| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 306.700 | 6.95 | - | Aaa | - | - | - | - | 57.70% | 19.6% | Fixed | Swaps | - | 135 | 2.83% | - | - |
| B | USD | 71.700 | 6.95 | - | Aa3 | - | - | - | - | 47.80% | 24.2% | Fixed | Swaps | - | 165 | 3.32% | - | - |
| C | USD | 59.700 | 6.95 | - | A3 | - | - | - | - | 39.60% | 28.1% | Fixed | Swaps | - | 225 | 4.12% | - | - |
| D | USD | 64.000 | 6.95 | - | Baa3 | - | - | - | - | 30.70% | 32.2% | Fixed | Swaps | - | 325 | 4.93% | - | - |
| E | USD | 95.200 | 6.95 | - | Ba3 | - | - | - | - | 17.60% | 38.3% | Fixed | Swaps | - | 450 | 5.52% | - | - |
| F | USD | 127.700 | 6.95 | - | B3 | - | - | - | - | - | 46.4% | Fixed | Swaps | - | 525 | 6.16% | - | - |
| X-CP | USD | 502.100 | 6.95 | - | A2 | - | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |
| X-E | USD | 222.900 | 6.95 | - | B3 | - | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |
| X-NCP | USD | 502.100 | 6.95 | - | NR | - | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |
AllReportsSurveillanceOther