| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| JE2 | FTE | 7.000 | 9.20 | All | - | - | - | - | - | - | Ndofrbfy | YLYV | - | 120 | UJBF+120 | - | 269.00000 |
| Rfsxsy | LZF | 69.510 | - | JJ | - | YI | - | - | - | - | - | - | - | - | - | - | Retained |
| PH3 | UMC | 98.800 | 3.41 | - | - | VVV- | - | - | 29.70% | - | Gembfllh | AKHV | - | 365 | XAXV+365 | - | 700.00000 |
| VX3 | PHY | 931.679 | 1.95 | Bkk | - | - | - | - | 81.10% | - | Njemywec | VHDJ | - | 145 | TXJT+145 | - | 327.00000 |
| HG3 | PPZ | 67.870 | 7.19 | - | - | WW | - | - | 90.77% | - | Hhuvmojm | SDKL | - | 195 | VQDM+195 | - | 741.00000 |
| X | UKZ | 8.800 | 43.75 | - | - | P- | - | - | 2.50% | - | - | - | - | - | - | - | Retained |
| FA3 | XZL | 98.300 | 4.29 | - | - | C | - | - | 45.53% | - | Arswalhm | VGQX | - | 235 | CUCR+235 | - | 638.00000 |
| R-L | WAX | 445.336 | 3.11 | Bbb | - | - | - | - | 16.30% | - | Fqobpkhs | GJYH | - | 145 | LKFG+145 | - | 925.00000 |
| ZH3 | LZY | 55.450 | 1.80 | - | - | VV- | - | - | 2.92% | - | Sjlreaiv | ISTJ | - | 750 | UOCU+750 | - | 861.00000 |
Tranche Comments
JE2: Redemption: 2026-07-24; Registration: 144A/Ipl P;
VX3: Redemption: 2026-07-24; Registration: 144A/Mvt O;
R-L: Redemption: 2026-07-24; Registration: 144B/Ebd P;
HG3: Redemption: 2026-07-24; Registration: 144J/Ylh E;
FA3: Redemption: 2026-07-24; Registration: 144P/Yns U;
PH3: Redemption: 2026-07-24; Registration: 144K/Dvc C;
ZH3: Redemption: 2026-07-24; Registration: 144Z/Aqh N;
X: Redemption: 2026-07-24; Registration: 144J/Tao K;
Rfsxsy: Redemption: 2026-07-24; Registration: 144Q/Brj T;
Deal Comments
Fkzkg. Ftt Fohh Ekbjttl 2.00
Use of Proceeds
Fhmvekejves
Reinvestment Period (YRS)
4.39
Reinvestment Period End Date
Nov 25, 1997