| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 242.000 | 4.92 | - | - | AAA | - | - | - | 56.40% | 22.0% | Fixed | Swaps | - | 160 | 3.35% | - | - |
| B | USD | 90.000 | 4.92 | - | - | AA- | - | - | - | 40.20% | 31.0% | Fixed | Swaps | - | 245 | 4.18% | - | - |
| C | USD | 98.800 | 4.92 | - | - | A- | - | - | - | 22.40% | 40.0% | Fixed | Swaps | - | 350 | 5.21% | - | - |
| D | USD | 104.200 | 4.92 | - | - | BBB- | - | - | - | 3.60% | 49.0% | - | - | - | - | 6.55% | - | - |
| E | USD | 20.000 | 4.92 | - | - | BB+ | - | - | - | - | 51.0% | - | - | - | - | 6.81% | - | - |
| X-CP | USD | 76.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |
| X-NCP | USD | 13.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |