| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-5 | RQL | 558.285 | 7.86 | - | - | BBB | GGG | - | MMM | 69.00% | - | - | - | - | 100 | 4.23% | 3.876% | 639.84444 |
| T-2 | WCY | 339.934 | 4.76 | - | - | TTT | WWW | - | LLL | 17.00% | - | - | - | - | 65 | 4.15% | 3.448% | 835.13631 |
| X | AQP | 52.192 | 4.59 | - | - | LY | F- | - | B- | 93.13% | - | - | - | - | 225 | 4.88% | 5.129% | 12.75263 |
| A-3 | VZN | 4.906 | 1.33 | - | - | QQQ | RRR | - | CCC | 58.00% | - | - | - | - | 100 | 3.98% | 3.822% | 419.44297 |
| N-IM | AEH | 39.608 | 6.76 | - | - | CCC | PPP | - | YYY | 41.00% | - | - | - | - | 83 | 4.13% | 3.658% | 768.39692 |
| C-V | LAK | 654.713 | 6.57 | - | - | TA | DDD | - | OOO | 72.40% | - | - | - | - | 130 | 4.53% | 4.179% | 916.94431 |
| H | FZR | 64.750 | 2.15 | - | - | QT | XX- | - | EE- | 81.21% | - | - | - | - | 150 | 4.73% | 4.379% | 966.98088 |
| Q-1 | JOZ | 7.271 | 3.55 | - | - | LLL | KKK | - | UUU | 77.00% | - | - | - | - | 45 | 3.31% | 3.285% | 94.79129 |
| G-4 | NPQ | 125.000 | 8.87 | - | - | ZZZ | KKK | - | WWW | 97.00% | - | - | - | - | 98 | 3.96% | 3.848% | 900.99610 |
Tranche Comments
Q-1: Registration: Knhrii;
T-2: Registration: Azgmlg;
A-3: Registration: Xusrjj;
G-4: Registration: Qrpgzm;
J-5: Registration: Lyinle;
N-IM: Registration: Pofhvl;
C-V: Registration: Ynhagx;
H: Registration: Hpnyxh;
X: Registration: Cwfaau;