| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| D | FRT | 971.164 | 6.32 | - | - | - | OO | RR | - | - | Bqwwt | Grwoc | 115-120 | 115 | 3.22% | 3.228% | 13.21130 |
| D | TSS | 95.000 | 8.56 | - | - | - | RRR | ER | - | - | - | - | - | - | - | - | Retained |
| E | YRC | 3.134 | 5.89 | - | - | - | Y | WX | - | - | - | - | - | - | - | - | Retained |