| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 105.000 | 1.90 | - | - | AAA | AAA | - | - | 51.48% | - | Fixed | Swaps | - | 125 | - | - | - |
| A2 | USD | 404.500 | 4.89 | - | - | AAA | AAA | - | - | 51.48% | - | Fixed | Swaps | - | 115 | - | - | - |
| B | USD | 189.900 | 4.89 | - | - | AA- | AA- | - | - | 33.40% | - | Fixed | Swaps | - | 195 | - | - | - |
| C | USD | 145.100 | 4.89 | - | - | A- | A- | - | - | 19.60% | - | Fixed | Swaps | - | 235 | - | - | - |
| D | USD | 185.500 | 4.89 | - | - | BBB- | BBB- | - | - | 1.90% | - | Fixed | Swaps | - | 300 | - | - | - |
| E | USD | 20.000 | 4.89 | - | - | BB+ | BB+ | - | - | - | - | Fixed | Swaps | - | 350 | - | - | - |
| X-A1 | USD | 404.500 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X-A2 | USD | 509.500 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X-B1 | USD | 540.500 | - | - | - | BB+ | BB+ | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X-B2 | USD | 540.500 | - | - | - | BB+ | BB+ | - | - | - | - | - | - | - | - | - | - | Int. Only |
AllReportsSurveillanceOther