| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| N | XHB | 8.000 | 8.00 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E2 | LXA | 48.000 | 6.90 | Jzz | - | BBB | - | - | Prsdalqa | NNJC | 95m | 95 | 1dKKRP+95 | - | - |
| EL | YLH | 65.000 | 6.40 | Uss | - | QQQ | - | - | Bqscrsoa | DDMN | 115v | 115 | 1oBBTF+115 | - | - |
| R | WKD | 47.000 | 3.30 | Bu2 | - | - | - | - | - | - | - | - | - | - | Retained |
| J | NHB | 8.000 | 2.20 | N2 | - | - | - | - | - | - | - | - | - | - | Retained |
| I | FRZ | 2.000 | 8.50 | I2 | - | - | - | - | - | - | - | - | - | - | Retained |
| H | ROD | 46.000 | 2.20 | Oq2 | - | - | - | - | - | - | - | - | - | - | Retained |
| N1 | WQC | 695.000 | 5.90 | Xww | - | DDD | - | - | Myvowuvl | TTYD | 75e | 75 | 1xAAMD+75 | - | - |
| H | ZTD | 21.000 | 2.50 | Gss2 | - | - | - | - | - | - | - | - | - | - | Retained |