| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,601.280 | 1.74 | - | - | - | - | AA | - | - | Fixed | EDSF | - | 200 | 2.70% | 2.719% | - |
| B | USD | 427.000 | 5.26 | - | - | - | - | A | - | - | Fixed | Swaps | - | 260 | 4.61% | 4.659% | - |
| C | USD | 331.200 | 7.08 | - | - | - | - | BBB | - | - | Fixed | Swaps | - | 325 | 5.59% | 5.590% | - |
| D | USD | 199.810 | 7.14 | - | - | - | - | BB | - | - | Fixed | Swaps | - | 450 | 6.82% | 6.922% | - |
| E | USD | 61.580 | 7.14 | - | - | - | - | B | - | - | Fixed | - | - | - | 6.82% | - | Retained |
Tranche Comments
E: Registration: 144A Only;
D: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
A: Registration: 144A Only;
AllReportsSurveillanceOther