| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A1 | USD | 93.800 | 5.00 | - | - | AAA | AAA | - | - | 45.50% | 32.0% | Fixed | Swaps | - | 105 | 3.42% | - | - |
| A2 | USD | 65.000 | 11.67 | - | - | AAA | AAA | - | - | 45.50% | 32.0% | Fixed | Swaps | - | 130 | 4.03% | - | - |
| B | USD | 31.800 | 14.86 | - | - | AA+ | AA- | - | - | 33.00% | 39.0% | Fixed | Swaps | - | 150 | 4.31% | - | - |
| C | USD | 23.900 | 16.48 | - | - | AA- | A- | - | - | 23.60% | 44.0% | Fixed | Swaps | - | 195 | 4.78% | - | - |
| D | USD | 38.500 | 18.15 | - | - | NR | BBB- | - | - | 8.40% | 53.0% | - | - | - | - | 4.82% | - | - |
| E | USD | 21.350 | 19.61 | - | - | NR | BB | - | - | - | 58.0% | - | - | - | - | 4.82% | - | - |
| X-A | USD | 158.800 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | 1.12% | - | Int. Only |
| X-B | USD | 55.700 | - | - | - | AA- | A- | - | - | - | - | - | - | - | - | 0.31% | - | Int. Only |
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