| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| V | RRD | 9.500 | 8.50 | - | - | B- | 3.70% | - | - | - | - | - | - | - | Retained |
| P | PES | 4.000 | 4.90 | - | - | D | 8.00% | - | - | - | - | - | - | - | Retained |
| D | LFC | 5.700 | 1.70 | - | - | K+ | 6.50% | - | - | - | - | - | - | - | Retained |
| I | SFG | 3.000 | 4.10 | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | ILC | 851.000 | 3.00 | - | - | YYY | 64.00% | - | Lyjbsdus | - | - | 90 | 1mFCFP+90 | - | - |
| P2 | CWG | 41.000 | 6.00 | - | - | WW | 5.60% | - | - | - | - | - | - | - | Retained |