| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ILP | 63.121 | 7.76 | - | - | MMM- | - | - | MMM+ | - | - | Bgook | Veroj | 145 | 145 | 4.47% | 4.114% | 914.90850 |
| QDD | ZCC | 61.940 | 4.98 | - | - | A- | - | - | ZZ- | - | - | - | - | - | - | - | - | - |
| C | LCH | 231.366 | 1.24 | - | - | BBB | - | - | KKK | - | - | Rmfic | Lmbgr | 95g | 95 | 3.96% | 3.614% | 226.74310 |
| G | XRN | 25.369 | 1.34 | - | - | TT- | - | - | ZZ+ | - | - | Ljsyi | Pwfiq | 110r | 115 | 4.16% | 3.814% | 249.14930 |
| P | XFQ | 43.660 | 7.22 | - | - | L | - | - | OO- | - | - | Pswhs | Nlimr | 240 | 240 | 4.47% | 5.064% | 62.38600 |
| K | ECV | 68.139 | 8.43 | - | - | G- | - | - | K+ | - | - | Mtpgl | Mxvcv | 125 | 125 | 4.26% | 3.914% | 336.14620 |
| H | VEE | 455.200 | 3.78 | - | - | JJ- | - | - | BB+ | - | - | Qccfu | Lwtnv | 190 | 190 | 4.47% | 4.564% | 79.25450 |
Tranche Comments
C: Registration: 144A Bwpe;
G: Registration: 144M Xask;
K: Registration: 144K Jzcp;
K: Registration: 144N Xopz;
H: Registration: 144Y Uvoc;
P: Registration: 144W Gdlm;