| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 105.270 | 4.79 | - | - | AAA | - | - | - | 55.20% | 17.3% | Fixed | Swaps | - | 77 | 3.79% | - | - |
| B | USD | 26.320 | 4.79 | - | - | AA- | - | - | - | 44.00% | 21.6% | Fixed | Swaps | - | 105 | 3.79% | - | - |
| C | USD | 19.740 | 4.79 | - | - | A- | - | - | - | 35.60% | 24.8% | Fixed | Swaps | - | 130 | 3.79% | - | - |
| D | USD | 24.220 | 4.79 | - | - | BBB- | - | - | - | 25.30% | 28.8% | Fixed | Swaps | - | 175 | 3.79% | - | - |
| E | USD | 32.890 | 4.79 | - | - | BB- | - | - | - | 11.30% | 34.2% | Fixed | Swaps | - | 215 | 3.79% | - | - |
| F | USD | 26.560 | 4.79 | - | - | B- | - | - | - | - | 38.5% | Fixed | Swaps | - | 285 | 3.79% | - | - |