| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| X | IMF | 91.000 | 5.50 | W1 | - | - | 7.20% | - | - | - | - | - | - | - | Retained |
| L | SLZ | 20.900 | 6.50 | Inn3 | - | - | 4.40% | - | - | - | - | - | - | - | Retained |
| U2 | JWJ | 870.000 | 6.30 | Gzz | - | - | 26.00% | - | Dbxqmspc | KKMF | 200 | 200 | 1cPPAC+200 | - | - |
| X1 | XXO | 348.000 | 4.50 | Uaa | - | - | 13.00% | - | Zmsvhyqb | HHLJ | 160 | 160 | 1qUUXT+160 | - | - |
| Y | XAE | 25.000 | 2.40 | Zu1 | - | - | 74.00% | - | - | - | - | - | - | - | Retained |
| L | NKY | 54.400 | 2.60 | J2 | - | - | 3.50% | - | - | - | - | - | - | - | Retained |
| M | FYI | 69.000 | 6.90 | Qb2 | - | - | 45.00% | - | - | - | - | - | - | - | Retained |
| L | VIA | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |