| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2N | LFH | 6.000 | - | - | EEE | - | - | - | 17.70% | - | Bbrprzyk | GPQG | 155f | 168 | ELAC+168 | - | - |
| T1D | LEJ | 10.100 | - | - | JJ | - | - | - | 41.70% | - | Vzfozliw | NKOF | 170m | 183 | PENO+183 | - | - |
| Y1B | ZGO | 989.000 | - | - | MMM | - | - | - | 60.80% | - | Uwzzrixg | MABK | 128 | 128 | XXPD+128 | - | - |
| IJ | COU | 67.280 | - | - | BBB | - | - | - | 78.90% | - | Yvbsplki | BCLI | 330k | 335 | LMPH+335 | - | - |
Tranche Comments
Y1B: Redemption: 2026-01-15; Registration: 144Z/Nbo H;
F2N: Redemption: 2025-10-15; Registration: 144Z/Njp M;
T1D: Redemption: 2025-10-15; Registration: 144U/Okg X;
IJ: Redemption: 2025-10-15; Registration: 144W/Ovn Z;
Deal Comments
Wvwlivq Gktilvlcilr. Zql Kvqq Wkwiqke 2.00 (F1G), 1.00 (F2G-TG)
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 13, 1997