| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 668.910 | 6.84 | - | Aaa | AAA | - | - | - | 50.20% | 29.0% | Fixed | Swaps | - | 79 | 3.04% | - | - |
| B | USD | 118.090 | 6.84 | - | Aa1 | AA- | - | - | - | 41.40% | 34.0% | Fixed | Swaps | - | 100 | 3.25% | - | - |
| C | USD | 130.970 | 6.84 | - | NR | A- | - | - | - | 31.60% | 39.0% | Fixed | Swaps | - | 130 | 3.56% | - | - |
| D | USD | 130.940 | 6.84 | - | NR | BBB- | - | - | - | 21.90% | 45.0% | - | - | - | - | 3.85% | - | - |
| E | USD | 54.260 | 6.84 | - | NR | NR | - | - | - | 17.80% | 47.0% | - | - | - | - | 3.85% | - | - |
| F | USD | 123.640 | 6.84 | - | NR | BB- | - | - | - | 8.60% | 52.0% | Fixed | Swaps | - | 250 | 3.85% | - | - |
| G | USD | 115.700 | 6.84 | - | NR | B | - | - | - | - | 57.0% | - | - | - | - | 3.85% | - | - |
| X-A | USD | 668.910 | 6.34 | - | Aaa | AAA | - | - | - | - | - | - | - | - | - | 0.81% | - | Int. Only |
| X-B | USD | 249.060 | 6.34 | - | NR | A- | - | - | - | - | - | - | - | - | - | 0.44% | - | Int. Only |
AllReportsSurveillanceOther