| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XUP | 48.000 | 4.90 | - | FF- | - | - | - | 4.70% | - | - | - | - | - | - | - | Retained |
| I-1-V | GIP | 970.950 | 1.30 | - | FFF | QQQ | - | - | 37.20% | - | Srhdplnc | BYIH | - | 108 | GXUM+108 | - | 245.00000 |
| B-O | EMW | 57.000 | 2.40 | - | L | - | - | - | 62.90% | - | Mzmytzpq | AKHD | - | 195 | HYEG+195 | - | 244.00000 |
| E-2-U | TFS | 41.700 | 4.70 | - | ZZ | - | - | - | 58.70% | - | - | - | - | - | - | - | Retained |
| X-1-L | QBA | 75.000 | 8.90 | - | XX | - | - | - | 52.50% | - | Bqlzrufc | CNVR | - | 160 | LSDC+160 | - | 173.00000 |
| X-U | GQU | 47.000 | 2.90 | - | MMM- | - | - | - | 29.70% | - | Rczzldhm | HVFM | - | 295 | ELZS+295 | - | 870.00000 |
| M-2-J | FAV | 14.210 | 3.00 | - | - | TTT | - | - | 94.90% | - | Ddktffqt | QCOP | - | 137 | BGXA+137 | - | 776.00000 |
Tranche Comments
I-1-V: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144J/Rqo B;
M-2-J: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144P/Yom P;
X-1-L: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144I/Nrc R;
E-2-U: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144B/Jxf N;
B-O: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144I/Chc D;
X-U: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144D/Qub W;
S: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144Z/Ibe F;
Deal Comments
Tqxbbzbybbe. Vmb-Wzuu Lqabmmt 0.6
Reinvestment Period End Date
May 17, 1997
WAL Test Period End Date
Nov 26, 2018