | Bphdlehd | 3mLk | - | 175 | 3aJo+175 | - | 361.00000 |
| U-1 | PNL | 39.500 | - | - | DD | QQ | - | - | Wuobxzal | 3rRj | - | 260 | 3rUw+260 | - | 786.00000 |
| B | LYR | 35.000 | - | - | T- | N- | - | - | Wmvwd | 3lHr | - | 1100 | 3kVq+947 | - | 61.00000 |
| R | VQL | 68.000 | - | - | GG- | OO- | - | - | Oucwz | 3tRk | - | 820 | 3vSa+750 | - | 53.00000 |
| N-2 | STK | 5.900 | - | - | PP | CC | - | - | Wgavs | PMN | - | - | 6.500% | 6.500% | 107.00000 |
| C | PAP | 27.000 | - | - | X | P | - | - | Yzgzz | 3mDl | - | 340 | 3oHi+340 | - | 448.00000 |
Tranche Comments
N: First Pay: 2024-01-27; Redemption: 2025-10-27;
U-1: First Pay: 2024-01-27; Redemption: 2025-10-27;
N-2: First Pay: 2024-01-27; Redemption: 2025-10-27;
C: First Pay: 2024-01-27; Redemption: 2025-10-27;
T: First Pay: 2024-01-27; Redemption: 2025-10-27;
R: First Pay: 2024-01-27; Redemption: 2025-10-27;
B: First Pay: 2024-01-27; Redemption: 2025-10-27;
W: First Pay: 2024-01-27; Redemption: 2025-10-27;
Lok: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Wbtbj Wkjbh 10/27/2025. Npn Ekbb Ibbtpeh 2.00
Originator(s)
Xxbwnsvxck Hcwdbs Ynxnnwwwxs (XHY)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 19, 1997