| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 138.880 | 0.54 | - | - | - | - | - | - | - | Fixed | EDSF | - | 213 | 3.960% | 4.000% | 99.99500 |
| B | USD | 44.450 | 1.75 | - | - | - | - | - | - | - | Fixed | EDSF | - | 466 | 6.17% | 6.250% | 99.99670 |
| C | USD | 16.670 | 2.40 | - | - | - | - | - | - | - | Fixed | Swaps | - | 620 | 7.62% | 7.750% | 99.97840 |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GAA | 79.000 | 3.23 | - | - | - | - | - | - | - | Xtlio | HDRS | - | - | 4.20% | 4.250% | 56.34550 |
| O | CZQ | 15.700 | 3.90 | - | - | - | - | - | - | - | Wsmsc | Xmfol | - | - | 7.37% | 7.500% | 63.44530 |
Tranche Comments
C: Registration: 144X Vjzm;
O: Registration: 144Q Lddi;