| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| L | WGR | 37.681 | 9.80 | - | - | - | F (F) | - | 14.40% | - | - | - | - | - | - | - | Retained |
| F | NHI | 695.488 | 9.96 | - | - | - | BBB | - | 15.49% | - | Mfibq | - | - | - | 6.35% | 6.444% | 28.71700 |
| S | OJI | 21.145 | 7.87 | - | - | - | HHH (G) | - | 91.30% | - | - | - | - | - | - | - | Retained |