| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U-1 | BNC | 8.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-2 | ANW | 2.277 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-3 | VOB | 5.939 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KLF | 78.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| GX | XGM | 634.767 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | KHP | 1.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| U-1 | INY | 97.577 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | BMT | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |